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The sum consists of measurable functions $f=g+h$ with $g\in L^{p_0}$ and $h\in L^{p_1}$, with norm ${\inf }_{f=g+h}(\Vert g{\Vert }_{p_0}+\Vert h{\Vert }_{p_1})$. It is a Banach space. One construction identifies it with the quotient of $L^{p_0}{\oplus }_1{L}^{p_1}$ by the closed kernel of the addition map. Bounded endpoint operators are therefore bounded on the corresponding sum spaces.

Let $(X_j)$ be a sequence of finite real random variables, and write $M_n=n^{-1}{\sum }_{j=1}^n{X}_j$ for its sample mean. For fixed $m$ and $n>m$, put $M_n^{(m)}=n^{-1}{\sum }_{j=m+1}^n{X}_j$. Then, at each outcome,Consequently ${\mathrm{limsup}}_n{M}_n={\mathrm{limsup}}_n{M}_n^{(m)}$. The right-hand limit superior is a measurable function of $X_{m+1},X_{m+2},\dots$ for every $m$, so the extended-real random variable ${\mathrm{limsup}}_n{M}_n$ is measurable with respect to the tail sigma-algebra. The same holds for the limit inferior. Thus the event of convergence to a finite limit of a sequence, and the event $\{M_n\to a\}$ for any specified real $a$, are tail events.

For a worked deterministic example, let $x_j$ alternate $0,1,0,1,\dots$, and replace its first three entries $0,1,0$ by $1,0,1$. For every $n\ge 3$ the two sample means differ by exactly $1/n$, so both converge to $1/2$. Finite edits can change small-sample answers while preserving the infinite limit of a sequence.

Under independence, Kolmogorov's zero–one law makes each specified convergence event have probability zero or one. It does not select which value occurs. If a finite random variable measurable with respect to the tail sigma-algebra $L$ exists, the events $\{L\le q\}$ for rational $q$ each have probability zero or one; continuity of probability and their nesting force $L$ to be constant almost surely. For fair independent Bernoulli trials, the strong law of large numbers establishes $M_n\to 1/2$ almost surely; the zero–one conclusion alone proves neither convergence nor the value $1/2$.

Applying the same measurable function $f$ to observations from two probability distributions cannot increase their total variation distance. Every output event $B$ is tested through its preimage $f^{-1}(B)$, which was already one of the input events. ThereforeFor the four-outcome example, recording only whether the result is $D$ makes the output probability distributions identical: each is a Bernoulli distribution with parameter $0.3$. The original total variation distance was $0.3$, but this coarse measurement leaves zero discrepancy. Discarding information can make two sources less distinguishable.

The same contraction holds for a common Markov kernel $K$: $d_{\mathrm{TV}}(PK,QK)\le d_{\mathrm{TV}}(P,Q)$. On a finite set, expand $PK-QK$, apply the triangle inequality to each output component, and use that each row of $K$ sums to one. A common randomized postprocessing step cannot increase distinguishability either.

A transport map from $\mu$ to $\nu$ is a measurable function $T$ satisfying $T_{\#}\mu =\nu$. Its graph defines the transport plan $(\mathrm{Id},T{)}_{\#}\mu$.