Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2005/ii/paper-3/24j/b/solution

Completeness means that every norm-Cauchy sequence has a limit belonging to the same Lp space, with . To prove it, choose a subsequence with . The functions
have -norm bounded by , by Minkowski inequality. They increase to , and Fatou's lemma gives . Thus is finite almost everywhere, so the subsequence telescopes absolutely there to a measurable limit with and .
The same argument on the tails gives . Given , choose such a subsequence term beyond the Cauchy threshold and use . This proves convergence of the full sequence and completeness for every , on an arbitrary measure space.

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