TheoremBase

Simple Functions are Dense in the Lebesgue Space

The classes of power-integrable simple functions form a dense linear subspace of the Lebesgue space.

Statement

In the setting of Measurable Functions and the Lebesgue Integral: Standing Notation, let (X,F,μ)(X,\mathcal{F},\mu) be a measure space, let pp be a real number with 1≤p1\le p, write Lp\mathcal{L}^{p} for the set of pp-integrable functions on (X,F,μ)(X,\mathcal{F},\mu) and ∥⋅∥p\lVert\cdot\rVert_{p} for the pp-seminorm, and let Lp=Lp(X,F,μ)L^{p}=L^{p}(X,\mathcal{F},\mu) be the Lebesgue space, a real normed space by The Riesz–Fischer Theorem (i). Then the following hold.

1. (Which simple functions are pp-integrable) Let ss be a simple function on (X,F)(X,\mathcal{F}). Then s∈Lps\in\mathcal{L}^{p} if and only if the set {x∈X:s(x)≠0}\{x\in X:s(x)\ne 0\} belongs to F\mathcal{F} and has finite measure.

2. (Approximation) Let f∈Lpf\in\mathcal{L}^{p} and let ε\varepsilon be a positive real number. Then there is a simple function s∈Lps\in\mathcal{L}^{p} with ∥f−s∥p≤ε\lVert f-s\rVert_{p}\le\varepsilon.

3. (Density) The set

S={[s] : s a simple function on (X,F) with s∈Lp}S=\bigl\{[s]\ :\ s\text{ a simple function on }(X,\mathcal{F})\text{ with }s\in\mathcal{L}^{p}\bigr\}

is dense in LpL^{p}.

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