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In [[mathematics]], the '''Bochner integral''', named for [[Salomon Bochner]], extends the definition of [[Lebesgue integral]] to functions that take values in a [[Banach space]], as the limit of integrals of [[simple function]]s.
 
==Definition==
 
Let (''X'',&nbsp;&Sigma;,&nbsp;&mu;) be a measure space and ''B'' a Banach space.  The Bochner integral is defined in much the same way as the Lebesgue integral.  First, a simple function is any finite sum of the form
 
:<math>s(x) = \sum_{i=1}^n \chi_{E_i}(x) b_i</math>
 
where the ''E''<sub>''i''</sub> are disjoint members of the &sigma;-algebra &Sigma;, the ''b''<sub>''i''</sub> are distinct elements of ''B'', and &chi;<sub>E</sub> is the [[Indicator function|characteristic function]] of ''E''.  If ''μ''(''E''<sub>''i''</sub>) is finite whenever ''b''<sub>''i''</sub>&nbsp;&ne; 0, then the simple function is '''integrable''', and the integral is then defined by
 
:<math>\int_X \left[\sum_{i=1}^n \chi_{E_i}(x) b_i\right]\, d\mu = \sum_{i=1}^n \mu(E_i) b_i</math>
 
exactly as it is for the ordinary Lebesgue integral.
 
A measurable function &fnof;&nbsp;: ''X''&nbsp;&rarr; ''B'' is '''Bochner integrable''' if there exists a sequence of integrable simple functions ''s''<sub>''n''</sub> such that
 
:<math>\lim_{n\to\infty}\int_X \|f-s_n\|_B\,d\mu = 0,</math>
 
where the integral on the left-hand side is an ordinary Lebesgue integral.
 
In this case, the '''Bochner integral''' is defined by
 
:<math>\int_X f\, d\mu = \lim_{n\to\infty}\int_X s_n\, d\mu.</math>
 
It can be shown that a function is Bochner integrable if and only if it lies in the [[Bochner space]] <math>L^1</math>.
 
==Properties==
 
Many of the familiar properties of the Lebesgue integral continue to hold for the Bochner integral.  Particularly useful is Bochner's criterion for integrability, which states that if (''X'',&nbsp;&Sigma;,&nbsp;&mu;) is a measure space, then a Bochner-measurable function ''&fnof;''&nbsp;:&nbsp;''X''&nbsp;&rarr;&nbsp;''B'' is Bochner integrable if and only if
 
:<math>\int_X \|f\|_B\, d\mu < \infty.</math>
 
A function ''&fnof;''&nbsp;:&nbsp;''X''&nbsp;&rarr;&nbsp;''B''&thinsp; is called Bochner-measurable if it is equal &mu;-almost everywhere to a function ''g'' taking values in a separable subspace ''B''<sub>0</sub> of ''B'', and such that the inverse image ''g''<sup>&minus;1</sup>(''U'') of every open set ''U''&thinsp; in ''B''&thinsp; belongs to &Sigma;.  Equivalently,  ''&fnof;'' is limit &mu;-almost everywhere of a sequence of simple functions.
 
If <math>T</math> is a continuous linear operator, and <math>f</math> is Bochner-integrable, then <math>T f</math> is Bochner-integrable and integration and <math>T</math> may be interchanged:
 
:<math> \int_X T f d\mu = T \int_X f d\mu.</math>
 
This also holds for closed operators, given that <math>T f</math> be itself integrable (which, via the criterion mentioned above is trivially true for bounded <math>T</math>).
 
A version of the [[dominated convergence theorem]] also holds for the Bochner integral.  Specifically, if ''&fnof;''<sub>''n''</sub>&nbsp;: ''X''&nbsp;&rarr; ''B'' is a sequence of measurable functions on a complete measure space tending almost everywhere to a limit function ''&fnof;'', and if
 
:<math>\|f_n(x)\|_B\le g(x)</math>
 
for almost every ''x''&nbsp;&isin;&nbsp;''X'', and ''g''&nbsp;&isin; [[Lp space|''L''<sup>1</sup>(&mu;)]], then
 
:<math>\int_X \|f-f_n\|_B\,d\mu \to 0</math>
 
as ''n''&nbsp;&rarr;&nbsp;∞ and
 
:<math>\int_E f_n\,d\mu \to \int_E f\,d\mu</math>
 
for all ''E''&nbsp;&isin;&nbsp;&Sigma;.
 
If ''&fnof;'' is Bochner integrable, then the inequality
 
:<math>\left\|\int_Ef\,d\mu\right\|_B \le \int_E \|f\|_B\,d\mu</math>
 
holds for all ''E''&nbsp;&isin;&nbsp;&Sigma;.  In particular, the set function
 
:<math>E\mapsto \int_E f\, d\mu</math>
 
defines a countably-additive ''B''-valued [[vector measure]] on ''X'' which is [[absolutely continuous]] with respect to &mu;.
 
== Radon–Nikodym property ==
An important fact about the Bochner integral is that the [[Radon–Nikodym theorem]] ''fails'' to hold in general.  This results in an important property of Banach spaces known as the Radon–Nikodym property.  Specifically, if &mu; is a measure on (''X'',&nbsp;&Sigma;), then ''B'' has the Radon–Nikodym property with respect to &mu; if, for every countably-additive [[vector measure]] <math>\gamma</math> on (''X'',&nbsp;&Sigma;) with values in ''B'' which has [[Vector measure#The variation of a vector measure|bounded variation]] and is absolutely continuous with respect to &mu;, there is a &mu;-integrable function ''g'' : ''X'' &rarr; ''B'' such that
 
:<math>\gamma(E) = \int_E g\, d\mu </math>
 
for every measurable set ''E''&nbsp;&isin; &Sigma;. <ref>[http://www.emis.de/journals/DM/vXI1/art5.pdf The Radon-Nikodym Theorem for Reflexive Banach Spaces], Diómedes Bárcenas, Divulgaciones Matemáticas Vol. 11 No. 1(2003), (pp. 55–59), pp. 55-56</ref>
 
The Banach space ''B'' has '''the Radon–Nikodym property''' if ''B'' has the Radon–Nikodym property with respect to every finite measure.  It is known that the space [[Lp_space|<math>l_1</math>]] has the Radon–Nikodym property, but [[c0 space|<math>c_0</math>]] and the spaces <math>L^{\infty}(\Omega)</math>, <math>L^{1}(\Omega)</math> and <math>C(\Omega)</math>, for <math>\Omega</math> an open, bounded domain in <math>\mathbb{R}^n</math>, do not. Spaces with Radon–Nikodym property include separable dual spaces (this is the [[Dunford–Pettis theorem]]) and [[reflexive space]]s, which include, in particular, [[Hilbert space]]s.
 
==See also==
* [[Bochner space]]
* [[Pettis integral]]
* [[Vector measure]]
 
== References ==
{{reflist}}
* {{citation|last=Bochner|first=Salomon|authorlink=Salomon Bochner| url=http://matwbn.icm.edu.pl/ksiazki/fm/fm20/fm20127.pdf|title=Integration von Funktionen, deren Werte die Elemente eines Vectorraumes sind|journal=[[Fundamenta Mathematicae]]|volume=20|year=1933|pages=262–276}}
*{{citation|first=Joseph|last=Diestel|title=Sequences and series in Banach spaces. Graduate Texts in Mathematics|publisher=Springer-Verlag|year=1984|isbn=0-387-90859-5}}
*{{Citation | last1=Diestel | first1=J. | last2=Uhl | first2=J. J. | title=Vector measures | publisher=[[American Mathematical Society]] | location=Providence, R.I. | isbn=978-0-8218-1515-1 | year=1977}}
*{{Citation | last1 = Hille | first1 = Einar | first2 = Ralph S. | last2 = Phillips | title = Functional Analysis and Semi-Groups | publisher = [[American Mathematical Society]] | year= 1957 | isbn = 0-8218-1031-6 }}
* {{citation|last=Lang|first=Serge|authorlink=Serge Lang|title=Real and functional analysis|year=1993|publisher=Springer|isbn=978-0387940014|edition=3rd}}
* {{springer|title=Bochner integral|id=B/b016710|first=V. I.|last=Sobolev}}
* {{springer|title=Vector measures|id=V/v096490|first=D.|last=van Dulst}}
 
{{integral}}
{{Functional Analysis}}
 
[[Category:Definitions of mathematical integration]]
[[Category:Topological vector spaces]]
[[Category:Integral representations]]

Revision as of 12:12, 9 June 2013

In mathematics, the Bochner integral, named for Salomon Bochner, extends the definition of Lebesgue integral to functions that take values in a Banach space, as the limit of integrals of simple functions.

Definition

Let (X, Σ, μ) be a measure space and B a Banach space. The Bochner integral is defined in much the same way as the Lebesgue integral. First, a simple function is any finite sum of the form

s(x)=i=1nχEi(x)bi

where the Ei are disjoint members of the σ-algebra Σ, the bi are distinct elements of B, and χE is the characteristic function of E. If μ(Ei) is finite whenever bi ≠ 0, then the simple function is integrable, and the integral is then defined by

X[i=1nχEi(x)bi]dμ=i=1nμ(Ei)bi

exactly as it is for the ordinary Lebesgue integral.

A measurable function ƒ : X → B is Bochner integrable if there exists a sequence of integrable simple functions sn such that

limnXfsnBdμ=0,

where the integral on the left-hand side is an ordinary Lebesgue integral.

In this case, the Bochner integral is defined by

Xfdμ=limnXsndμ.

It can be shown that a function is Bochner integrable if and only if it lies in the Bochner space L1.

Properties

Many of the familiar properties of the Lebesgue integral continue to hold for the Bochner integral. Particularly useful is Bochner's criterion for integrability, which states that if (X, Σ, μ) is a measure space, then a Bochner-measurable function ƒ : X → B is Bochner integrable if and only if

XfBdμ<.

A function ƒ : X → B  is called Bochner-measurable if it is equal μ-almost everywhere to a function g taking values in a separable subspace B0 of B, and such that the inverse image g−1(U) of every open set U  in B  belongs to Σ. Equivalently, ƒ is limit μ-almost everywhere of a sequence of simple functions.

If T is a continuous linear operator, and f is Bochner-integrable, then Tf is Bochner-integrable and integration and T may be interchanged:

XTfdμ=TXfdμ.

This also holds for closed operators, given that Tf be itself integrable (which, via the criterion mentioned above is trivially true for bounded T).

A version of the dominated convergence theorem also holds for the Bochner integral. Specifically, if ƒn : X → B is a sequence of measurable functions on a complete measure space tending almost everywhere to a limit function ƒ, and if

fn(x)Bg(x)

for almost every x ∈ X, and g ∈ L1(μ), then

XffnBdμ0

as n → ∞ and

EfndμEfdμ

for all E ∈ Σ.

If ƒ is Bochner integrable, then the inequality

EfdμBEfBdμ

holds for all E ∈ Σ. In particular, the set function

EEfdμ

defines a countably-additive B-valued vector measure on X which is absolutely continuous with respect to μ.

Radon–Nikodym property

An important fact about the Bochner integral is that the Radon–Nikodym theorem fails to hold in general. This results in an important property of Banach spaces known as the Radon–Nikodym property. Specifically, if μ is a measure on (X, Σ), then B has the Radon–Nikodym property with respect to μ if, for every countably-additive vector measure γ on (X, Σ) with values in B which has bounded variation and is absolutely continuous with respect to μ, there is a μ-integrable function g : XB such that

γ(E)=Egdμ

for every measurable set E ∈ Σ. [1]

The Banach space B has the Radon–Nikodym property if B has the Radon–Nikodym property with respect to every finite measure. It is known that the space l1 has the Radon–Nikodym property, but c0 and the spaces L(Ω), L1(Ω) and C(Ω), for Ω an open, bounded domain in n, do not. Spaces with Radon–Nikodym property include separable dual spaces (this is the Dunford–Pettis theorem) and reflexive spaces, which include, in particular, Hilbert spaces.

See also

References

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  • Many property agents need to declare for the PIC grant in Singapore. However, not all of them know find out how to do the correct process for getting this PIC scheme from the IRAS. There are a number of steps that you need to do before your software can be approved.

    Naturally, you will have to pay a safety deposit and that is usually one month rent for annually of the settlement. That is the place your good religion deposit will likely be taken into account and will kind part or all of your security deposit. Anticipate to have a proportionate amount deducted out of your deposit if something is discovered to be damaged if you move out. It's best to you'll want to test the inventory drawn up by the owner, which can detail all objects in the property and their condition. If you happen to fail to notice any harm not already mentioned within the inventory before transferring in, you danger having to pay for it yourself.

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    Once you place down the one per cent choice price to carry down a non-public property, it's important to accept its situation as it is whenever you move in – faulty air-con, choked rest room and all. Get round this by asking your agent to incorporate a ultimate inspection clause within the possibility-to-buy letter. HDB flat patrons routinely take pleasure in this security net. "There's a ultimate inspection of the property two days before the completion of all HDB transactions. If the air-con is defective, you can request the seller to repair it," says Kelvin.

    15.6.1 As the agent is an intermediary, generally, as soon as the principal and third party are introduced right into a contractual relationship, the agent drops out of the image, subject to any problems with remuneration or indemnification that he could have against the principal, and extra exceptionally, against the third occasion. Generally, agents are entitled to be indemnified for all liabilities reasonably incurred within the execution of the brokers´ authority.

    To achieve the very best outcomes, you must be always updated on market situations, including past transaction information and reliable projections. You could review and examine comparable homes that are currently available in the market, especially these which have been sold or not bought up to now six months. You'll be able to see a pattern of such report by clicking here It's essential to defend yourself in opposition to unscrupulous patrons. They are often very skilled in using highly unethical and manipulative techniques to try and lure you into a lure. That you must also protect your self, your loved ones, and personal belongings as you'll be serving many strangers in your home. Sign a listing itemizing of all of the objects provided by the proprietor, together with their situation. HSR Prime Recruiter 2010
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  1. The Radon-Nikodym Theorem for Reflexive Banach Spaces, Diómedes Bárcenas, Divulgaciones Matemáticas Vol. 11 No. 1(2003), (pp. 55–59), pp. 55-56