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<record version="1" id="11388">
 <title>support of integrable function is $\sigma$-finite</title>
 <name>SupportOfIntegrableFunctionIsSigmaFinite</name>
 <created>2008-12-26 16:40:38</created>
 <modified>2008-12-26 16:40:38</modified>
 <type>Theorem</type>
<parent id="10783">summable function</parent>
 <creator id="17536" name="asteroid"/>
 <author id="17536" name="asteroid"/>
 <classification>
	<category scheme="msc" code="26A42"/>
	<category scheme="msc" code="28A25"/>
 </classification>
 <defines>
	<concept>$L^p$ functions have $\sigma$-finite support</concept>
 </defines>
 <related>
	<object name="SupportOfIntegrableFunctionWithRespectToCountingMeasureIsCountable"/>
 </related>
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 <content>{\bf Theroem -} Let $(X, \mathcal{B}, \mu)$ be a measure space and $f:X \to \mathbb{C}$ a measurable function. If $f$ is integrable, then the support of $f$ is \PMlinkname{$\sigma$-finite}{SigmaFinite}.

It follows easily from this result that any function in an \PMlinkname{$L^p$-space}{LpSpace}, with $1 \leq p &lt; \infty$, must have $\sigma$-finite support.

{\bf \emph{\PMlinkescapetext{Proof}:}} Let $A_0 := [1, \infty[$, and for each $n \in \mathbb{N}$ let $A_n:= [\frac{1}{n+1}, \frac{1}{n}[$. Since $f$ is integrable, we must necessarily have $\mu \big(|f|^{-1}(A_n)\big) &lt; \infty$ for each $n \in \mathbb{N} \cup \{0\}$, because

\begin{align*}
\mu \big(|f|^{-1} (A_n) \big) \cdot \frac{1}{n+1} \leq \int_{|f|^{-1}(A_n)} |f| \;d\mu \leq \int_X |f| \;d\mu &lt; \infty.
\end{align*}

Since $f$ and $|f|$ have the same support, and the the support of the latter is $\displaystyle \mathrm{supp} \,  |f| = \bigcup_{n = 0}^{\infty} |f|^{-1} (A_n)$, it follows that the support of $f$ is $\sigma$-finite. $\square$</content>
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