Riesz-Fischer Theorem

Yongheng Zhang

Theorem 1. Lp (X) (1 p < ) is complete.

Proof. Let hfn i be a Cauchy sequence in Lp (X) (1 p < ). Then for any  > 0, there is N () such
that if m, n N (), then kfm fn kp < . Let nk = N ( 21k ). Then the subsequence hfnk i satisfies


fn
fnk p < 21k .
k+1
Define the function f by

f (x) = fn1 +

(fnk+1 fnk ), x X.

k=1

Notice that the partial sum SN (f ) := fn1 +

g by

PN 1

g(x) = |fn1 | +

k=1

(fnk+1 fnk ) is just fnN . Also define the function

X

 fn

k+1


fnk  , x X.

k=1


PN 1 
Let the partial sum of g be SN (g) := |fn1
| + k=1 fnk+1 fnk . Then by Minkowskis inequality,


PN 1
PN 1
PN 1 
kSN (g)kp kfn1 kp + k=1 fnk+1 fnk  kfn1 kp + k=1 fnk+1 fnk p < kfn1 kp + k=1 21k .
p
D
E
R
So the increasing sequence kSN (g)kp is bounded above by kfn1 k + 1, which shows X g p < .
R
R
p
Obviously, |f | g. Consequently, X |f | X g p . Hence, f = f + f Lp (X) and it follows that
f p is integrable. Hence, the series < f < a.e., or f converges a.e. on X. Thus, hfnk i converges
to f a.e..
P

Notice that |f fnN | = |S (f ) SN 1 (f )| =  k=N (fnk+1 fnk ) g. So by the Lebesgue
R
R
1
1
dominated convergence theorem, limk kf fnk kp = ( X limk (f (x)fnk (x))p dx) p = ( X 0) p =
0. This shows the subsequence hfnk i converges to f in Lp (X). But hfn i is itself Cauchy. This means
fn converges to f in Lp (X).