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[parent] bounded linear functionals on $L^\infty(\mu)$ (Theorem)

For any measure space $(X,\mathfrak{M},\mu)$ and $g\in L^1(\mu)$ , the following linear map can be defined

  $\displaystyle \Phi_g\colon L^\infty (\mu)\rightarrow\mathbb{R},$    
  $\displaystyle f\mapsto\Phi_g(f)\equiv\int fg\,d\mu.$    

It is easily shown that $\Phi_g$ is bounded, so is a member of the dual space of $\L^\infty(\mu)$ . However, unless the measure space consists of a finite set of atoms, not every element of the dual of $L^\infty(\mu)$ can be written like this. Instead, it is necessary to restrict to linear maps satisfying a bounded convergence property.
Theorem   Let $(X,\mathfrak{M},\mu)$ be a $\sigma$ -finite measure space and $V$ be the space of bounded linear maps $\Phi\colon L^\infty(\mu)\rightarrow\mathbb{R}$ satisfying bounded convergence. That is, if $|f_n|\le 1$ are in $L^\infty(\mu)$ and $f_n(x)\rightarrow 0$ for almost every $x\in X$ , then $\Phi(f_n)\rightarrow 0$ .

Then $g\mapsto\Phi_g$ gives an isometric isomorphism from $L^1(\mu)$ to $V$ .

Proof. First, the operator norm $\Vert\Phi_g\Vert$ is equal to the $L^1$ -norm of $g$ (see $L^p$ -norm is dual to $L^q$ ), so the map $g\mapsto\Phi_g$ gives an isometric embedding from $L^1$ into the dual of $L^\infty$ . Furthermore, dominated convergence implies that $\Phi_g$ satisfies bounded convergence so $\Phi_g\in V$ . We just need to show that $g\mapsto\Phi_g$ maps onto $V$ .

So, suppose that $\Phi\in V$ . It needs to be shows that $\Phi=\Phi_g$ for some $g\in L^1$ . Defining an additive set function $\nu\colon\mathfrak{M}\rightarrow\mathbb{R}$ by \begin{equation*} \nu(A)=\Phi(1_A) \end{equation*}for every set $A\in\mathfrak{M}$ , the bounded convergence property for $\Phi$ implies that $\nu$ is countably additive and is therefore a finite signed measure. So, the Radon-Nikodym theorem gives a $g\in L^1$ such that $\nu(A)=\int_A g\,d\mu$ for every $A\in\mathfrak{M}$ . Then, the equality \begin{equation*} \Phi(fh)= \int fg\,d\mu \end{equation*}is satisfied for $f=1_A$ with any $A\in\mathfrak{M}$ and the functional monotone class theorem extends this to any bounded and measurable $f\colon X\rightarrow\mathbb{C}$ , giving $\Phi_g=\Phi$ . $ \qedsymbol$




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See Also: bounded linear functionals on $L^p(\mu)$, Radon-Nikodym theorem, $L^p$-norm is dual to $L^q$


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Cross-references: measurable, functional monotone class theorem, equality, Radon-Nikodym theorem, signed measure, finite, countably additive, onto, implies, isometric embedding, map, operator norm, isometric isomorphism, bounded linear maps, necessary, element, atoms, finite set, dual space, member, linear map, measure space
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This is version 2 of bounded linear functionals on $L^\infty(\mu)$, born on 2008-12-23, modified 2008-12-23.
Object id is 11375, canonical name is BoundedLinearFunctionalsOnLinftymu.
Accessed 552 times total.

Classification:
AMS MSC28A25 (Measure and integration :: Classical measure theory :: Integration with respect to measures and other set functions)

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