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Let $X$ be a Banach space and let $L = \{f:[0,1]\to X\vert\, f \text{ Borel-measurable}, \int_0^1 \Vert f \Vert < + \infty \}$ ($\int$ being the Lebesgue integral.) Now define $$ T:L \to X^{**} \quad \text{by} \quad (Tf)(x^*) = \int_0^1 x^*\circ f \quad \text{for all } x^* \in X^* $$ This is well-defined: $x^*\circ f$ is integrable and $Tf \in X^{**}$. Let further $i: X \to X^{**}$ be the cannonical embedding, i.e. $i(x)(x^*) = x^*(x)$. My question is: Is there for every $f\in L$ a $x \in X$ such that $Tf=i(x)$?

EDIT: From what I read on Wikipedia about the Pettis integral this does not always seem to be the case. A function $f \in Y$ is called Pettis integrable if the equation $Tf = i(x)$ is solvable. One then defines $\int_0^1 f=x$. Note also that Pettis integrability does not require norm integrability.

Zardo
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    I think you mean $Tf\in X^{}$ instead of $(Tf)(x^*) \in X^{}$. – Joonas Ilmavirta Jul 16 '15 at 19:21
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    Right. So the question is to give an example of a Borel measurable function with integrable norm which is not Pettis integrable. There must be standard examples out there - I haven't come up with one... – David C. Ullrich Jul 16 '15 at 20:15
  • @DavidC.Ullrich: Yes there are; one is given in a paper by Basu. – freishahiri Jul 17 '15 at 17:02
  • @Freeze_S So tell us a little about how it works... – David C. Ullrich Jul 17 '15 at 17:10
  • @DavidC.Ullrich: Ok, let me look it up. :) – freishahiri Jul 17 '15 at 17:11
  • @DavidC.Ullrich: Ok so it is only provided an example for Pettis not Bochner... :( (A modification might strengthen the result, though.) Take the Banach space $\mathcal{c}0$. Denote for readability $\chi_n:=\chi{(\frac{1}{n+1},\frac{1}{n}]}$. Consider the function $\eta:[0,1]\to\mathcal{c}0$ defined by $\eta(x)_n:=n\chi_n(x)$. He (or she?) claims that its weak integral is the element $(\frac{1}{n+1})_n\in\mathcal{c}_0$. (A quick check confirms this.) But it is not Bochner integrable as $|\eta(x)_n|{n\in\mathbb{N}}=\sum_{k=1}^\infty k\chi_k(x)$. – freishahiri Jul 17 '15 at 17:43
  • @Freeze_S Thanks, but we'd already decided the Bochner integral was no good here in general. I'd like an example of a Borel function with integrable norm such that the Pettis integral does not exist – David C. Ullrich Jul 17 '15 at 17:49
  • @DavidC.Ullrich: Ah ok let me think about it. (Not sure wether I can come up with some though - much harder!) – freishahiri Jul 17 '15 at 17:50
  • So we're looking kind of for Dunford not Pettis? (Plus absolutely.) So it must be nonreflexive. – freishahiri Jul 17 '15 at 17:55
  • @Freeze_S Yes, the non-reflexiveness of $X$ is necessary. Also, you want the element of $X^{**}\setminus i(X)$ to be constructible. You can't use $X=\ell^1$ for example since the non-reflexiveness of $\ell^1$ requires the axiom of choice. But $X = c_0$ or $X= C([0,1])$ may work... – Zardo Jul 17 '15 at 19:54

3 Answers3

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This is only a partial answer.

As pointed out by Joonas, the answer to your question is "Yes" if we know that the range of $f$ is separable.

Now, let us try to show that the range of $f$ is indeed separable.

Towards a contradiction, assume that the range of $f$ is not separable. Then one can find some $\varepsilon >0$ and an uncountable family of points $(y_i)_{i\in I}$ in the range of $f$ such that $\Vert y_i-y_j\Vert\geq\varepsilon$ whenever $i\neq j$. Write $y_i:=f(x_i)$ and $V_i:= B(y_i, \varepsilon/2)$ (open ball).

The $V_i$'s are pairwise disjoint open sets, and each of them intersects the range of $f$. Since $f$ is Borel, for any set $J\subseteq I$, the set $E_J:=\bigcup_{i\in J} f^{-1}(V_i)=f^{-1}(\bigcup_{i\in J} V_i)$ is a Borel subset of $[0,1]$ because $\bigcup_{i\in J} V_i$ is an open set; and the sets $E_J$ are pairwise distinct because the $V_i$'s are pairwise disjoint.

It follows that there are at least as many Borel subsets of $[0,1]$ as there are subsets of the uncountable set $I$. However, it is well known that there are at most $2^{\aleph_0}$ Borel sets in $[0,1]$. So we conclude that the power-set of the uncountable set $I$ has cardinality at most $2^{\aleph_0}$.

This is a contradiction if you assume for example that the Continuum Hypothesis holds; but I don't know if this gives a contradiction without any extra set-theoretic assumption. Explicitely, I don't know if it can be shown in the usual set theory that the power set of an uncountable set must have cardinality strictly greater than $2^{\aleph_0}$ (presumably, it cannot be shown...).

Etienne
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  • Why does non-seperability guarantee you such a set of $y_i$? Can you define then e.g. per transfinite induction for $I=\aleph_1$? Also, the CH is a really heavy assumption. I don't think that it is necessary. – Zardo Jul 21 '15 at 16:56
  • @Zardo You can argue as follows. First observe that if a metric space $Z$ is such that for any $\varepsilon >0$, one can cover $Z$ by countably many sets of diameter less than $\varepsilon$, then $Z$ has to be separable. (This is an exercise). So, if the range of $f$ is not separable, you've got an $\varepsilon$ such that the range of $f$ cannot be covered by... Now, consider a maximal $\varepsilon$-separated subset in the range of $f$. It has to be uncountable by the choice of $\varepsilon$. – Etienne Jul 21 '15 at 17:13
  • @Zardo As for CH, I agree with you. – Etienne Jul 21 '15 at 17:14
  • So this maximal $\varepsilon$-seperated subset needs the axiom of choice in one way or another! That answers my comment! – Zardo Jul 21 '15 at 19:07
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This answer is based on an extra assumption, namely that $f$ is separable. This means that $f([0,1])$ is contained in a separable subspace of $X$ (after changing $f$ in a null set if need be), the answer is yes.

Since $f$ is measurable and takes values in a separable Banach space, it is Bochner measurable. Because its norm is integrable, it is actually Bochner integrable.

You can take $x=\int_0^1f\in X$ (Bochner integral). Then for any $x^*\in X^*$ you have $$ i(x)(x^*) = x^*(x) = x^*\left(\int_0^1f\right) = \int_0^1x^*f = (Tf)(x^*) $$ since the Bochner integral commutes with continuous linear maps.

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    How do you know that $\int_0^1 f\in X$? That's sort of what we're trying to prove. You mention the Bochner integral. We're not given that $f$ is Bochner integrable... – David C. Ullrich Jul 16 '15 at 19:25
  • @DavidC.Ullrich: On a second thought, the function is measurable and its norm is integrable, so it is Bochner integrable. – Joonas Ilmavirta Jul 16 '15 at 19:31
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    Doesn't this use that $f$ is seperable? – Zardo Jul 16 '15 at 19:37
  • @Zardo, the Wikipedia article is not too long to digest. The integrability condition is given right under the header "Properties". The Bochner integral is a Banach-valued Lebesgue integral. – Joonas Ilmavirta Jul 16 '15 at 19:40
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    @JoonasIlmavirta How does that follow? I don't see it. (I do find statements online saying that measurable plus $\int||f||<\infty$ imply Bochner integrable. But in those contexts "measurable" means "Bochner measurable"...) – David C. Ullrich Jul 16 '15 at 19:40
  • only if $X$ is separable ... – user251257 Jul 16 '15 at 19:41
  • @JoonasIlmavirta Right under Properties it refers to Bochner measurability. – David C. Ullrich Jul 16 '15 at 19:42
  • @user251257 Yes! That's what I thought of. ($f$ is said to be seperable if there is a seperable subspace $Y \subseteq X$ such that $f([0,1]) \subseteq Y$.) – Zardo Jul 16 '15 at 19:42
  • @RamiroGuerreiro I'll ask you as well: How does that follow? The results I know say that Bochner measurable plus $\int||f||<\infty$ imply Bochner integrable. Are you claiming that Borel implies Bochner measurable? I don't see how. How? – David C. Ullrich Jul 16 '15 at 19:44
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    Well sure, assuming the range is separable. I was assuming we knew that and the question was about the general case – David C. Ullrich Jul 16 '15 at 19:46
  • @DavidC.Ullrich, I overlooked the separability condition. I updated my answer accordingly. – Joonas Ilmavirta Jul 16 '15 at 19:46
  • @Zardo, I added the separability condition. I would like to know if Bochner measurability is true without it... – Joonas Ilmavirta Jul 16 '15 at 19:48
  • wouldn't that work with the pettis integral? – user251257 Jul 16 '15 at 19:49
  • @user251257, possibly. Do the assumptions guarantee that $f$ is Pettis integrable? – Joonas Ilmavirta Jul 16 '15 at 19:53
  • @JoonasIlmavirta No, Bochner integrability implies seperability. This is rather clear from the definition by approximation by simple functions. user251257 I just realized that my construction is exactly the Pettis integral (from what I read on Wikipedia) – Zardo Jul 16 '15 at 19:55
  • @Zardo: You are right. I think that too. – user251257 Jul 16 '15 at 20:03
  • @Zardo I thought the Pettis integral would lie in $X$ by definition (if it exists), so your question is precisely whether $f$ is Pettis integrable. (Maybe that's what you meant...) – David C. Ullrich Jul 16 '15 at 20:05
  • @DavidC.Ullrich Yes, that's what I meant (unknowingly). I seem to have reinvented the Pettis integral. – Zardo Jul 16 '15 at 20:11
  • @DavidC.Ullrich Borel measurability, in general, does not imply Bochner measurability. So, you are right, some additional condition (i.e. separability) is needed in the problem to use Bochner integral in the solution. – Ramiro Jul 16 '15 at 21:13
  • @JoonasIlmavirta: ATTENTION: You don't even know wether it is Bochner measurable!! As famous example regard $\eta:[0,1]\to\ell^2([0,1]):x\mapsto\delta_x$. It is weakly measurable. In fact, even Borel measurable. Also it is absolutely integrable. But it is NOT(!!!!) Bochner measurable, full stop. – freishahiri Jul 17 '15 at 16:32
  • Also you say "after changing $f$ in a null set". How is that possible? – freishahiri Jul 17 '15 at 16:52
  • @Freeze_S, I know and I tried to clearly write that I made an assumption. I made the additional assumption that there is a null set $N\subset[0,1]$ so that $f([0,1]\setminus N)\subset S$ for a separable subspace $S\subset X$. (Or in other words, $f$ is separable.) This is an extra assumption and I indicated it as such. It follows from this assumption with Borel measurability and integrability of the norm that $f$ is actually Bochner measurable. The "after changing $f$ in a null set" bit is not always possible, it is part of the assumption I made. – Joonas Ilmavirta Jul 17 '15 at 17:05
  • @JoonasIlmavirta: It is still written in a way that it is possible regardless of separability. So hurry up and indicate it is such, i.e. ASSUMPTION. – freishahiri Jul 17 '15 at 17:08
  • @Freeze_S, I edited the answer to make the assumption clearer. – Joonas Ilmavirta Jul 17 '15 at 17:10
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Remark

It does not provide a counterexample.

I will leave it for demonstration.

Example

Given the Hilbert space $\ell^2([0,1])$.

Consider the famous (?) example: $$\eta:[0,1]\to\ell^2([0,1]):x\mapsto\delta_x$$

Then it is absolutely integrable: $$\int_{[0,1]}\|\eta\|\mathrm{d}\lambda=\int_{[0,1]}1\mathrm{d}\lambda=1<\infty$$

But it is not separable valued: $$\eta([0,1])\subseteq\overline{\mathcal{A}}\implies\#\mathcal{A}\geq\#\mathbb{R}$$

And it is not Borel measurable: $$A\notin\mathcal{B}([0,1]):\quad A=\eta^{-1}\left(\bigcup_{a\in A}B_{\frac{1}{\sqrt{2}}}(\delta_a)\right)$$

Concluding example.

Reference

For further reading: Riemann Integral

freishahiri
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  • What is $\delta_x$? – Zardo Jul 17 '15 at 19:55
  • @Zardo: Have a guess. ;) – freishahiri Jul 17 '15 at 19:56
  • Well, it could be $\chi_{{x}}$. But then $\chi_{{x}} = 0$ in $L^2$. – Zardo Jul 17 '15 at 19:59
  • @Zardo: Excellent guess! But it is not zero: Note it is $\ell^2$, not $\mathcal{L}^2$. Besides it was necessary to take the little not capital one. Despite first intuition these are muuuuuuch bigger and therefore greatly serve for counterexamples. – freishahiri Jul 17 '15 at 20:01
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    Ah! The measure makes all the difference! Thanks! – Zardo Jul 17 '15 at 20:04
  • But it isn't Borel measurable! Every subset of the image of $\eta$ is open but not their inverse images! – Zardo Jul 17 '15 at 20:13
  • Continuity is not important but yes you're right: It is not Borel measurable: Take a nonmeasurable subset $A\subseteq[0,1]$. Then it is the preimage of $\bigcup_{a\in A}B_{1/\sqrt{2}}(\delta_a)$. (Damn it!) – freishahiri Jul 17 '15 at 20:17