Baire category theorem, Lp spaces
Let L1=L1([0,1]) be the space of integrable and L2=L2([0,1]) be the space of square-integrable functions on [0,1]. Then L2⊆L1. Show that L2 is a meager subset of L1, i.e., L2 can be written as a countable union of sets in L1 that are closed and have empty interior in L1.
Solution.
For n∈N, let
En={f∈L2∣∥f∥L2≤n}.
which is closed: suppose {fk}k⊆En converges to f in L1. Then there exists a subsequence {fkℓ}ℓ which converges almost everywhere to f. By Fatou's lemma,
∫∣f∣2≤ℓ→∞liminf∫∣fkℓ∣2≤n2,
so f∈En. Since L2⊆L1, it also follows that
L2=n=1⋃∞En,
so it remains to show that En is nowhere dense.
First, observe that if φ(x)=x−1/2, then ∥φ∥L1<∞ and ∥φ∥L2=∞, i.e., φ∈L1∖L2. Hence, given f∈L2 and ε>0, we see that f−εφ∈L1∖L2, or else
εφ=f−(f−εφ)∈L2.
Moreover,
∥f−(f−εφ)∥L1=ε∥φ∥L1,
i.e., any open neighborhood of f∈L2 contains an element in L1∖L2. Thus, En is nowhere dense for each n, so L2 is meager.