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Up till now, I thought saying $u \in L^2([0,1])$ is the same as saying $u \in L^2((0,1))$, because I see people emphasizing "$u$ is Lebesgue integrable over $[0,1)$".

I thought the whole point of the Lebesgue integral is that null sets don't matter, so it doesn't matter whether the endpoint is included or not. What do I miss?

Semiclassical
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Henry
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    Can you give an example where this occurs? Are you dealing with typical (measurable) functions or more interesting functions (point masses)? – Michael Burr Jun 26 '15 at 18:04
  • @MichaelBurr For example http://math.stackexchange.com/questions/226114/showing-that-1-x-is-not-lebesgue-integrable-on-0-1 or http://math.stackexchange.com/questions/1141930/is-sin1-x-lebesgue-integrable-on-0-1 – Henry Jun 26 '15 at 18:05
  • I am only dealing with the usual measurable functions. – Henry Jun 26 '15 at 18:06
  • But there, the function 1/x is not defined at 0. – Somabha Mukherjee Jun 26 '15 at 18:07
  • From the examples that you listed, the only problem was that the functions weren't defined at $0$. This, however, is not a problem since it's a measure zero set. – Michael Burr Jun 26 '15 at 18:07
  • But then why bother writing $(0,1]$, just writing $(0,1)$ would suffice? @MichaelBurr or Somabha – Henry Jun 26 '15 at 18:08
  • If you define $L^2([0,1])$ to be $L^2$ measurable functions defined on a full measure subset of $[0,1]$, then this is the same as $L^2((0,1))$ (with the same conditions). Otherwise, every function in $L^2([0,1])$ can be identified with a function in $L^2((0,1))$ using the almost everywhere equivalence. – Michael Burr Jun 26 '15 at 18:09
  • If a function f is Lebesgue integrable over [0,1], then f is Lebesgue integrable over (0,1), [0,1) and (0,1]. Try to prove this. – Somabha Mukherjee Jun 26 '15 at 18:09
  • The choice between $(0,1]$ vs $(0,1)$ is just the author's decision - the author just choose to write the largest possible domain. – Michael Burr Jun 26 '15 at 18:10
  • Ok thanks, that makes sense. – Henry Jun 26 '15 at 18:11

2 Answers2

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Expanding on @MichaelBurr's comment: $L^2[0,1]$ does not consist of functions, but rather of equivalent classes of functions. We say that two functions are in the same equivalence class if the set they disagree on is null.

As such, when we say $1/\sqrt[4]{x}$ is a member of $L^2[0,1]$, we are saying it is in an equivalence class that contains a function that is square integrable.

One such function would be $$f(x) = \left\{ \begin{array}{ll} 1/\sqrt[4]{x} & x \neq 0\\ 0 & x=0\end{array}\right.$$

Since according to Lebesgue measure $\{0\}$ and $\{1\}$ are both null sets, it does not make a difference when considering $L^2(0,1)$, $L^2[0,1)$ or $L^2[0,1]$. They are literally different, since the functions are defined on different domains. However, since the difference in their domains is null there is no qualitative difference.

If we were talking about another measure, such as $\delta_0$, we would have to be more careful. $\delta_0(A) = 1$ if $0 \in A$ and $\delta_0(A)=0$ if $0\not\in A$. Now lets consider the measure $\mu = m + \delta_0$ (the sum of Lebesgue measure and $\delta_0$).

Now the spaces $L^2( (0,1], \mu)$ and $L^2( [0,1], \mu)$ are different not just literally, but qualitatively. This is because the set $\{0\}$ is no longer null.

Joel
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  • Thanks. So you write $L^2(X,\mu)$ (even though the measure is not (fully) Lebesgue; is it standard?) to mean the set of functions whose square is integrable over the combined measure. – Henry Jun 26 '15 at 19:12
  • An $L^2$ space depends on a measure. Most often the measure is Lebesgue measure, and the dependence on the measure is dropped as in $L^2[0,1]$. It is sometimes written as $L^2([0,1], m)$ when there is a possibility of ambiguity. So when we write $L^2( X, \mu)$ we mean $$\left{ f: X \to \mathbb{C} \text{ measurable } : \int_{X} |f(x)|^2 d\mu(x) < \infty \right}$$ where $\mu$ is some measure on $X$. – Joel Jun 26 '15 at 19:29
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It depends on how one defines $L^2(X)$. One way of defining $L^2(X)$ is as the set of all measurable functions $f:X\rightarrow\mathbb{R}$ such that $|f|^2$ is integrable over $X$. It is, however, more standard to view $L^2(X)$ to be the set of equivalence classes of functions whose domain is $X$ and are square-integrable over $X$. Two functions $f$ and $g$ are deemed equivalent if $f$ and $g$ differ only on a set of measure zero. We will take this second definition.

Now, let $Y$ be a measure zero subset of $X$ and consider $L^2(X\setminus Y)$. Even though the equivalence classes of functions in $L^2(X)$ and $L^2(X\setminus)$ are different (they are equivalence classes from different sets of functions).

There is, however, a natural bijection $L^2(X)\simeq L^2(X\setminus Y)$. The map $L^2(X)\rightarrow L^2(X\setminus Y)$ is the image of the restriction of a function on $X$ to $X\setminus Y$ under the equivalence relation. The map in the other direction takes an equivalence class in $L^2(X\setminus Y)$ with representative $f$ to the equivalence class of the function $$ \widetilde{f}(x)=\begin{cases}f(x)&x\in X\setminus Y\\0&x\in Y\end{cases}. $$ One can show that this map is well-defined (does not depend on the choice of $f$) and $\widetilde{f}$ is square-integrable on $X$. These two maps are also inverses of each other.

Note that the choice of $0$ for $x\in Y$ is arbitrary, since $Y$ is a set of measure zero, so the value on $Y$ is irrelevant. Also, some people take this natural bijection as an identification and allow $L^2(X)$ to be equivalence classes of functions which are defined almost everywhere on $X$ and are equivalent if they agree on full-measure subsets.

Michael Burr
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    In fact the elements of $L^2(X)$ are not functions at all, by the standard definitions. – David C. Ullrich Jun 26 '15 at 19:02
  • @DavidC.Ullrich True, but it got to be a mouthful to talk about equivalence classes of functions when one can safely think of a representative. – Michael Burr Jun 26 '15 at 19:12
  • Of course people talk about them as though they're functions all the time. When it is "safe" to do so. Here it seems to me the fact that they're not functions makes a big difference, since we're worrying about details like whether adding a single point to the not-quiite-domain of the not-quite-function makes any difference... – David C. Ullrich Jun 26 '15 at 19:14
  • @DavidC.Ullrich I've updated to reflect your comments, I hope that this made the distinction you were hoping for clearer. – Michael Burr Jun 26 '15 at 21:41