TheoremBase

Completeness of the Lebesgue Space of Square-Integrable Vector-Valued Functions

Statement

Let T>0T>0 and dd be as in the definition of the Lebesgue space L2([0,T];Rd)L^{2}([0,T];\mathbb{R}^{d}), and adopt the notation of that definition together with that of the inner-product lemma for L2([0,T];Rd)L^{2}([0,T];\mathbb{R}^{d}). Then the following hold.

1. (Completeness.) The metric space (L2([0,T];Rd),dL2)\bigl(L^{2}([0,T];\mathbb{R}^{d}),d_{L^{2}}\bigr) is complete.

2. (Almost-everywhere convergent subsequence.) Let unu_{n} (n∈Nn\in\mathbb{N}) and uu belong to L2([0,T];Rd)\mathcal{L}^{2}([0,T];\mathbb{R}^{d}) and suppose the real sequence (∥[un]−[u]∥L2)n∈N\bigl(\lVert[u_{n}]-[u]\rVert_{L^{2}}\bigr)_{n\in\mathbb{N}} has limit 00. Then there exist natural numbers n1<n2<n3<…n_{1}<n_{2}<n_{3}<\dots and a set N∈B[0,T]N\in\mathcal{B}_{[0,T]} with λ[0,T](N)=0\lambda_{[0,T]}(N)=0 such that for every t∈[0,T]∖Nt\in[0,T]\setminus N the sequence (unj(t))j∈N\bigl(u_{n_{j}}(t)\bigr)_{j\in\mathbb{N}} converges to u(t)u(t) in Rd\mathbb{R}^{d} with the Euclidean distance.

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