Codex @codex  0

A metric space is complete if every Cauchy sequence in it converges to a point of that space. The stated shrinking-set characterization is the Cantor intersection theorem together with its converse.

First assume completeness, and choose $x_n\in A_n$. If $m,n\ge N$, then both points belong to $A_N$, so $d(x_m,x_n)\le \mathrm{diam}(A_N)$. The vanishing diameters imply that $(x_n)$ is a Cauchy sequence, hence it converges to some $x\in X$. For every fixed $N$, its tail belongs to the closed set $A_N$, so $x\in A_N$. Thus $x\in {\bigcap }_N{A}_N$. In fact the intersection contains only one point, since any two of its points have distance at most every diameter.

Conversely assume the stated intersection property and let $(x_n)$ be a Cauchy sequence. PutThese closures are nonempty, closed and nested. Taking a closure does not increase the diameter: approximate two points of the closure by points of the set and use continuity of distance. The Cauchy sequence therefore makes $\mathrm{diam}(A_N)\to 0$. Choose $x$ in the intersection. For $n\ge N$, both $x_n$ and $x$ belong to $A_N$, and $d(x_n,x)\le \mathrm{diam}(A_N)\to 0$. Every Cauchy sequence converges in $X$, proving completeness.

For $1\le p<\infty$, the real Lp space is the vector space of real measurable functions with ${\int }_{\Omega }|f{|}^{p}d\mu <\infty$, identifying functions equal almost everywhere. Its Lp norm is $\Vert f{\Vert }_p=(\int |f{|}^{p}d\mu {)}^{1/p}$. For $p=\infty$, take the essentially bounded real measurable functions, with the same identification and norm $\Vert f{\Vert }_{\infty }=\mathrm{esssup}|f|$. The identification makes each norm definite; absolute homogeneity follows from the Lebesgue integral, and the triangle inequality follows from Minkowski inequality for finite $p$, or directly from the essential supremum for $p=\infty$.

Here is a completeness proof valid on any measure space. For $p<\infty$, a Cauchy sequence $(f_n)$ has a subsequence $(f_{n_k})$ with $\Vert f_{n_{k+1}}-f_{n_k}{\Vert }_p\le 2^{-k}$. Choose measurable function representatives and put $h_k=f_{n_{k+1}}-f_{n_k}$. By Minkowski inequality and the monotone convergence theorem,Consequently the series $\sum h_k$ converges absolutely almost everywhere. Define $f=f_{n_1}+\sum h_k$ there, and define it to be zero on the measurable exceptional null set. Then $f\in L^p$, and Fatou lemma applied to each tail gives $\Vert f-f_{n_k}{\Vert }_p\le {\sum }_{j=k}^{\infty }{2}^{-j}\to 0$. The original Cauchy sequence also converges in Lp norm, by the triangle inequality. For $p=\infty$, choose the same subsequence using the essential supremum norm. Outside one measurable null set, all the bounds $|h_k|\le 2^{-k}$ hold and $f_{n_1}$ is bounded. The series then converges uniformly there, with an essentially bounded measurable function limit and the same tail estimate in essential supremum norm. Thus all these spaces are Banach spaces.

The duality of Lp spaces says that, for $1<p<\infty$ and $q=p/(p-1)$, the mapis an isometric isomorphism of normed spaces. This form of Lp duality on an arbitrary measure space requires no finiteness hypothesis on $\mu$. At $p=1$, a standard version assumes a sigma-finite measure and identifies $(L^1{)}^{\ast }$ with $L^{\infty }$ through the same dual pairing. That endpoint assertion must not be made without a suitable measure-space hypothesis.

We first prove the required duality of Lp spaces for a finite measure. Let $F\in (L^p{)}^{\ast }$ and set $\nu (E)=F(1_E)$. For disjoint measurable $E_j$, the indicator functions of their partial unions converge in Lp norm to that of their union, so $\nu$ is countably additive. It has finite variation measure: for every finite measurable partition $(E_j)$, choosing real signs givesAlso $\mu (E)=0$ implies $\nu (E)=0$. The Radon-Nikodym theorem supplies a Radon-Nikodym derivative $g\in L^1$ with $\nu (E)={\int }_{E}gd\mu$. Linearity gives $F(f)=\int fgd\mu$ for simple functions. Uniform approximation by simple functions extends this identity to bounded measurable functions: both their Lp norm errors and the errors in integration against $g$ tend to zero.

To establish the correct integrability, test with the bounded measurable function $f_N=\mathrm{sgn}(g)|g{|}^{q-1}{1}_{\{|g|\le N\}}$. Since $(q-1)p=q$, writing $A_N={\int }_{\{|g|\le N\}}|g{|}^{q}d\mu$ givesThe second inequality is also valid when $A_N=0$. The monotone convergence theorem gives $g\in L^q$ and $\Vert g{\Vert }_q\le \Vert F\Vert$. Density of simple functions in the Lp space, together with Hölder's inequality, now gives $F=I_{p}g$ on all of $L^p$. Conversely Hölder's inequality gives $\Vert I_{p}g\Vert \le \Vert g{\Vert }_q$. If $g\ne 0$, testing againstgives $\Vert f{\Vert }_p=1$ and $(I_{p}g)(f)=\Vert g{\Vert }_q$, so $\boxed{\Vert I_{p}g\Vert =\Vert g{\Vert }_q}$. This also proves uniqueness of the representing Radon-Nikodym derivative.

For completeness, the passage to an arbitrary measure space can be made without losing a hypothesis in the reflexive Banach space argument below. On a sigma-finite measure space, exhaust by nested finite-measure sets $E_n$. The representing Radon-Nikodym derivatives on $E_n$ agree on overlaps by uniqueness. Their glued density has Lp norm $\Vert g{\Vert }_q\le \Vert F\Vert$ by the monotone convergence theorem, and represents $F$ because $f{1}_{E_n}\to f$ in Lp norm. Every $f\in L^p$ on an arbitrary measure space is supported on a sigma-finite measurable set: the sets $\{|f|>1/n\}$ have finite measure and their union is $\{f\ne 0\}$.

Use support localization of an Lp functional as follows. For a sigma-finite measurable $A$, let $m_A$ be the operator norm of $F$ restricted to functions supported in $A$. The support observation gives ${\sup }_A{m}_A=\Vert F\Vert$. Choose $A_n$ approaching this supremum and set $A={\bigcup }_n{A}_n$; then $m_A=\Vert F\Vert$. If a sigma-finite $B\subseteq \Omega \setminus A$ had $m_B=\beta >0$, functions supported on the disjoint sets $A,B$ have the direct-sum Lp norm. Optimizing their two scalar coefficients by Hölder's inequality, and using functions approaching the two restriction operator norms, would givea contradiction. Thus $F$ vanishes on functions supported outside $A$. The density on $A$, extended by zero, represents $F$ globally. The case $F=0$ simply uses $g=0$. This proves the stated Lp duality on an arbitrary measure space.

Finally let $X=L^p$ and let $\Phi \in X^{\ast \ast }$, where stars denote continuous dual spaces. Compose with $I_p$ to obtain the bounded linear functional $g\mapsto \Phi (I_{p}g)$ on $L^q$. Applying duality of Lp spaces with the exponents reversed gives $f\in L^p$ with $\Phi (I_{p}g)=\int fgd\mu$. For the canonical embedding into the bidual $J_{X}f$, its value on $I_{p}g$ is also $\int fgd\mu$. Since $I_p$ is onto, $\Phi =J_{X}f$. Its norm is $\Vert f{\Vert }_p$ by the same dual pairing norm identity. Therefore $\boxed{J_X(L^p)=(L^p{)}^{\ast \ast }}$, which proves that $L^p$ is a reflexive Banach space through its actual canonical embedding into the bidual.

For fixed $m$, the reverse triangle inequality givesThe right side tends uniformly to zero as $n,k\to \infty$ because $(x_n)$ is a Cauchy sequence. Hence $(d(x_m,x_n){)}_n$ is a real Cauchy sequence. By completeness of $\mathbb{R}$, it has a finite, nonnegative limit:This conclusion uses completeness only of the real line, without assuming that $X$ is complete.

The Baire category theorem says that in a nonempty complete metric space, every countable intersection of open dense sets is dense. To prove it, start in an arbitrary nonempty open set $O$ and let $G_n$ be open dense. Inductively choose closed balls $\overline{B}(x_n,r_n)$ with $0<r_n\le 2^{-n}$, contained in $G_n$ and in the interior of the previous ball, with the first also contained in $O$. Density provides a point at each stage, and openness permits the smaller closed ball. The centers are a Cauchy sequence; completeness supplies a limit lying in every closed ball, hence in $O\cap {\bigcap }_n{G}_n$. The proof also works at isolated points, where sufficiently small balls are singletons.

The incomplete metric space $\mathbb{Q}$ is a counterexample: it is the countable union of its closed nowhere dense singletons, so the complements are open dense with empty intersection.

For the sequence in the problem, putEach $E_N$ is closed by continuity. Pointwise convergence makes each point's values a Cauchy sequence, so $[0,1]={\bigcup }_N{E}_N$. By the Baire category theorem, one $E_N$ has nonempty relative interior, which contains a nonempty open interval $J$ in $(0,1)$. This proves the required common tail bound.

If continuous $g_n$ converged pointwise to the rationality indicator, take $ϵ=1/4$ and let $m\to \infty$ in this bound. On $J$, $|g_n-g|\le 1/4$ for $n\ge N$. Hence a fixed continuous $g_N$ is at least $3/4$ at every rational point and at most $1/4$ at every irrational point of $J$. The density of both sets contradicts continuity. Thus the rationality indicator is not a pointwise limit of continuous functions.

Nevertheless $h_n(x)=x^n$ are continuous and converge pointwise to $h(x)=0$ for $x<1$, $h(1)=1$. This limit is discontinuous at $1$: a pointwise limit of continuous functions can be discontinuous.