Banach estimates, quotient spaces and compact parameter arguments

A Banach-space argument uses completeness, scalar separation and compactness for different reasons. This lesson proves the forms needed later for Fredholm operators, symbol actions and positivity estimates. Its examples show exactly where each hypothesis matters.

The useful distinction is between three mechanisms. Completeness turns summable errors into actual vectors. Hahn–Banach produces scalar tests without a completeness assumption. Compactness permits uniform control of a parameter family, even when that parameter space has no countable neighborhood basis. Keeping these mechanisms separate prevents a Banach-space estimate from being applied silently to a nonnormable space.

1. The assumptions used here

Work over 𝕂=ℝ\mathbb K=\mathbb R or ℂ\mathbb C, with complex-linear duals when 𝕂=ℂ\mathbb K=\mathbb C. A normed space has the metric d(x,y)=∥x−y∥d(x,y)=\|x-y\|; it is Banach when every Cauchy sequence converges in that norm. Write ℒ(X,Y)\mathcal L(X,Y) for continuous linear maps. No space below is assumed separable.

Begin with Metric and topological foundations: the complete real field, its Archimedean property, finite linear algebra, scalar Cauchy–Schwarz, compactness in finite dimensions, and Zorn’s maximality principle. The measure and differentiation results of that lesson are not used in Sections 1–13. Later sections use their stated independent entries: the fundamental theorem in Section 14.2, trigonometric calculus in Section 15.6, and the full scalar and cutoff calculus in Sections 17–21. Those later uses do not enter the earlier Banach arguments. Complex scalar completeness follows coordinatewise from real completeness. Zorn’s principle is the stated assumption in the Hahn–Banach proof in Section 5.

We use the definitions of open sets, neighborhoods, closure, the subspace topology and the product topology. Closure means that every open neighborhood meets the set. A map is continuous when inverse images of open sets are open; equivalently, each neighborhood of its value contains the image of a sufficiently small neighborhood of the input. The latter equivalence follows by taking inverse images in one direction and the union of these input neighborhoods in the other. Complements give the corresponding inverse-image statement for closed sets. Sections 9–10 prove the needed compactness and net assertions.

The proofs proceed from finite-dimensional norm control through completeness of operator spaces and quotients, Hahn–Banach separation, uniform boundedness, open mapping, nets, compactness and square-summable sequences. The complete-metric Baire theorem is proved in Section 6. Sections 14.1–14.6 give the separate Fréchet arguments, including the exact smooth-space applications. Sections 17–21 supply the full Bochner and Hilbert-valued integration entry, original monomial Schwartz operations, selected-Zorn Baire map and exact lattice cutoffs. Hilbert-space representation has its separately identified proof.

2. Finite-dimensional norms and exact sequences

Let EE have basis e1,…,ede_1,\ldots,e_d and any norm NN. Set |a|=(∑j=1d|aj|2)1/2|a|=(\sum_{j=1}^d|a_j|^2)^{1/2} for its coordinate vector. The triangle inequality and the finite scalar Cauchy–Schwarz inequality give N(∑jajej)≤C|a|,C=(∑jN(ej)2)1/2.(B1) N\left(\sum_j a_je_j\right)\leq C|a|, \qquad C=\left(\sum_jN(e_j)^2\right)^{1/2}. \tag{B1} Also |N(u)−N(v)|≤N(u−v)≤C|u−v||N(u)-N(v)|\leq N(u-v)\leq C|u-v|, so NN is continuous in coordinates. For d>0d>0 there is c>0c>0 such that N(a)≥cN(a)\geq c on |a|=1|a|=1. Otherwise choose unit vectors with norms tending to zero. The compactness interface Section 4 of Metric and topological foundations gives a coordinate-convergent subsequence whose limit is still a unit vector; continuity makes its norm zero, a contradiction. Scaling yields c|a|≤N(∑jajej)≤C|a|.(B2) c|a|\leq N\left(\sum_j a_je_j\right)\leq C|a|. \tag{B2} Thus every norm is equivalent to the coordinate norm. Identifying ℂd\mathbb C^d with ℝ2d\mathbb R^{2d} includes complex spaces. Dimension zero has one vector and is treated without choosing positive comparison constants.

A closed bounded subset of EE is coordinate closed and bounded by (B2), hence compact by the same finite-dimensional interface. Every linear map out of EE into a normed space is bounded: apply the estimate in (B1) with N(ej)N(e_j) replaced by the norms of the images and then the lower bound in (B2). In particular all coordinate functionals are continuous. Coordinate completeness and (B2) make EE Banach.

If EE is a finite-dimensional subspace of an arbitrary normed space XX, a sequence of points of EE converging in XX is Cauchy in the restricted norm. Its coordinates converge, so the sequence converges to a point of EE. Norm limits are unique by the triangle inequality. Therefore EE contains the limit. A point in the closure of a set in a metric space is the limit of a sequence in that set, by selecting a point within 1/n1/n at step nn. Thus EE is closed in XX, without any completeness assumption on XX.

For a finite-dimensional exact sequence 0→E0→A0E1→A1⋯→Ar−1Er→0, 0\longrightarrow E_0\xrightarrow{A_0}E_1\xrightarrow{A_1}\cdots \xrightarrow{A_{r-1}}E_r\longrightarrow0, rank-nullity gives dim⁡Ej=dim⁡ker⁡Aj+dim⁡im⁡Aj\dim E_j=\dim\ker A_j+\dim\operatorname{im}A_j, with the terminal zero map understood. Exactness identifies ker⁡Aj=im⁡Aj−1\ker A_j=\operatorname{im}A_{j-1}, while the initial kernel is zero. Multiply by (−1)j(-1)^j and sum. Each internal image dimension occurs twice with opposite signs, yielding ∑j=0r(−1)jdim⁡Ej=0\sum_{j=0}^r(-1)^j\dim E_j=0. In particular a short exact sequence has middle dimension equal to the sum of its endpoint dimensions. This calculation includes zero spaces and makes no topological exactness assumption.

3. Completeness of operator spaces

First note that a linear map T:X→YT:X\to Y is continuous exactly when ∥Tx∥≤C∥x∥\|Tx\|\leq C\|x\| for some finite CC. The estimate implies continuity. Conversely, continuity at zero gives ∥Tx∥<1\|Tx\|<1 when ∥x∥<r\|x\|<r, for some r>0r>0. For x≠0x\ne0, apply this to rx/(2∥x∥)rx/(2\|x\|) to obtain ∥Tx∥≤2∥x∥/r\|Tx\|\leq2\|x\|/r. Define ∥T∥=sup∥x∥≤1∥Tx∥. \|T\|=\sup_{\|x\|\leq1}\|Tx\|. It is finite, and scaling gives ∥Tx∥≤∥T∥∥x∥\|Tx\|\leq\|T\|\|x\|. The triangle inequality and homogeneity pass through the supremum. If ∥T∥=0\|T\|=0, scaling shows that TT vanishes everywhere. Thus this is a norm, also for the zero domain, whose unit ball still contains zero. Composition satisfies ∥ST∥≤∥S∥∥T∥\|ST\|\leq\|S\|\|T\|.

A closed linear subspace of a Banach space is Banach: a Cauchy sequence has a limit in the ambient space, and closedness keeps the limit in the subspace. A finite product X1×⋯×XqX_1\times\cdots\times X_q of Banach spaces is Banach under ∥(x1,…,xq)∥max=max⁡j∥xj∥\|(x_1,\ldots,x_q)\|_{\max}=\max_j\|x_j\|. A Cauchy sequence has a limit in every coordinate; taking the maximum of finitely many coordinate errors proves norm convergence. The sum norm is equivalent, since ∥x∥max≤∑j∥xj∥≤q∥x∥max. \|x\|_{\max}\leq\sum_j\|x_j\|\leq q\|x\|_{\max}. The empty product is the zero vector space. A product of the coordinate norms is not a norm and is never used here.

If YY is Banach and XX merely normed, then ℒ(X,Y)\mathcal L(X,Y) is Banach. For an operator-norm Cauchy sequence TnT_n, the values TnxT_nx are Cauchy for every fixed xx. Let TxTx be their limit in YY. Passing to the limit in Tn(ax+by)=aTnx+bTnyT_n(ax+by)=aT_nx+bT_ny proves linearity. The operator norms of the sequence are bounded: the tail lies within one of a fixed operator, and the remaining initial segment is finite. Calling a bound MM, passage to the limit gives ∥Tx∥≤M∥x∥\|Tx\|\leq M\|x\|, so T∈ℒ(X,Y)T\in\mathcal L(X,Y). Given ε>0\varepsilon>0, take n,m≥Nn,m\geq N with ∥Tn−Tm∥≤ε\|T_n-T_m\|\leq\varepsilon. Holding nn and xx fixed and taking m→∞m\to\infty yields ∥(Tn−T)x∥≤ε∥x∥, \|(T_n-T)x\|\leq\varepsilon\|x\|, and taking the unit-ball supremum gives ∥Tn−T∥≤ε\|T_n-T\|\leq\varepsilon. The completeness of XX was unnecessary. In particular X′=ℒ(X,𝕂)X'=\mathcal L(X,\mathbb K) is Banach.

We shall repeatedly use the resulting series criterion: if XX is Banach and ∑j∥xj∥<∞\sum_j\|x_j\|<\infty, then ∑jxj\sum_jx_j converges in XX, with every tail norm bounded by the corresponding scalar tail sum. Indeed the finite partial sums are Cauchy by the triangle inequality; pass to their limit in that same inequality. No integration theorem is involved.

4. Quotient norms and completeness

Let MM be a linear subspace of a normed space XX. The formula ∥x+M∥q=infm∈M∥x+m∥(B3) \|x+M\|_q=\inf_{m\in M}\|x+m\| \tag{B3} does not depend on the representative: replacing xx by x+m0x+m_0 simply translates the set of vectors over which the infimum is taken. Approximate the infima for two cosets within ε\varepsilon, add the representatives, and let ε↓0\varepsilon\downarrow0; this proves the triangle inequality. Rescaling the subspace proves homogeneity for nonzero scalars, and the zero scalar case is immediate. Finally ∥x+M∥q=0\|x+M\|_q=0 exactly when x∈M¯x\in\overline M. Therefore (B3) is a norm precisely when MM is closed. The quotient map Q:X→X/MQ:X\to X/M has ∥Qx∥q≤∥x∥\|Qx\|_q\leq\|x\|.

Assume now that XX is Banach and MM is closed. Let znz_n be a Cauchy sequence in X/MX/M. Choose an increasing subsequence znjz_{n_j} with ∥znj+1−znj∥q<2−j(j≥1). \|z_{n_{j+1}}-z_{n_j}\|_q<2^{-j}\quad(j\geq1). Choose a representative x1x_1 of zn1z_{n_1} and a representative hjh_j of znj+1−znjz_{n_{j+1}}-z_{n_j} with ∥hj∥<21−j\|h_j\|<2^{1-j}. Such a representative exists by the definition of the infimum; no nearest representative is asserted. Section 3 makes x=x1+∑j≥1hjx=x_1+\sum_{j\geq1}h_j a vector in XX. The partial sums represent the successive znjz_{n_j}, so continuity of QQ shows znj→Qxz_{n_j}\to Qx. A Cauchy sequence with a convergent subsequence converges to that same limit: bound the distance from a late term to a still later subsequence term and then to the limit. Hence zn→Qxz_n\to Qx and X/MX/M is Banach.

This includes M={0}M=\{0\} and M=XM=X. It does not establish completeness of the image of an arbitrary bounded map; that image may fail to be closed.

5. Hahn–Banach and scalar norm tests

Let M⊂XM\subset X be a linear subspace of a real normed space and f:M→ℝf:M\to\mathbb R bounded and linear, with C=∥f∥C=\|f\|. We first prove an extension by one vector. For v∉Mv\notin M, consider the real intervals with endpoints f(m)−C∥m−v∥,f(m)+C∥m−v∥(m∈M). f(m)-C\|m-v\|,\qquad f(m)+C\|m-v\|\quad(m\in M). Every lower endpoint is at most every upper endpoint: for m,n∈Mm,n\in M, f(m)−f(n)≤C∥m−n∥≤C∥m−v∥+C∥n−v∥. f(m)-f(n)\leq C\|m-n\|\leq C\|m-v\|+C\|n-v\|. The endpoints from m=0m=0 show that the lower endpoints are bounded above and the upper endpoints bounded below. Real completeness supplies a real cc between their supremum and infimum. Consequently |c−f(m)|≤C∥v−m∥(m∈M).(B4) |c-f(m)|\leq C\|v-m\|\quad(m\in M). \tag{B4} Define F(m+tv)=f(m)+tcF(m+tv)=f(m)+tc. The representation is unique because v∉Mv\notin M, so FF is real-linear and extends ff. For t≠0t\ne0, apply (B4) to −m/t-m/t and multiply by |t||t|; it gives |F(m+tv)|≤C∥m+tv∥|F(m+tv)|\leq C\|m+tv\|. For t=0t=0 use the original bound. Restriction supplies the reverse inequality for the norms, so ∥F∥=C\|F\|=C. This also handles C=0C=0.

For extension to all of XX, order the pairs consisting of a subspace containing MM and an extension of ff bounded by CC, by extension. The original pair makes this a nonempty partially ordered set. For a nonempty chain, the union of its subspaces is a subspace: any finite list of vectors belongs to one member of the chain. The functionals agree on overlaps, giving a well-defined linear functional on that union with the same bound. This is an upper bound; the original pair bounds an empty chain. Zorn’s explicitly assumed maximality principle gives a maximal pair. The one-vector construction shows that its domain cannot omit any vector of XX. Thus the real extension exists on all of XX, with norm CC.

Now let XX and MM be complex and f:M→ℂf:M\to\mathbb C bounded and complex-linear. Its real part h=Re⁡fh=\operatorname{Re}f is a real-linear functional on the underlying real subspace. Its real operator norm equals ∥f∥\|f\|: one inequality is |h(m)|≤|f(m)||h(m)|\leq|f(m)|; for the other, when f(m)≠0f(m)\ne0, multiply mm by θ=f(m)¯/|f(m)|\theta=\overline{f(m)}/|f(m)|, so h(θm)=|f(m)|h(\theta m)=|f(m)| and ∥θm∥=∥m∥\|\theta m\|=\|m\|. Extend hh by the real result to a:X→ℝa:X\to\mathbb R, with norm ∥f∥\|f\|, and put F(x)=a(x)−ia(ix).(B5) F(x)=a(x)-i\,a(ix). \tag{B5} Real-linearity gives additivity and F(ix)=iF(x)F(ix)=iF(x); together these prove complex-linearity. On MM, Re⁡f(im)=−Im⁡f(m)\operatorname{Re}f(im)=-\operatorname{Im}f(m), so F(m)=f(m)F(m)=f(m). For any xx with F(x)≠0F(x)\ne0, choose a unit scalar θ\theta making θF(x)=|F(x)|\theta F(x)=|F(x)|. Complex-linearity gives |F(x)|=Re⁡F(θx)=a(θx)≤∥a∥∥x∥. |F(x)|=\operatorname{Re}F(\theta x)=a(\theta x) \leq\|a\|\|x\|. The zero value is harmless. Thus ∥F∥≤∥a∥=∥f∥\|F\|\leq\|a\|=\|f\|, while restriction proves equality. Neither the closedness of MM nor the completeness of XX was required.

For any complex normed space EE, this implies the exact norm identity ∥v∥=supℓ∈E′,∥ℓ∥≤1|ℓ(v)|.(B6) \|v\|=\sup_{\ell\in E',\ \|\ell\|\leq1}|\ell(v)|. \tag{B6} The right side is at most the left by the operator bound. If v≠0v\ne0, define f(zv)=z∥v∥f(zv)=z\|v\| on the complex line it spans. Its norm is one, and (B5) extends it with the same norm, attaining ℓ(v)=∥v∥\ell(v)=\|v\|. If v=0v=0, every value is zero and the dual ball contains the zero functional. Thus the identity holds also for the zero space. It applies in particular to E=ℒ(B1,B2)E=\mathcal L(B_1,B_2); Section 3 separately proves that this operator space is Banach when B2B_2 is Banach.

The practical consequence is precise. If |ℓ(v)|≤K∥ℓ∥|\ell(v)|\leq K\|\ell\| for every continuous complex-linear ℓ\ell, with the same KK, then ∥v∥≤K\|v\|\leq K. A bound depending arbitrarily on ℓ\ell cannot be substituted for that uniform estimate.

Editorial consequence: the same original uniform-boundedness data give a stronger constant. Retain the original x0,r,nx_0,r,n and operator family from Section7. For ∥x∥≤1\|x\|\leq1 and every real 0<θ<10<\theta<1, the actual h=θrxh=\theta r x lies in the same original ball. Its proved bound gives θr∥Ax∥=∥A(θrx)∥≤2n.(BE1) \theta r\|Ax\|=\|A(\theta r x)\|\leq2n. \tag{BE1} Let θ\theta increase to one, then take both original suprema. Thus sup⁡A∈𝒜∥A∥≤2n/r\sup_{A\in\mathcal A}\|A\|\leq2n/r. The original 4n/r4n/r conclusion remains valid. No completeness of the target or countability of the operator family is added; the empty family still has bound zero. This is a standard further consequence of the displayed proof, not a replacement of its original data.

6. Baire’s theorem for complete metric spaces

Complete-metric Baire theorem. Every countable intersection of dense open subsets of a complete metric space is dense. Here is its full nested-ball proof. Let ZZ be complete, let Uj⊂ZU_j\subset Z, j≥1j\geq1, be dense and open, and let V⊂ZV\subset Z be nonempty and open. Since U1U_1 is dense, V∩U1V\cap U_1 contains a point z1z_1. Openness supplies r1>0r_1>0, chosen also with r1≤2−1r_1\leq2^{-1}, such that B¯(z1,r1)⊂V∩U1.(B12) \overline B(z_1,r_1)\subset V\cap U_1. \tag{B12} Indeed choose a ball contained in the open set and take a smaller radius, so its closed ball is contained in that original ball. Suppose zj,rj>0z_j,r_j>0 have been chosen. The nonempty open ball B(zj,rj)B(z_j,r_j) meets dense Uj+1U_{j+1}. Choose zj+1z_{j+1} in that intersection and a positive radius rj+1≤2−j−1r_{j+1}\leq2^{-j-1} whose closed ball lies in the intersection. Thus B¯(zj+1,rj+1)⊂B(zj,rj)∩Uj+1,0<rj≤2−j.(B13) \overline B(z_{j+1},r_{j+1}) \subset B(z_j,r_j)\cap U_{j+1},\qquad 0<r_j\leq2^{-j}. \tag{B13} The construction works also at isolated points: a sufficiently small ball then consists of that point. For k,l≥jk,l\geq j, both centers lie in B¯(zj,rj)\overline B(z_j,r_j), so d(zk,zl)≤2rj→0d(z_k,z_l)\leq2r_j\to0. Completeness gives a limit zz. For each jj, the entire tail lies in that closed ball; continuity of distance gives z∈B¯(zj,rj)z\in\overline B(z_j,r_j). The first inclusion puts zz in VV, and each successive inclusion puts it in UjU_j. Hence V∩⋂jUj≠⌀V\cap\bigcap_jU_j\ne\varnothing. This proves density. If ZZ is empty, the assertion is true by the definition of density, and no ball is chosen. Neither separability nor local compactness is required. Garrett’s cited Theorem 4.0.1 and the nested-ball argument in Section 1 of From Weyl symbols to operators and changes of coordinates are comparisons; the complete proof above supplies this input here.

The form needed below follows exactly. If a nonempty complete metric space is the union of closed sets FnF_n, then some FnF_n has nonempty interior. If every interior were empty, each open complement would be dense, while their intersection would be empty, contradicting the theorem just proved. Completeness will be checked for each space to which this form is applied.

This is the general complete-metric result. The Banach consequences in the next two sections apply in normed spaces; a later argument in the Schwartz topology must verify completeness for its own metric.

7. Uniform boundedness for any operator family

Let XX be Banach, let YY be normed, and let 𝒜⊂ℒ(X,Y)\mathcal A\subset\mathcal L(X,Y) be any family. Assume supA∈𝒜∥Ax∥<∞for every x∈X.(B7) \sup_{A\in\mathcal A}\|Ax\|<\infty\quad\hbox{for every }x\in X. \tag{B7} Then the operator norms of the family have a common finite bound. The empty family is covered by the bound zero, so assume it is nonempty. Define Fn=⋂A∈𝒜{x:∥Ax∥≤n},n≥1. F_n=\bigcap_{A\in\mathcal A}\{x:\|Ax\|\leq n\},\qquad n\geq1. Every set in the intersection is closed by continuity. Arbitrary intersections of closed sets are closed, including uncountable intersections. Assumption (B7) says X=⋃n≥1FnX=\bigcup_{n\geq1}F_n. Baire applies to the complete norm metric on XX, a nonempty space even when X={0}X=\{0\}. Hence B(x0,r)⊂FnB(x_0,r)\subset F_n for some r>0r>0 and nn. If ∥h∥<r\|h\|<r, both x0+hx_0+h and x0x_0 are in FnF_n, and ∥Ah∥≤∥A(x0+h)∥+∥Ax0∥≤2n(A∈𝒜). \|Ah\|\leq\|A(x_0+h)\|+\|Ax_0\|\leq2n \quad(A\in\mathcal A). For every ∥x∥≤1\|x\|\leq1, substitute h=rx/2h=rx/2. It follows that ∥Ax∥≤4n/r\|Ax\|\leq4n/r, so sup⁡A∈𝒜∥A∥≤4n/r<∞\sup_{A\in\mathcal A}\|A\|\leq4n/r<\infty. No countability of 𝒜\mathcal A and no completeness of YY entered the argument. The countable family used by Baire is the family of level sets FnF_n, not the operator family.

8. Open mapping through summable corrections

Let T:X→YT:X\to Y be a bounded surjective linear map between Banach spaces. We show that a fixed ball about zero in YY lies in the image of the closed unit ball of XX. If Y={0}Y=\{0\}, this holds for every positive radius, so suppose otherwise. Write BXB_X for the open unit ball. Surjectivity gives Y=⋃n≥1T(nBX)¯. Y=\bigcup_{n\geq1}\overline{T(nB_X)}. By Section 6 applied to YY, some closed set on the right contains BY(y0,r)B_Y(y_0,r), where r>0r>0. If ∥y∥<r\|y\|<r, approximate both y0+yy_0+y and y0y_0 by images of vectors in nBXnB_X. Their differences approximate yy by images of vectors in 2nBX2nB_X. Consequently BY(0,r)⊂T(2nBX)¯,BY(0,δ)⊂T(BX)¯,δ=r2n>0.(B8) B_Y(0,r)\subset\overline{T(2nB_X)},\qquad B_Y(0,\delta)\subset\overline{T(B_X)}, \quad\delta=\frac r{2n}>0. \tag{B8} The second inclusion follows by scaling. Scaling again gives BY(0,tδ)⊂T(tBX)¯B_Y(0,t\delta)\subset\overline{T(tB_X)} for every t>0t>0.

Take ∥y∥<δ/2\|y\|<\delta/2. From (B8) with t=1/2t=1/2, choose x1x_1 with ∥x1∥<1/2\|x_1\|<1/2 and ∥y−Tx1∥<δ/4\|y-Tx_1\|<\delta/4. If x1,…,xjx_1,\ldots,x_j have been chosen with residual norm less than δ2−j−1\delta 2^{-j-1}, use (B8) at t=2−j−1t=2^{-j-1} to choose xj+1x_{j+1} with ∥xj+1∥<2−j−1,∥y−T∑k=1j+1xk∥<δ2−j−2. \|x_{j+1}\|<2^{-j-1},\qquad \left\|y-T\sum_{k=1}^{j+1}x_k\right\|<\delta 2^{-j-2}. Section 3 and completeness of XX give x=∑j≥1xjx=\sum_{j\geq1}x_j with ∥x∥≤1\|x\|\leq1. Continuity of TT and the residual bounds give Tx=yTx=y. This is actual surjectivity of a ball, not merely density of its image.

For any open O⊂XO\subset X and x0∈Ox_0\in O, choose s>0s>0 with x0+sB¯X⊂Ox_0+s\overline B_X\subset O, for example half a radius of an open ball contained in OO. The preceding conclusion gives Tx0+BY(0,sδ/2)⊂T(O). Tx_0+B_Y(0,s\delta/2)\subset T(O). Therefore TT is open. If TT is bijective, its inverse is linear by uniqueness of preimages. For y≠0y\ne0, apply the unit-ball conclusion to δy/(4∥y∥)\delta y/(4\|y\|); rescaling and uniqueness yield ∥T−1y∥≤4δ∥y∥.(B9) \|T^{-1}y\|\leq\frac4\delta\|y\|. \tag{B9} The zero vector satisfies the same estimate. Thus the inverse is bounded. The two completeness assumptions have distinct uses: Baire on YY, and convergence of the correction series in XX.

9. Nets, convergence and connectedness

A directed set is a nonempty preordered set II in which any two indices have a common upper bound. A net in ZZ is a function i↦zii\mapsto z_i on such a set. It converges to zz if, for every open neighborhood UU of zz, all terms with i≥i0i\geq i_0 lie in UU for some i0i_0. A subnet here means zϕ(j)z_{\phi(j)}, where JJ is directed and ϕ:J→I\phi:J\to I is order-preserving and cofinal: for every ii there is jj with ϕ(j)≥i\phi(j)\geq i. Monotonicity then makes the subnet eventually lie over every final segment. Every subnet of a convergent net converges to the same limit by the definition.

Continuous maps preserve convergent nets, by the neighborhood criterion in Section 1. Conversely, if f:Z→Wf:Z\to W is not continuous at zz, there is an open neighborhood VV of f(z)f(z) such that each open neighborhood UU of zz contains a point yy with f(y)∉Vf(y)\notin V. Index all such pairs (U,y)(U,y), ordered by shrinking UU, with ties allowed. This is a nonempty directed preorder: use the intersection of two neighborhoods and one of its offending points. The resulting net of yy’s converges to zz, but its image never enters VV. Thus preservation of all convergent nets characterizes continuity without a metrizability assumption.

The same construction characterizes closure. If z∈A¯z\in\overline A, index all pairs (U,a)(U,a) with UU an open neighborhood of zz and a∈U∩Aa\in U\cap A, again by shrinking neighborhoods. It is a directed net in AA converging to zz. If AA is closed, the open complement shows that no net in AA can converge outside it. Hence a set is closed exactly when it contains every limit of every convergent net in it. No uniqueness of limits is needed for this assertion. In a Hausdorff space limits are unique: two disjoint neighborhoods of distinct putative limits would both contain every sufficiently late term, which is impossible.

For a norm-convergent net xi→xx_i\to x, choose i0i_0 with ∥xi−x∥<1\|x_i-x\|<1 for i≥i0i\geq i_0. Then ∥xi∥≤∥x∥+1\|x_i\|\leq\|x\|+1 on that final segment. There need not be a bound for the entire net. For example, on I=ℕ×ℕI=\mathbb N\times\mathbb N ordered coordinatewise, set am,n=ma_{m,n}=m when n=0n=0, and am,n=0a_{m,n}=0 when n≥1n\geq1. The net converges to zero and has unbounded range. This is why estimates involving convergent nets use final segments, not a sequence’s finite-prefix argument.

Connectedness from the real entry base. A space is connected if it cannot be written as the union of two disjoint nonempty relatively open subsets. Every real interval is connected, including open, closed, half-open and unbounded intervals. Empty intervals and singletons have no such separation. For any other interval JJ, suppose that J=A∪BJ=A\cup B is a separation. Choose one point in each part, interchange the names of the parts if necessary, and write them as a∈Aa\in A, b∈Bb\in B, with a<ba<b. The set E=A∩[a,b]E=A\cap[a,b] is nonempty and bounded above. By the least-upper-bound property of the real numbers, c=sup⁡Ec=\sup E exists and lies in [a,b]⊂J[a,b]\subset J. Every neighborhood of cc contains a point of EE: for every ε>0\varepsilon>0, the number c−εc-\varepsilon is not an upper bound for EE. Since AA is relatively closed in JJ, as the complement of the relatively open set BB, this gives c∈Ac\in A. Thus c<bc<b, because b∈Bb\in B. Relative openness of AA gives η>0\eta>0 with J∩(c−η,c+η)⊂AJ\cap(c-\eta,c+\eta)\subset A. But d=c+12min⁡{η,b−c}d=c+\tfrac12\min\{\eta,b-c\} lies in A∩[a,b]A\cap[a,b] and satisfies d>cd>c, contrary to the definition of cc. This proves the assertion without a compactness or intermediate-value theorem import.

Continuous images preserve connectedness. Indeed, if the image of a connected space under a continuous map had a separation, the inverse images of its two parts would be disjoint nonempty open subsets of the domain covering it. This contradicts connectedness. Continuity into the image with its subspace topology follows directly by taking inverse images of intersections with open sets in the codomain.

In particular, every convex subset CC of a real or complex normed space is connected. If CC had a separation, choose x,yx,y in its two parts. Convexity puts γ(t)=(1−t)x+ty\gamma(t)=(1-t)x+ty in CC for every real t∈[0,1]t\in[0,1]. The estimate ∥γ(t)−γ(s)∥=|t−s|∥y−x∥\|\gamma(t)-\gamma(s)\|=|t-s|\,\|y-x\| proves continuity. The connected image γ([0,1])\gamma([0,1]) meets both parts, whose intersections with that image would be a separation, a contradiction. Empty convex subsets are already covered by the definition. This supplies the connectedness extension of the topological results proved here used for norm balls and for a real homotopy parameter interval.

10. Compactness without a countability assumption

A space is compact if every open cover has a finite subcover. A closed subset of a compact space is compact: adjoin its open complement to any open cover and then discard that complement from a finite subcover. Continuous images of compact spaces are compact, by pulling a cover back to the domain. A compact subset KK of a normed space is bounded, since the increasing balls B(0,n)B(0,n), n≥1n\geq1, cover it and a finite subcover lies in one of these balls.

Finite products of compact spaces are compact, with no separation assumption required. For two nonempty factors K,LK,L, refine any open cover of K×LK\times L by open rectangles each lying in a member of that cover. Fix x∈Kx\in K. The second factors of rectangles containing (x,y)(x,y), as yy ranges over LL, cover LL. Select finitely many of them by compactness. Intersect their first factors to obtain an open neighborhood VxV_x of xx; the strip Vx×LV_x\times L is covered by the selected finite list of original cover members. The neighborhoods VxV_x cover KK, so finitely many suffice. Combining their finite lists proves compactness of the product. Induction handles any positive finite number of factors; an empty factor gives the empty compact product, and the product of no factors is a singleton.

Every net in a compact space has a convergent subnet, in the explicit convention of Section 9. To prove this, let (zi)i∈I(z_i)_{i\in I} be a net in compact KK, and put Ci={zj:j≥i}¯inside K. C_i=\overline{\{z_j:j\geq i\}}\quad\hbox{inside }K. These are nonempty closed sets. Any finitely many have nonempty intersection: choose an upper bound of their indices and a term from that tail. Compactness implies ⋂iCi≠⌀\bigcap_i C_i\ne\varnothing; otherwise the open complements would have a finite subcover, contrary to that finite-intersection property. Choose zz in the intersection. Every neighborhood UU of zz and every tail contain a common net term.

For an actual monotone subnet, take as indices all triples (i,U,j)(i,U,j) with i≤ji\leq j, UU an open neighborhood of zz, and zj∈Uz_j\in U. Order them by (i,U,j)≼(i′,U′,j′)⇔i≤i′,U′⊆U,j≤j′. (i,U,j)\preceq(i',U',j') \quad\Longleftrightarrow\quad i\leq i',\quad U'\subseteq U,\quad j\leq j'. For two triples choose an index dominating their four original indices, intersect the two neighborhoods, and use the preceding tail property to find a still later term in that intersection. This gives an upper triple, so the set is directed. Projection to jj is order-preserving. It is cofinal, since a triple with first coordinate at least any prescribed i0i_0 exists. Finally every sufficiently late triple has neighborhood contained in any prescribed neighborhood of zz, so its term lies there. This proves convergence of the subnet. The index set of the original net need not have a countable cofinal subset, and the compact space need not be metrizable.

Metric compactness and sequences. A metric space KK is compact if and only if every sequence in it has a subsequence converging to a point of KK. The empty space is compact and the sequence assertion is vacuous. Suppose first that nonempty KK is compact and xj∈Kx_j\in K. The closures of its tails are nonempty closed subsets with the finite-intersection property. Compactness, by the open-complement argument already proved, supplies x∈⋂N≥1{xj:j≥N}¯with x∈K.(B14) x\in\bigcap_{N\geq1}\overline{\{x_j:j\geq N\}}\quad \text{with }x\in K. \tag{B14} Choose successively jk>jk−1j_k>j_{k-1} with d(xjk,x)<1/kd(x_{j_k},x)<1/k, using the closure of the tail starting after jk−1j_{k-1}. This proves subsequential convergence in KK.

Conversely, assume the stated subsequence property. For every ε>0\varepsilon>0, finitely many ε\varepsilon-balls cover KK. Otherwise choose x1∈Kx_1\in K and, at each step, a point outside the union of the ε\varepsilon-balls about the earlier choices. Distinct selected points have distance at least ε\varepsilon. No subsequence is Cauchy, whereas every convergent sequence is Cauchy by the triangle inequality. This contradiction proves the finite-ball assertion.

Let 𝒰\mathcal U be any open cover of KK. There is δ>0\delta>0 such that every ball BK(x,δ)B_K(x,\delta) is contained in some member of the cover. If not, for each j≥1j\geq1 choose xj∈Kx_j\in K whose 1/j1/j-ball is contained in no cover member. A subsequence xjkx_{j_k} converges to x∈Kx\in K. Choose a cover member UU containing xx, and r>0r>0 with BK(x,r)⊂UB_K(x,r)\subset U. For all sufficiently large kk, d(xjk,x)<r/2d(x_{j_k},x)<r/2 and 1/jk<r/21/j_k<r/2, so BK(xjk,1/jk)⊂BK(x,r)⊂U,(B15) B_K(x_{j_k},1/j_k)\subset B_K(x,r)\subset U, \tag{B15} contradicting its selection. Now take a finite cover of KK by δ/2\delta/2-balls. For each center, choose a member of 𝒰\mathcal U containing its δ\delta-ball; this finite list covers KK. Therefore KK is compact. This proves the equivalence for the actual metric, without assuming completeness or any countability of the given cover. Lebl’s linked metric-space chapter gives the classical comparison. The finite-dimensional Heine–Borel consequence, including its exercise step, is proved in Section 4 of Metric and topological foundations and supplies the input used in Section 2 here.

The preceding general compactness argument is what permits a compact, possibly nonmetrizable parameter space in the topological results proved here. The metric equivalence is used only for spaces that actually carry the indicated metric.

11. Square-summable sequences

Define ℓ2(ℕ)\ell^2(\mathbb N) to consist of complex sequences x=(xk)k≥0x=(x_k)_{k\geq0} for which the increasing partial sums ∑k=0N|xk|2\sum_{k=0}^N|x_k|^2 have a finite supremum, denoted ∥x∥22\|x\|_2^2. Finite scalar Cauchy–Schwarz gives the triangle inequality for every finite coordinate truncation. Taking limits in those finite inequalities proves ∥x+y∥2≤∥x∥2+∥y∥2. \|x+y\|_2\leq\|x\|_2+\|y\|_2. In particular the sum belongs to ℓ2\ell^2. Homogeneity and definiteness are immediate; thus this is a norm. The same finite Cauchy–Schwarz bound shows that ∑kxkyk¯\sum_k x_k\overline{y_k} converges absolutely for x,y∈ℓ2x,y\in\ell^2, since its absolute partial sums are bounded by ∥x∥2∥y∥2\|x\|_2\|y\|_2.

Let x(j)x^{(j)} be a norm-Cauchy sequence. Each coordinate is Cauchy because |xk(j)−xk(l)|≤∥x(j)−x(l)∥2|x_k^{(j)}-x_k^{(l)}|\leq\|x^{(j)}-x^{(l)}\|_2, and hence has a complex limit xkx_k. The norms ∥x(j)∥2\|x^{(j)}\|_2 have some common bound MM. For any fixed NN, the finite sum passes to the limit in jj, giving ∑k=0N|xk|2≤M2\sum_{k=0}^N|x_k|^2\leq M^2. Take the supremum over NN to obtain x∈ℓ2x\in\ell^2. For j,l≥Jj,l\geq J the Cauchy bound ∥x(j)−x(l)∥2≤ε\|x^{(j)}-x^{(l)}\|_2\leq\varepsilon holds. Fix j≥Jj\geq J, pass l→∞l\to\infty in each finite squared coordinate sum, and then take its supremum. This gives ∥x(j)−x∥2≤ε\|x^{(j)}-x\|_2\leq\varepsilon. Hence ℓ2\ell^2 is Banach. Only limits of finite sums were exchanged; no unproved infinite-sum convergence theorem is being used.

Let PNxP_Nx retain coordinates 00 through NN and set the others to zero. Then ∥PN∥≤1\|P_N\|\leq1, and ∥x−PNx∥22=∑k>N|xk|2→0.(B10) \|x-P_Nx\|_2^2=\sum_{k>N}|x_k|^2\longrightarrow0. \tag{B10} The limit follows directly from convergence of the nonnegative series. The coordinate vectors eke_k have norm one and ∥ej−ek∥2=2\|e_j-e_k\|_2=\sqrt2 for j≠kj\ne k. Their sequence has no norm-convergent subsequence, so the closed unit ball is not compact by the metric compactness interface. This assertion does not concern weak compactness.

12. Worked examples

A quotient measures the right distance. In ℂ2\mathbb C^2 with its Euclidean norm, let M=ℂ(1,0)M=\mathbb C(1,0) and v=(3,4)v=(3,4). The infimum in (B3) is 44, attained by removing the first coordinate. A norm-one functional annihilating MM is ℓ(z1,z2)=z2\ell(z_1,z_2)=z_2, and ℓ(v)=4\ell(v)=4. No norm-one functional annihilating MM can take value 5=∥v∥5=\|v\|, since its value on vv equals its value on (0,4)(0,4). More generally, if MM is closed and v∉Mv\notin M in a normed space, apply (B6) on the normed quotient to obtain λ∈(X/M)′\lambda\in(X/M)' of norm one with λ(Qv)=∥Qv∥q\lambda(Qv)=\|Qv\|_q. Then ℓ=λQ\ell=\lambda Q annihilates MM, has norm at most one and takes the value dist⁡(v,M)\operatorname{dist}(v,M). In fact its norm is one: representatives of any unit quotient vector can be chosen with norm arbitrarily close to one, and the norm of λ\lambda is one. This is a distance statement; replacing that distance by ∥v∥\|v\| would change the claim.

An uncountable family of tests. On ℓ2\ell^2, index by every sequence θ=(θk)\theta=(\theta_k) of unit complex numbers, and set Dθx=(θkxk)D_\theta x=(\theta_kx_k). Directly ∥Dθx∥2=∥x∥2\|D_\theta x\|_2=\|x\|_2, so each map is bounded and the family has common operator norm one. Its index set is uncountable: even its sign sequences cannot be listed, since changing the kk-th sign of the kk-th proposed sequence gives a sequence absent from any proposed list. Section 7 also applies, because its assumption holds for each fixed xx, regardless of the number of phase sequences. There is no need to enumerate the family or to impose a topology on its index set.

Compact strong families act jointly continuously. Let KK be any compact topological space, XX Banach, YY normed, and Tt∈ℒ(X,Y)T_t\in\mathcal L(X,Y) for t∈Kt\in K. Suppose t↦Ttxt\mapsto T_tx is continuous for every x∈Xx\in X. If KK is empty, the evaluation map has empty domain and is continuous; assume KK is nonempty. For fixed xx, its image is compact and bounded by Section 10. Section 7 gives C=sup⁡t∈K∥Tt∥<∞C=\sup_{t\in K}\|T_t\|<\infty. If ti→tt_i\to t and xi→xx_i\to x, then ∥Ttixi−Ttx∥≤C∥xi−x∥+∥(Tti−Tt)x∥→0.(B11) \|T_{t_i}x_i-T_tx\| \leq C\|x_i-x\|+\|(T_{t_i}-T_t)x\|\longrightarrow0. \tag{B11} The net criterion proves joint continuity on K×XK\times X; convergence in this finite product is equivalent to convergence in both coordinates by its neighborhood basis. This argument uses the entire compact parameter space to obtain the bound, without assuming that its compactness can be tested by sequences.

13. Exercises and solutions

Problem 1: An algebraic quotient without a norm. Let c00c_{00} be the finitely supported sequences inside ℓ2\ell^2. Show that the quotient formula (B3) is identically zero on ℓ2/c00\ell^2/c_{00}, although the algebraic quotient is nonzero. Determine which hypothesis prevents this in Section 4.

Solution. By (B10), every x∈ℓ2x\in\ell^2 is approximated by its finite truncations, so inf⁡m∈c00∥x+m∥2=0\inf_{m\in c_{00}}\|x+m\|_2=0. The sequence xk=2−kx_k=2^{-k} is square-summable and has infinitely many nonzero coordinates; it is not in c00c_{00}, so its coset is algebraically nonzero. Thus the formula is a seminorm with a nontrivial null space. The missing hypothesis is closedness of the subspace. Completeness of the ambient ℓ2\ell^2 does not repair that failure.

Problem 2: Scalar tests for an operator bound. Let X,YX,Y be complex normed spaces and T:X→YT:X\to Y an algebraic linear map. Assume |ℓ(Tx)|≤C∥ℓ∥∥x∥|\ell(Tx)|\leq C\|\ell\|\|x\| for all x∈Xx\in X, ℓ∈Y′\ell\in Y', with one finite CC. Prove that TT is bounded without assuming that it was continuous. Explain why the conclusion does not require either space to be Banach.

Solution. For each fixed xx, apply (B6) to the actual vector Tx∈YTx\in Y. Taking the supremum over ∥ℓ∥≤1\|\ell\|\leq1 gives ∥Tx∥≤C∥x∥\|Tx\|\leq C\|x\|. Section 3 identifies this estimate with continuity. The Hahn–Banach proof uses normed spaces and Zorn, not completeness, and the boundedness criterion is also independent of completeness. Thus no Banach assumption was used.

Problem 3: Where completeness enters uniform boundedness. On c00c_{00} with the inherited ℓ2\ell^2 norm, put Lnx=(n+1)xnL_nx=(n+1)x_n. Show that each LnL_n is continuous and the family is pointwise bounded, while its operator norms are unbounded.

Solution. The coordinate estimate gives |Lnx|≤(n+1)∥x∥2|L_nx|\leq(n+1)\|x\|_2, and equality at ene_n shows ∥Ln∥=n+1\|L_n\|=n+1. For fixed finitely supported xx, all but finitely many LnxL_nx vanish, so sup⁡n|Lnx|<∞\sup_n|L_nx|<\infty. Their norms nevertheless tend to infinity. Problem 1 supplies a Cauchy sequence of finite truncations whose limit is not in c00c_{00}, so this domain is not Banach. This is the precise missing condition in Section 7; the scalar codomain is already complete.

Problem 4: A bounded inverse fails on an incomplete target. Give ℓ2\ell^2 its usual norm in the domain and the norm ∥x∥w=(∑k≥02−k|xk|2)1/2 \|x\|_w=\left(\sum_{k\geq0}2^{-k}|x_k|^2\right)^{1/2} on the same vector set in the target. Show that the identity is a bounded bijection with unbounded inverse and that the target is incomplete.

Solution. The target formula is a norm, by finite weighted Euclidean triangle inequalities and their limits, or by applying the ℓ2\ell^2 norm to (2−k/2xk)(2^{-k/2}x_k). Since ∥x∥w≤∥x∥2\|x\|_w\leq\|x\|_2, the identity is bounded and algebraically bijective. On eke_k, the ratio ∥ek∥2/∥ek∥w=2k/2\|e_k\|_2/\|e_k\|_w=2^{k/2} is unbounded, so its inverse is unbounded. To see incompleteness directly, let u(N)u^{(N)} equal one in coordinates 00 through NN and zero afterward. Weighted geometric tails show that it is Cauchy in ∥⋅∥w\|\cdot\|_w. A limit in that norm would have each coordinate equal to one, since |xk|≤2k/2∥x∥w|x_k|\leq2^{k/2}\|x\|_w makes every coordinate continuous. The constant-one sequence is not in the target’s underlying set ℓ2\ell^2. Hence no target limit exists. The failure occurs in the space to which Baire would have been applied in Section 8.

Problem 5: A compact family can fail norm continuity. On ℓ2\ell^2, let Rnx=xnenR_nx=x_ne_n. Put K={0}∪{1/(n+1):n≥0}⊂ℝK=\{0\}\cup\{1/(n+1):n\geq0\}\subset\mathbb R, define T0=0T_0=0 and T1/(n+1)=RnT_{1/(n+1)}=R_n. Prove that this is a strongly continuous family on compact KK, and that its action on K×ℓ2K\times\ell^2 is jointly continuous, but that it is not operator-norm continuous at zero.

Solution. The set KK is closed and bounded in ℝ\mathbb R: its only possible accumulation point is zero, which it contains. It is compact by the finite-dimensional compactness interface. For each x∈ℓ2x\in\ell^2, the convergence of ∑|xn|2\sum|x_n|^2 implies xn→0x_n\to0, so ∥Rnx∥2=|xn|→0\|R_nx\|_2=|x_n|\to0. Every nonzero point of KK is isolated, hence continuity there is immediate, and the preceding limit gives continuity at zero. The third worked use proves joint continuity. On the other hand ∥Rn∥=1\|R_n\|=1, since coordinate deletion decreases the norm and equality holds at ene_n. Therefore ∥T1/(n+1)−T0∥\|T_{1/(n+1)}-T_0\| does not tend to zero. Joint continuity of evaluation is weaker than norm continuity of the operator-valued map.

Problem 6: A separated quotient has a sharp scalar witness. Let MM be a closed subspace of a complex normed space XX, and let v∉Mv\notin M. Prove that dist⁡(v,M)=maxℓ∈X′,∥ℓ∥≤1ℓ|M=0|ℓ(v)|. \operatorname{dist}(v,M)= \max_{\substack{\ell\in X',\ \|\ell\|\leq1\\ \ell|_M=0}}|\ell(v)|. Does this claim require a nearest point of MM to vv?

Solution. For an allowed ℓ\ell, |ℓ(v)|=|ℓ(v−m)|≤∥v−m∥|\ell(v)|=|\ell(v-m)|\leq\|v-m\| for every m∈Mm\in M. Taking the infimum gives the upper bound. The quotient is normed by Section 4, and Qv≠0Qv\ne0. Apply (B6) to QvQv and compose its attaining functional with QQ, as in the first worked use. This gives an allowed functional with value ∥Qv∥q=dist⁡(v,M)\|Qv\|_q=\operatorname{dist}(v,M), proving attainment of the displayed maximum. The construction uses the infimum and a functional on the quotient; it does not choose a norm-minimizing representative or prove that such a representative exists.

14. Source comparisons and limits

Garrett’s Banach Spaces, Proposition 4.2, Theorem 6.1, Theorem 7.1 and Corollary 7.2 give corresponding operator-completeness, arbitrary-family boundedness and inverse statements. The arguments above expose the completeness checks and correction-series constants used later.

That reading’s Theorem 9.1 states norm-preserving extension, but several neighboring formulas need care. In Corollary 9.3, the attainable value for a unit functional annihilating a closed subspace is the distance to that subspace; the norm of the original vector can be larger. The first worked example and Problem 6 prove the exact statement. In the complex reconstruction, the real functional occurs in both terms of (B5), and the phase argument makes the imaginary component vanish, not the real component giving the absolute value. The product-space argument requires a sum or maximum norm, as in Section 3. These are corrections to the identified formulas, not to the extension theorem itself.

The pinned mathlib Hahn–Banach module contains exists_extension_norm_eq and exists_dual_vector. Specializing its scalar field to ℂ\mathbb C and its seminormed space to a normed space gives a source-level statement comparison for the extension and scalar norm tests here.

These tools support later finite-dimensional defect splittings, operator-valued estimates and compact parameter arguments. They do not provide a bounded linear right inverse for every surjection: the open-mapping proof selects preimages without a linear selection rule. Such a conclusion requires a complemented kernel. Sections 14.1–14.6 now prove the Fréchet open-mapping and closed-graph results with their actual seminorm topologies. The complete-metric Baire theorem supplies their common input; the norm estimates in Sections 7–8 alone do not establish them. Vector-valued integration and reflexive-space duality require separate proofs or exact imports.

Editorial consequence: the original closure radius gives the full quotient inverse bound. Keep the bounded surjection T:X→YT:X\to Y, the Banach spaces, and exactly the original δ=r/(2n)>0\delta=r/(2n)>0 from (B8). Put M=ker⁡TM=\ker T, closed by continuity, and use the actual quotient norm (B3). For y≠0y\ne0, choose any real t>∥y∥/δt>\|y\|/\delta and 0<a<10<a<1. The original scaled closure inclusion gives x1x_1 with ∥x1∥<t\|x_1\|<t and ∥y−Tx1∥<atδ\|y-Tx_1\|<at\delta. At every subsequent step use that same inclusion at scale ajta^jt. It gives ∥xj+1∥<ajt,∥y−T∑k=1j+1xk∥<aj+1tδ.(BE2) \|x_{j+1}\|<a^jt,\qquad \left\|y-T\sum_{k=1}^{j+1}x_k\right\|<a^{j+1}t\delta. \tag{BE2} The original Banach series criterion gives x=∑j≥1xjx=\sum_{j\geq1}x_j, with Tx=y,∥x∥≤∑j≥1aj−1t=t1−a.(BE3) Tx=y,\qquad \|x\|\leq\sum_{j\geq1}a^{j-1}t=\frac{t}{1-a}. \tag{BE3} Every preimage of yy has the same coset modulo the actual MM. Thus the map T̃:X/M→Y\widetilde T:X/M\to Y, T̃(qx)=Tx\widetilde T(qx)=Tx, is well-defined and bijective, and ∥T̃−1y∥q≤t/(1−a)\|\widetilde T^{-1}y\|_q\leq t/(1-a) for every displayed a,ta,t. First let a↓0a\downarrow0, then t↓∥y∥/δt\downarrow\|y\|/\delta. The original quotient norm is a fixed real number in these inequalities, giving ∥T̃−1y∥q≤∥y∥δ,∥T̃(qx)∥≤∥T∥∥qx∥q.(BE4) \|\widetilde T^{-1}y\|_q\leq\frac{\|y\|}{\delta},\qquad \|\widetilde T(qx)\|\leq\|T\|\|qx\|_q. \tag{BE4} The second bound follows by applying ∥Tx∥=∥T(x+m)∥≤∥T∥∥x+m∥\|Tx\|=\|T(x+m)\|\leq\|T\|\|x+m\| for every original m∈Mm\in M and taking the actual infimum. For y=0y=0 use the zero coset. If TT is bijective, M=0M=0 and the quotient norm is exactly the original norm, so ∥T−1y∥≤∥y∥/δ\|T^{-1}y\|\leq\|y\|/\delta, strengthening (B9) without changing δ\delta. The earlier 4/δ4/\delta bound remains valid. For a general surjection neither attainment of a smallest preimage norm nor a linear selection is asserted. Zero spaces are included.

Editorial proof: both exact maps between a bounded linear right inverse and a closed kernel complement. Let T:X→YT:X\to Y be the original bounded surjection between Banach spaces. If bounded linear S:Y→XS:Y\to X satisfies TS=IYTS=I_Y, set P=STP=ST. The complete ordered products give P2=STST=S(TS)T=ST=P,∥P∥≤∥S∥∥T∥.(BE5) P^2=STST=S(TS)T=ST=P, \qquad \|P\|\leq\|S\|\|T\|. \tag{BE5} Its range E=S(Y)=ker⁡(IX−P)E=S(Y)=\ker(I_X-P) is closed. Its kernel is exactly M=ker⁡TM=\ker T: Tx=0Tx=0 gives Px=0Px=0, and Px=0Px=0 gives Tx=TSTx=TPx=0Tx=TSTx=TPx=0. Every original vector has the decomposition x=(IX−P)x+Px,(IX−P)x∈M,Px∈E.(BE6) x=(I_X-P)x+Px,\qquad (I_X-P)x\in M,\quad Px\in E. \tag{BE6} If a vector belongs to both subspaces, Px=0Px=0 and Px=xPx=x, so it is zero. Both projections are continuous, with ∥P∥≤∥S∥∥T∥\|P\|\leq\|S\|\|T\| and ∥IX−P∥≤1+∥S∥∥T∥\|I_X-P\|\leq1+\|S\|\|T\|. The restriction TE:E→YT_E:E\to Y is bijective and its inverse is the actual SS with codomain EE.

Conversely, suppose closed linear E⊂XE\subset X satisfies the algebraic direct sum X=M⊕EX=M\oplus E for this actual kernel. The original closed-subspace proof makes EE Banach. The restriction TET_E is bounded, injective because E∩M=0E\cap M=0, and surjective because any preimage x=m+ex=m+e has Tx=TeTx=Te. Section8 gives the bounded linear inverse TE−1:Y→ET_E^{-1}:Y\to E. Composing with the original inclusion E↪XE\hookrightarrow X gives SS and TS=IYTS=I_Y; the preceding construction then gives both continuous projections onto this exact decomposition. These maps prove both implications, including zero spaces. They supply the complement assertion above; they do not make an arbitrary correction-series selection linear. No novelty is claimed.

14.1. The original seminorms and a complete metric

Let EE be a real or complex vector space with a countable family of seminorms pjp_j, j≥1j\geq1, separating points: pj(x)=0p_j(x)=0 for every jj implies x=0x=0. A seminorm has the triangle inequality and pj(ax)=|a|pj(x)p_j(ax)=|a|p_j(x). Give EE the topology whose neighborhoods of zero are finite intersections of sets pj(x)<ajp_j(x)<a_j, with all aj>0a_j>0. Translates are neighborhoods at other points. The separating property makes this topology Hausdorff: if pj(x−y)>0p_j(x-y)>0, disjoint sufficiently small translates of a pjp_j-ball separate x,yx,y. Each seminorm is continuous, since |pj(x)−pj(y)|≤pj(x−y)|p_j(x)-p_j(y)|\leq p_j(x-y). Addition is continuous by the triangle inequalities. Scalar multiplication is continuous by pj(ax−a0x0)≤|a|pj(x−x0)+|a−a0|pj(x0).(BF1) p_j(ax-a_0x_0) \leq |a|p_j(x-x_0)+|a-a_0|p_j(x_0). \tag{BF1} The original family is retained in every estimate. The following auxiliary metric measures the same topology: dE(x,y)=∑j=1∞2−jmin⁡{1,pj(x−y)}.(BF2) d_E(x,y)=\sum_{j=1}^{\infty}2^{-j} \min\{1,p_j(x-y)\}. \tag{BF2} The series converges, is symmetric, vanishes exactly at equality, and satisfies the triangle inequality because min⁡(1,a+b)≤min⁡(1,a)+min⁡(1,b)\min(1,a+b)\leq\min(1,a)+\min(1,b) for a,b≥0a,b\geq0. Given finitely many seminorm tolerances, choose 0<δ<min⁡j2−jmin⁡(1,aj)0<\delta<\min_j 2^{-j}\min(1,a_j) over their indices. Then dE(x,y)<δd_E(x,y)<\delta implies every requested pj(x−y)<ajp_j(x-y)<a_j. Conversely, given a metric tolerance ε>0\varepsilon>0, take JJ with ∑j>J2−j<ε/2\sum_{j>J}2^{-j}<\varepsilon/2, and require pj(x−y)<ε/2p_j(x-y)<\varepsilon/2 for 1≤j≤J1\leq j\leq J. Their weighted contributions sum to less than ε/2\varepsilon/2; with the tail this gives dE(x,y)<εd_E(x,y)<\varepsilon. Thus the two topologies agree. The same two arguments show that a sequence is metric Cauchy exactly when it is Cauchy for each original seminorm, and converges in this metric exactly when it converges for every seminorm.

A Fréchet space here means such a space complete for (BF2). The definition is unchanged if another countable separating family gives the same topology: the identity in both directions is linear and continuous, so each target seminorm is bounded by a constant times a finite maximum of source seminorms. To prove that bound, continuity gives a finite intersection on which the target seminorm is less than one; rescale a vector into half that intersection, and use arbitrary rescaling when its finite maximum is zero. The bound transfers Cauchy sequences and convergence in both directions. This proves the completeness comparison instead of replacing the original family. A Banach space is a Fréchet space by taking pj(x)=∥x∥p_j(x)=\|x\| for every jj.

Finite products of Fréchet spaces are Fréchet: use all the coordinate seminorms and interleave their countable lists. A sequence Cauchy in each product seminorm is Cauchy in each factor, and its factor limits give a product limit. A closed subspace is Fréchet with the restricted seminorms, since an ambient limit remains in the closed subspace. These conclusions include zero spaces. Section 6 therefore applies to these spaces with their actual complete metrics.

14.2. Completeness of the smooth spaces

Let Ω⊂ℝn\Omega\subset\mathbb R^n be open and let K⊂ΩK\subset\Omega be compact. Define 𝒟K(Ω)={f∈C∞(Ω):supp⁡f⊂K},pN(f)=max|α|≤Nsupx∈Ω|∂αf(x)|,N=0,1,2,….(BF3) \mathcal D_K(\Omega) =\{f\in C^\infty(\Omega):\operatorname{supp}f\subset K\}, \qquad p_N(f)=\max_{|\alpha|\leq N}\sup_{x\in\Omega} |\partial^\alpha f(x)|, \quad N=0,1,2,\ldots . \tag{BF3} These are finite seminorms, in fact norms on this vector space, and p0p_0 separates points. A function supported in KK extends by zero to a smooth function on ℝn\mathbb R^n: near every point outside KK the extension is zero, and near a point of KK it agrees with its smooth expression inside Ω\Omega. Its derivatives also vanish outside KK. No regularity of the boundary of KK is required.

If flf_l is Cauchy for every pNp_N, each ∂αfl\partial^\alpha f_l converges uniformly on ℝn\mathbb R^n to a continuous function gαg_\alpha. Scalar completeness gives the pointwise limit; the uniform Cauchy estimate gives uniform convergence, and the usual three-term estimate proves continuity of the limit. Each gαg_\alpha vanishes off KK. On a coordinate segment the scalar fundamental theorem gives, for every ll, ∂αfl(x+hei)−∂αfl(x)=∫0h∂α+eifl(x+tei)dt.(BF4) \partial^\alpha f_l(x+h e_i)-\partial^\alpha f_l(x) =\int_0^h\partial^{\alpha+e_i}f_l(x+t e_i)\,dt. \tag{BF4} Uniform convergence passes through this integral, with error at most |h|sup⁡|∂α+eifl−gα+ei||h|\sup|\partial^{\alpha+e_i}f_l-g_{\alpha+e_i}|. Hence (BF4) holds with the corresponding gg’s. Dividing by hh and using continuity shows ∂igα=gα+ei\partial_i g_\alpha=g_{\alpha+e_i}. Continuous coordinate partial derivatives give a full derivative: telescope the change along the finitely many coordinate segments and bound the differences of these continuous partial derivatives. Repeating this argument shows that g0g_0 is smooth and ∂αg0=gα\partial^\alpha g_0=g_\alpha for every α\alpha. It is supported in KK, and the original uniform estimates give pN(fl−g0)→0p_N(f_l-g_0)\to0. Thus 𝒟K(Ω)\mathcal D_K(\Omega) is Fréchet for its exact smooth topology, including K=⌀K=\varnothing and compact sets with empty interior.

The space C∞(Ω)C^\infty(\Omega) is also Fréchet. For nonempty Ω\Omega, choose Kj={x∈Ω:|x|≤j,dist⁡(x,ℝn\Ω)≥1/j},qj(f)=max|α|≤jsupx∈Kj|∂αf(x)|,j≥1.(BF5) K_j=\{x\in\Omega:|x|\leq j, \operatorname{dist}(x,\mathbb R^n\setminus\Omega)\geq1/j\}, \qquad q_j(f)=\max_{|\alpha|\leq j}\sup_{x\in K_j} |\partial^\alpha f(x)|, \quad j\geq1. \tag{BF5} When Ω=ℝn\Omega=\mathbb R^n, omit the distance condition; a supremum over an empty KjK_j is defined as zero. Each KjK_j is compact, Kj⊂int⁡Kj+1K_j\subset\operatorname{int}K_{j+1}, and the interiors cover Ω\Omega. Every compact subset of Ω\Omega lies in some such interior: its coordinate norm has a finite maximum and its distance to the closed complement has a positive minimum. Consequently the qjq_j’s separate points and give exactly uniform convergence of every derivative on each compact subset. A Cauchy sequence has continuous derivative limits on each KjK_j; the limits agree on overlaps. Apply (BF4) on sufficiently small coordinate segments in an interior KjK_j to prove that the common limit is smooth. The original qjq_j-estimates give convergence for every jj, proving completeness. For empty Ω\Omega, the space consists of the single zero function and is complete. Finite-component smooth sections in a fixed chart use finite products; the same proof covers their topology.

14.3. A common finite order for an arbitrary family

Let EE be Fréchet and let {Lt:t∈I}\{L_t:t\in I\} be any family of continuous linear maps from EE to a space with a continuous seminorm qq. Assume sup⁡tq(Ltx)<∞\sup_t q(L_t x)<\infty for each fixed x∈Ex\in E. The index set need not be countable. Put Fm={x∈E:q(Ltx)≤m for every t∈I},m=1,2,….(BF6) F_m=\{x\in E:q(L_t x)\leq m\text{ for every }t\in I\}, \qquad m=1,2,\ldots . \tag{BF6} Each set is closed by continuity and arbitrary intersections of closed sets. They cover EE. Baire supplies mm and x0x_0 such that x0+V⊂Fmx_0+V\subset F_m, where VV is a balanced finite-seminorm neighborhood of zero. We may take V={v:pj(v)<aj for j∈J},P(v)=maxj∈Jpj(v)/aj,(BF7) V=\{v:p_j(v)<a_j\text{ for }j\in J\}, \qquad P(v)=\max_{j\in J}p_j(v)/a_j, \tag{BF7} with JJ a nonempty finite set and all aj>0a_j>0; an unused extra seminorm can be included when needed. Both x0+vx_0+v and x0x_0 lie in FmF_m, so q(Ltv)≤2mq(L_t v)\leq2m for every v∈Vv\in V and t∈It\in I. If P(x)>0P(x)>0, the vector x/(2P(x))x/(2P(x)) lies in VV. Homogeneity gives q(Ltx)≤4mmaxj∈Jpj(x)/aj(x∈E,t∈I).(BF8) q(L_t x)\leq4m\max_{j\in J}p_j(x)/a_j \quad(x\in E,\ t\in I). \tag{BF8} If P(x)=0P(x)=0, every positive scalar multiple of xx lies in VV; its bound 2m2m, divided by that scalar and then sent to infinity, gives q(Ltx)=0q(L_t x)=0, proving (BF8) in that case too. The empty family satisfies it vacuously. For a locally convex target this construction applies separately to each target seminorm, which is the precise equicontinuity conclusion; one finite set for all target seminorms is not asserted.

For continuous scalar functionals on 𝒟K(Ω)\mathcal D_K(\Omega), take q(z)=|z|q(z)=|z|. Since the seminorms (BF3) increase with NN, (BF8) yields one NN and one finite CC such that |Ltf|≤CpN(f)(f∈𝒟K(Ω),t∈I).(BF9) |L_t f|\leq C p_N(f) \quad(f\in\mathcal D_K(\Omega),\ t\in I). \tag{BF9} Thus pointwise boundedness really supplies one common finite derivative order. For a weakly convergent sequence of distributions, scalar convergence supplies pointwise boundedness of the differences from its limit; each difference is a continuous functional on 𝒟K(Ω)\mathcal D_K(\Omega). Equation (BF9) then controls the entire sequence, including its finite initial part.

This convergence is uniform on every compact family 𝒞⊂𝒟K(Ω)\mathcal C\subset\mathcal D_K(\Omega). Given ε>0\varepsilon>0, cover 𝒞\mathcal C by the neighborhoods pN(f−fa)<ε/(2(C+1))p_N(f-f_a)<\varepsilon/(2(C+1)) about its points, and choose a finite subcover. Pointwise convergence is eventually less than ε/2\varepsilon/2 at all its finitely many centers. Applying (BF9) to each difference from a center gives a bound less than ε\varepsilon on all of 𝒞\mathcal C. This proves the compact-family assertion used for differentiated smoothing kernels.

Editorial consequence with every original seminorm retained. In the exact data of (BF7), let P(x)=max⁡j∈Jpj(x)/ajP(x)=\max_{j\in J}p_j(x)/a_j, as already defined. When P(x)>0P(x)>0, use the original vector θx/P(x)\theta x/P(x) for any real 0<θ<10<\theta<1. It lies in the same VV, so the proved bound 2m2m gives q(Ltx)≤2mP(x)/θq(L_tx)\leq2mP(x)/\theta. Let θ↑1\theta\uparrow1. When P(x)=0P(x)=0, use the already proved arbitrary-scaling argument. Therefore q(Ltx)≤2mmaxj∈Jpj(x)aj(x∈E,t∈I).(BE7) q(L_tx)\leq2m\max_{j\in J}\frac{p_j(x)}{a_j} \quad(x\in E,\ t\in I). \tag{BE7} The original (BF8) remains valid. No seminorm, tolerance, null direction or target dependence is removed. The application to (BF9) keeps its same finite derivative order; for each chosen target seminorm the same argument keeps its own finite source list. This is a standard strengthening, not a common list for all target seminorms.

14.4. Open mapping with every seminorm retained

Let T:E→FT:E\to F be a continuous surjective linear map between Fréchet spaces, with original seminorms pip_i on EE and qiq_i on FF. First let VV be any balanced convex open neighborhood of zero in EE. It contains a finite-seminorm neighborhood and therefore absorbs every vector: all conditions of that smaller neighborhood can be met by dividing by a sufficiently large positive integer. Thus F=⋃m≥1T(mV)F=\bigcup_{m\geq1}T(mV), and the closed sets T(mV)¯\overline{T(mV)} cover FF. Baire shows that one has interior. Scalar multiplication by a nonzero integer is a homeomorphism by (BF1), so T(V)¯\overline{T(V)} has interior. Choose y0y_0 and an open neighborhood WW of zero with y0+W⊂T(V)¯y_0+W\subset\overline{T(V)}. In particular y0∈T(V)¯y_0\in\overline{T(V)}. Approximating each of y0+wy_0+w and y0y_0 by points of T(V)T(V) shows W⊂T(V)−T(V)¯⊂T(2V)¯,12W⊂T(V)¯.(BF10) W\subset\overline{T(V)-T(V)} \subset\overline{T(2V)}, \qquad \tfrac12W\subset\overline{T(V)}. \tag{BF10} Here V−V⊂2VV-V\subset2V follows from balance and convexity, and the approximations can be taken in arbitrarily small metric neighborhoods. Thus the closure of the image of every such VV contains a neighborhood of zero.

We now remove the closure while controlling all seminorms. Given an open neighborhood UU of zero in EE, choose a finite list of original constraints pi(x)<aip_i(x)<a_i, i∈Ji\in J, whose intersection lies in UU. For j≥1j\geq1 take the balanced convex open neighborhood Vj={v:pi(v)<ai2−j−1(i∈J),pi(v)<2−j(1≤i≤j)}.(BF11) V_j=\{v:p_i(v)<a_i2^{-j-1}\ (i\in J), \ p_i(v)<2^{-j}\ (1\leq i\leq j)\}. \tag{BF11} By (BF10), choose a balanced open neighborhood WjW_j of zero contained in T(Vj)¯\overline{T(V_j)}, and shrink it also to satisfy qi(w)<2−jq_i(w)<2^{-j} for 1≤i≤j1\leq i\leq j. Let y∈W1y\in W_1 and r0=yr_0=y. Since rj−1∈Wj⊂T(Vj)¯r_{j-1}\in W_j\subset\overline{T(V_j)}, select vj∈Vjv_j\in V_j with rj=rj−1−Tvj∈Wj+1r_j=r_{j-1}-Tv_j\in W_{j+1}. This is possible because rj−1−Wj+1r_{j-1}-W_{j+1} is an open neighborhood of rj−1r_{j-1}. For every fixed ii, the tails of ∑jvj\sum_jv_j are Cauchy in pip_i: after j≥ij\geq i, their seminorms are bounded by the tails of ∑j2−j\sum_j2^{-j}. Completeness gives an actual sum v∈Ev\in E. For i∈Ji\in J, continuity of pip_i and the retained bounds give pi(v)≤∑j≥1pi(vj)≤ai∑j≥12−j−1=ai/2<ai,y−T∑j=1Nvj=rN→0 in every qi.(BF12) p_i(v)\leq\sum_{j\geq1}p_i(v_j) \leq a_i\sum_{j\geq1}2^{-j-1} =a_i/2<a_i, \qquad y-T\sum_{j=1}^Nv_j=r_N\longrightarrow0 \text{ in every }q_i. \tag{BF12} Thus v∈Uv\in U and continuity gives Tv=yTv=y. Hence W1⊂T(U)W_1\subset T(U). Translating this conclusion proves that TT is open on every open subset of EE. A continuous bijective linear map between Fréchet spaces consequently has a continuous inverse. The proof requires no countability of a basis of vectors and no normability; the countable seminorms and completeness are used exactly in the correction series. It makes no assertion about a linear right inverse for a noninjective map.

14.5. The closed graph and its exact estimate

Let L:E→FL:E\to F be an everywhere-defined linear map between Fréchet spaces, and suppose its graph G={(x,Lx):x∈E}G=\{(x,Lx):x\in E\} is closed in E×FE\times F. By Section 14.1 the product is Fréchet and its closed subspace GG is Fréchet. Projection πE:G→E\pi_E:G\to E is continuous, linear and bijective. Section 14.4 makes its inverse continuous. Projection πF:G→F\pi_F:G\to F is continuous, so L=πFπE−1L=\pi_F\pi_E^{-1} is continuous. This proves the closed graph theorem for both Fréchet spaces and in particular for a Banach domain.

If EE is Banach, each target seminorm has an explicit form of bound: continuity gives ri>0r_i>0 such that qi(Lx)<1q_i(Lx)<1 whenever ∥x∥<ri\|x\|<r_i. For nonzero xx apply that bound to rix/(2∥x∥)r_i x/(2\|x\|); for zero use linearity. Thus qi(Lx)≤(2/ri)∥x∥(x∈E).(BF13) q_i(Lx)\leq(2/r_i)\|x\|\quad(x\in E). \tag{BF13} There is a possibly different rir_i for every target seminorm. A bounded operator into one chosen smooth norm alone does not replace these bounds for all derivative orders.

Editorial consequence for the original closed-graph radius. Keep the original Banach domain, target seminorm qiq_i and ri>0r_i>0 from (BF13). For x≠0x\ne0 and 0<θ<10<\theta<1, the actual vector θrix/∥x∥\theta r_i x/\|x\| has norm less than rir_i. The same continuity estimate gives qi(Lx)<∥x∥/(θri)q_i(Lx)<\|x\|/(\theta r_i). Let θ↑1\theta\uparrow1; at zero use linearity. Thus qi(Lx)≤1ri∥x∥(x∈E).(BE8) q_i(Lx)\leq\frac{1}{r_i}\|x\|\quad(x\in E). \tag{BE8} This strengthens the original 2/ri2/r_i bound while keeping each actual rir_i, the domain norm and every target seminorm. In the distributional graph application below, it improves the same radius-based bounds after that graph is proved closed; it adds no smoothness hypothesis. No novelty is claimed.

14.6. The distributional graph used for a smooth kernel

Here is the exact Banach space in the geometric application. Fix compact sets K⊂int⁡L⊂ΩK\subset\operatorname{int}L\subset\Omega and an integer N≥0N\geq0. Start with smooth germs on a neighborhood of LL, and use ∥f∥N,L=max|α|≤Nsupx∈L|∂αf(x)|.(BF14) \|f\|_{N,L}=\max_{|\alpha|\leq N}\sup_{x\in L} |\partial^\alpha f(x)|. \tag{BF14} If distinct germs have zero distance, first identify them; their derivatives of order at most NN then agree on LL. Its completion XN,LX_{N,L} is Banach by the Cauchy-sequence construction: identify two norm-Cauchy sequences when their difference tends to zero, use limits of their norms for the completion norm, and approximate the jj-th member of a Cauchy sequence of classes by an original vector within 2−j2^{-j} to obtain a Cauchy representative and its class limit. Section 3 makes its scalar dual XN,L′X_{N,L}' Banach.

In that dual take the subspace of functionals annihilating every original smooth germ that vanishes on a neighborhood of KK. It is closed, since each annihilation condition is the kernel of evaluation at a fixed vector. Call it EK,N′E'_{K,N}, with the inherited dual norm. It is therefore Banach. A member defines a distribution by restricting test functions to LL; (BF14) bounds its value and proves continuity on each compact-support test space. Its support lies in KK by the annihilation conditions. Conversely, a distribution supported in KK and satisfying |u(f)|≤C∥f∥N,L|u(f)|\leq C\|f\|_{N,L} on test functions acts on a germ by multiplying it by a fixed smooth cutoff η\eta equal to one near KK and supported in int⁡L\operatorname{int}L. The support condition makes this independent of cutoff and of the extension of the germ. The full product rule gives ∥ηf∥N,L≤max|α|≤N∑β≤α(αβ)supL|∂βη|supL|∂α−βf|≤Cη,N∥f∥N,L,Cη,N=max|α|≤N∑β≤α(αβ)supL|∂βη|.(BF15) \|\eta f\|_{N,L} \leq\max_{|\alpha|\leq N}\sum_{\beta\leq\alpha} \binom{\alpha}{\beta} \sup_L|\partial^\beta\eta|\, \sup_L|\partial^{\alpha-\beta}f| \leq C_{\eta,N}\|f\|_{N,L},\qquad C_{\eta,N}=\max_{|\alpha|\leq N}\sum_{\beta\leq\alpha} \binom{\alpha}{\beta}\sup_L|\partial^\beta\eta|. \tag{BF15} Thus the functional has bound CCη,NCC_{\eta,N} and extends uniquely to XN,LX_{N,L}. The constructions are inverse: a germ and η\eta times that germ agree near KK, so every member of the annihilator assigns them the same value. Such a cutoff is the explicit finite-calculus entry input. Convergence in the Banach dual norm implies strong distributional convergence. Indeed f↦∥f∥N,Lf\mapsto\|f\|_{N,L} is a continuous seminorm on the test space: its restriction to each fixed-support smooth space is continuous by its defining seminorms, and the stated inductive-limit topology gives this continuity on all test functions. Every bounded test family ℬ\mathcal B therefore has finite sup⁡f∈ℬ∥f∥N,L\sup_{f\in\mathcal B}\|f\|_{N,L}. The pairing bound supf∈ℬ|(ul−u)(f)|≤∥ul−u∥XN,L′supf∈ℬ∥f∥N,L→0(BF16) \sup_{f\in\mathcal B}|(u_l-u)(f)| \leq\|u_l-u\|_{X_{N,L}'} \sup_{f\in\mathcal B}\|f\|_{N,L}\longrightarrow0 \tag{BF16} is exactly the strong dual convergence condition. In particular it gives convergence on every fixed test function.

Suppose the localized operator AA is continuous into distributions and sends every member of this EK,N′E'_{K,N} to a smooth function on an open output set VV. If ul→uu_l\to u in its dual norm and Aul→gAu_l\to g in C∞(V)C^\infty(V), then the first convergence and distributional continuity give Aul→AuAu_l\to Au in distributions, while local uniform convergence gives Aul→gAu_l\to g in distributions. Indeed the latter pairing error is bounded by the local supremum error times the integral of the absolute value of the compact test function. Scalar test pairings separate distributions, so Au=gAu=g. This proves sequential closedness of the graph. The product has a metric by (BF2); a point in the closure is the limit of graph points chosen within 1/l1/l, so the graph is closed. Sections 14.2 and 14.5 now give continuity into every smooth seminorm, with the bounds (BF13).

For y∈int⁡Ky\in\operatorname{int}K, evaluation δy\delta_y belongs to EK,N′E'_{K,N}. More generally f↦∂αf(y)f\mapsto\partial^\alpha f(y) has dual norm at most one when |α|≤N|\alpha|\leq N. For |α|≤r|\alpha|\leq r and N≥r+1N\geq r+1, its difference between nearby points is bounded, on the unit ball of (BF14), by n|h|\sqrt n\,|h|, using a segment inside KK and the derivatives of order |α|+1|\alpha|+1. For |α|≤r−1|\alpha|\leq r-1, first-order Taylor remainder on this same ball is bounded by n|h|2/2n|h|^2/2, using the derivatives of order |α|+2|\alpha|+2. Thus the derivatives in the Banach dual norm exist and equal these evaluation functionals, and the derivatives of order rr are norm continuous. This proves y↦δyy\mapsto\delta_y is CrC^r with the original requirement N≥r+1N\geq r+1. Composing with the continuous A:EK,N′→C∞(V)A:E'_{K,N}\to C^\infty(V) gives all the mixed input and output derivatives of (Aδy)(x)(A\delta_y)(x) asserted in the geometric lesson. The derivative evaluation on VV is jointly continuous on compact output subsets, by the corresponding next-derivative seminorm. This argument closes the functional-analysis step, while the scalar distribution kernel theorem and the operator’s distributional continuity remain their separately stated analytic inputs.

The kernel identification needs only a concrete Banach-valued Riemann integral. Take N≥1N\geq1, as is already required for the continuous r=0r=0 evaluation map above. Let ff be a smooth test function supported in int⁡K\operatorname{int}K, and extend the map y↦f(y)δyy\mapsto f(y)\delta_y by zero outside that interior. It is norm continuous: on the support use the preceding evaluation estimate, and off the support use the zero neighborhood and the bound ∥δy∥≤1\|\delta_y\|\leq1. Choose a closed coordinate box QQ containing its support in its interior. For a partition into finitely many boxes QaQ_a, with tags ya∈Qay_a\in Q_a, put S𝒫=∑a|Qa|f(ya)δya,∥S𝒫−Sℛ∥XN,L′≤|Q|ω(mesh⁡𝒫)(ℛ refines 𝒫).(BF17) S_{\mathcal P}=\sum_a |Q_a|f(y_a)\delta_{y_a}, \qquad \|S_{\mathcal P}-S_{\mathcal R}\|_{X_{N,L}'} \leq |Q|\,\omega(\operatorname{mesh}\mathcal P) \quad(\mathcal R\text{ refines }\mathcal P). \tag{BF17} Zero terms are interpreted as the zero vector even if their tags lie outside KK. Here ω(t)\omega(t) is the supremum of the norm difference of this continuous map at points of QQ within distance tt. Compactness gives uniform continuity, hence ω(t)→0\omega(t)\to0; for example a failure would give two sequences at distance tending to zero and a common convergent subsequence, contradicting continuity. The displayed bound follows by grouping the refined boxes inside each original box, retaining their volumes, and applying the triangle inequality. Two partitions have a common refinement, so their sum difference is at most |Q||Q| times the sum of their two moduli. A sequence of partitions with mesh tending to zero is therefore Cauchy and has a limit in the actual Banach space EK,N′E'_{K,N}. Evaluation against any smooth test ψ\psi gives the scalar Riemann integral ∫f(y)ψ(y)dy\int f(y)\psi(y)\,dy, so the limit is exactly the distribution defined by ff. Continuous AA sends these sums to a limit in every output smooth seminorm; evaluation at xx consequently gives (Af)(x)=∫f(y)(Aδy)(x)dy.(BF18) (Af)(x)=\int f(y)(A\delta_y)(x)\,dy. \tag{BF18} The same argument applies after each output derivative. Since the mixed derivatives of (Aδy)(x)(A\delta_y)(x) were proved above, this is the smooth kernel on the selected input interior and output neighborhood. Arbitrary compact input tests can be covered by finitely many such interiors and localized by the stated smooth-cutoff input. This proves the integral interchange needed in that application without assuming a general vector-valued integration theorem.

14.7. Extending a functional with its original seminorm bound

The totally characteristic calculus uses two functional-analytic bridges: extension of a functional dominated by an actual seminorm, and completeness of a quotient by a closed subspace of a Fréchet space. Section5 already proves norm-preserving real and complex Hahn–Banach, while Section14.1 constructs the complete metric from the given seminorms. The following arguments supply their full required versions without an external proof.

First let pp be the given seminorm on a complex vector space XX, M⊂XM\subset X a linear subspace, and f:M→ℂf:M\to\mathbb C complex-linear with |f(x)|≤p(x)|f(x)|\leq p(x) on MM. Keep the actual null space and quotient map K={x∈X:p(x)=0},π:X→X/K.(FQ1) K=\{x\in X:p(x)=0\},\qquad \pi:X\longrightarrow X/K. \tag{FQ1} The triangle inequality and absolute homogeneity make KK a complex subspace. If k∈Kk\in K, both inequalities p(x+k)≤p(x)+p(k)p(x+k)\leq p(x)+p(k) and p(x)≤p(x+k)+p(−k)p(x)\leq p(x+k)+p(-k) prove p(x+k)=p(x)p(x+k)=p(x). Therefore ∥πx∥p=p(x)(FQ2) \|\pi x\|_p=p(x) \tag{FQ2} is a well-defined norm on the actual quotient, with no completeness assumption. Since ff vanishes on M∩KM\cap K, the rule f0(πm)=f(m)f_0(\pi m)=f(m) is well-defined on πM\pi M, complex-linear and bounded by this norm. Section5 extends it to a complex-linear F0:X/K→ℂF_0:X/K\to\mathbb C with norm at most one. Then Λ=F0π,Λ|M=f,|Λ(x)|≤∥πx∥p=p(x)(x∈X).(FQ3) \Lambda=F_0\pi,\qquad \Lambda|_M=f,\qquad |\Lambda(x)|\leq \|\pi x\|_p=p(x) \quad(x\in X). \tag{FQ3} This is the full original seminorm bound, retaining its exact constant one and its original null directions. If p=0p=0, both ff and its zero extension vanish; the same zero-dimensional quotient construction applies. If M=0M=0 or M=XM=X, the construction still gives the stated extension.

14.8. Complete quotients with every original seminorm

Now let EE be a real or complex Fréchet space with the original countable separating seminorms pjp_j, j≥1j\geq1, and actual complete translation-invariant metric dE(x,y)=∑j=1∞2−jmin⁡{1,pj(x−y)}.(FQ4) d_E(x,y)=\sum_{j=1}^\infty 2^{-j}\min\{1,p_j(x-y)\}. \tag{FQ4} Let N⊂EN\subset E be a closed linear subspace and q:E→E/Nq:E\to E/N the original quotient map. Put Pj(x)=max1≤i≤jpi(x),P‾j(qx)=infn∈NPj(x+n),dN(qx,qy)=infn∈NdE(x−y+n,0).(FQ5) P_j(x)=\max_{1\leq i\leq j}p_i(x),\qquad \bar P_j(qx)=\inf_{n\in N}P_j(x+n),\qquad d_N(qx,qy)=\inf_{n\in N}d_E(x-y+n,0). \tag{FQ5} Each infimum is over a nonempty set and is finite, since n=0n=0 is allowed. A change of representative translates NN bijectively, so both quantities are well-defined. The full family pip_i remains visible in PjP_j; it has not been replaced by one norm.

Each P‾j\bar P_j is a seminorm. Absolute homogeneity for a nonzero scalar follows from the bijection n↦ann\mapsto an of NN; at scalar zero the value is zero. For the triangle inequality choose n1,n2n_1,n_2 within an arbitrary ε>0\varepsilon>0 of the two infima, use n1+n2∈Nn_1+n_2\in N and the triangle inequality for PjP_j, then let ε\varepsilon decrease to zero. The same proof with the translation-invariant metric dEd_E gives symmetry and the triangle inequality for dNd_N. If dN(qx,qy)=0d_N(qx,qy)=0, there are nr∈Nn_r\in N with x−y+nr→0x-y+n_r\to0 in EE. Thus nr→y−xn_r\to y-x, and closedness gives y−x∈Ny-x\in N. Hence qx=qyqx=qy, proving that dNd_N is a metric.

The exact balls satisfy, for each ε>0\varepsilon>0, BdN(qx,ε)=q(BdE(x,ε)),{z:P‾j(z)<ε}=q({x:Pj(x)<ε}).(FQ6) B_{d_N}(qx,\varepsilon)=q(B_{d_E}(x,\varepsilon)),\qquad \{z:\bar P_j(z)<\varepsilon\} =q(\{x:P_j(x)<\varepsilon\}). \tag{FQ6} The forward directions choose an element within the strict infimum bound; the reverse directions use that same representative in the infimum. Images of open sets are open in the quotient topology: q−1q(U)=U+N=⋃n∈N(U+n)q^{-1}q(U)=U+N=\bigcup_{n\in N}(U+n) is open. Thus FQ6 proves that dNd_N gives exactly the quotient topology. The increasing PjP_j also give the original topology of EE: every finite intersection of original seminorm balls contains a PjP_j-ball with the minimum of its finitely many tolerances, while a PjP_j-ball is their finite intersection with a common tolerance. FQ6 consequently proves that the increasing P‾j\bar P_j give the same quotient topology. They separate points, since if all vanish, the coset has a representative arbitrarily close to zero in every basic original neighborhood and hence lies in the metric closure of the zero coset; the quotient metric is Hausdorff.

We prove completeness of the actual dNd_N, rather than assume that a quotient of a complete metric is automatically complete. Let (zr)(z_r) be dNd_N-Cauchy. Choose increasing indices rjr_j so that dN(zr,zs)<2−j−2(r,s≥rj).(FQ7) d_N(z_r,z_s)<2^{-j-2}\qquad(r,s\geq r_j). \tag{FQ7} Choose a representative x1x_1 of zr1z_{r_1}. Given xjx_j, choose any representative yy of zrj+1z_{r_{j+1}}. FQ5 and FQ7 give n∈Nn\in N such that xj+1=y+n,qxj+1=zrj+1,dE(xj+1,xj)<2−j−1.(FQ8) x_{j+1}=y+n,\qquad qx_{j+1}=z_{r_{j+1}},\qquad d_E(x_{j+1},x_j)<2^{-j-1}. \tag{FQ8} The latter bound is larger than the infimum by a positive margin, so such a choice is possible. For every k>jk>j the triangle inequality retains all increments: dE(xk,xj)≤∑ν=jk−1dE(xν+1,xν)<∑ν=jk−12−ν−1<2−j.(FQ9) d_E(x_k,x_j)\leq \sum_{\nu=j}^{k-1}d_E(x_{\nu+1},x_\nu) <\sum_{\nu=j}^{k-1}2^{-\nu-1}<2^{-j}. \tag{FQ9} Thus the representatives form an EE-Cauchy sequence. Its original completeness gives xj→x∈Ex_j\to x\in E. Since dN(qxj,qx)≤dE(xj,x)d_N(qx_j,qx)\leq d_E(x_j,x), the subsequence zrjz_{r_j} converges to qxqx. The Cauchy condition and the triangle inequality then give convergence of the full original sequence: given ε>0\varepsilon>0, choose a tail on which its mutual distances are less than ε/2\varepsilon/2, and a subsequence member there with distance to qxqx less than ε/2\varepsilon/2.

The quotient seminorm metric required by the definition of a Fréchet space is dQ(z,w)=∑j=1∞2−jmin⁡{1,P‾j(z−w)}.(FQ10) d_Q(z,w)=\sum_{j=1}^\infty2^{-j} \min\{1,\bar P_j(z-w)\}. \tag{FQ10} Section14.1 proves that it gives the topology of the separating countable seminorm family. It is complete as well. Indeed FQ6 shows that dQd_Q and dNd_N have exactly the same neighborhoods at zero. Both are translation-invariant, so for each radius in either metric there is a zero-centered ball of the other metric inside it. Applying that containment to every difference zr−zsz_r-z_s transfers the Cauchy condition in both directions; applying it to zr−zz_r-z transfers convergence. The completeness just proved for dNd_N therefore proves completeness for dQd_Q.

The quotient is locally convex, Hausdorff, metrizable and complete with exactly its original quotient topology, so E/NE/N is Fréchet. The map qq is linear, continuous and open, and its kernel is precisely NN. All quotient seminorms, representatives and completion increments have been supplied explicitly. This includes N=0N=0, N=EN=E and the zero space. The closedness of NN is used exactly at the metric’s nondegeneracy step; no assertion about a nonclosed quotient is inferred.

15. Integration, approximation and weak derivatives

The elliptic estimates use more than an abstract Banach-space argument: they need the original Lebesgue norms, convolution bounds and weak derivatives. We give those proofs here. The starting measure is the completed, countably additive Lebesgue measure on the original Euclidean coordinates, characterized on coordinate boxes by their full volume product and by its outer-measure coverings. The nonnegative integral is the supremum of integrals of nonnegative measurable simple functions below the integrand. These are the measure-construction inputs. The convergence, product-integration, norm and approximation results below are consequences, rather than additional assumptions. No polar-coordinate formula is used in these proofs.

15.0. Constructing the measure without importing a convergence theorem

We now construct the measure input used in Section 15.1. Fix the original coordinates on ℝn\mathbb R^n, n≥1n\geq1. The covering boxes are bounded half-open coordinate boxes B=∏i=1n(ai,bi]B=\prod_{i=1}^n(a_i,b_i], ai<bia_i<b_i, with original geometric volume v(B)=∏i=1n(bi−ai)v(B)=\prod_{i=1}^n(b_i-a_i). The empty box has volume zero. For every subset E⊂ℝnE\subset\mathbb R^n, put μ*(E)=inf⁡{∑j=1∞∏i=1n(bji−aji):E⊂⋃j=1∞∏i=1n(aji,bji]}.(LM1) \mu^*(E)=\inf\left\{\sum_{j=1}^\infty \prod_{i=1}^n(b_{ji}-a_{ji}): E\subset\bigcup_{j=1}^\infty \prod_{i=1}^n(a_{ji},b_{ji}]\right\}. \tag{LM1} Finite covers are allowed by appending empty boxes. The empty cover gives μ*(⌀)=0\mu^*(\varnothing)=0. Every set has a cover, since a countable collection of bounded coordinate boxes covers the whole original space. Enlarging a set only reduces the choices of covers, so μ*\mu^* is monotone. For a countable collection EkE_k, if ∑kμ*(Ek)\sum_k\mu^*(E_k) is finite, choose a cover of EkE_k with cost below μ*(Ek)+ε2−k\mu^*(E_k)+\varepsilon2^{-k}, for k≥1k\geq1. Concatenating these original covers proves μ*(⋃kEk)≤∑kμ*(Ek)+ε\mu^*(\bigcup_kE_k)\leq\sum_k\mu^*(E_k)+\varepsilon. Let ε↓0\varepsilon\downarrow0. If that sum is infinite, the inequality already holds. Thus μ*(⋃kEk)≤∑kμ*(Ek).(LM2) \mu^*\left(\bigcup_k E_k\right) \leq\sum_k\mu^*(E_k). \tag{LM2} This proof uses only countable sums of nonnegative real numbers, not an integral or a convergence theorem for one.

The box volume in (LM1) is exact. One box covering itself gives μ*(B)≤v(B)\mu^*(B)\leq v(B). To prove the reverse inequality, take any countable box cover. If its cost is infinite there is nothing to show. Otherwise enlarge each covering box to an open box with added geometric volume less than ε2−j\varepsilon2^{-j}. This is possible by continuity of its full finite product in its endpoints. For 0<δ<12min⁡i(bi−ai)0<\delta<\frac12\min_i(b_i-a_i), the closed coordinate box Cδ=∏i[ai+δ,bi−δ]C_\delta=\prod_i[a_i+\delta,b_i-\delta] lies in the original BB and has a finite subcover by these enlarged open boxes. The finite-subcover fact has a direct proof here. If a closed box had no finite subcover by an open cover, bisect all its original coordinate intervals. At least one of its 2n2^n closed subboxes still has no finite subcover, because otherwise the union of the finite subcovers would cover the original box. Repeat inside that chosen subbox. Real completeness gives a point in all the resulting nested boxes: each coordinate’s increasing lower and decreasing upper endpoints have the same limit, since their difference is its original side length times 2−k2^{-k}. The diameter at step kk is the full (∑i2−2k(bi−ai−2δ)2)1/2(\sum_i 2^{-2k}(b_i-a_i-2\delta)^2)^{1/2}, which tends to zero. One covering open set contains the limiting point and a small ball about it. Eventually the entire chosen box lies in that one set, contradicting its lack of a finite subcover. This proves exactly the compactness needed for CδC_\delta.

For a finite family of open boxes covering CδC_\delta, include every covering endpoint and every endpoint of CδC_\delta in a finite coordinate grid, inside a bounded box containing them all. The product distributive law writes the full volume of each box as the sum of the grid-cell products contained in it. On the interior of each grid cell, membership in a covering open box is constant, because all its boundary coordinates are grid endpoints. Every grid cell inside CδC_\delta is therefore contained, in its interior, in at least one covering box. Summing the full products, with their actual multiplicities, gives ∏i=1n(bi−ai−2δ)≤∑jinthefinitesubcoverv(Bjenlarged)≤∑j=1∞v(Bj)+ε.(LM3) \prod_{i=1}^n(b_i-a_i-2\delta) \leq\sum_{j\ {\rm in\ the\ finite\ subcover}} v(B_j^{\rm enlarged}) \leq\sum_{j=1}^\infty v(B_j)+\varepsilon . \tag{LM3} Grid faces have a zero side length in this geometric calculation; no assertion about an already constructed measure is being used. First let ε↓0\varepsilon\downarrow0, then δ↓0\delta\downarrow0. Every covering cost is at least the original full v(B)v(B). Taking its infimum proves μ*(B)=∏i(bi−ai)\mu^*(B)=\prod_i(b_i-a_i).

Define the measurable sets by the exact splitting condition ℳ={A:μ*(E)=μ*(E∩A)+μ*(E\A)for every subset E}.(LM4) \mathcal M=\left\{A:\ \mu^*(E)=\mu^*(E\cap A)+\mu^*(E\setminus A) \quad\hbox{for every subset }E\right\}. \tag{LM4} The reverse inequality to this equality always holds by (LM2), so only its other direction needs proof. Complements preserve (LM4). If A,B∈ℳA,B\in\mathcal M, split first at AA and then split both pieces at BB. The resulting four original pieces have sum of outer measures μ*(E)\mu^*(E). The three pieces outside A∩BA\cap B cover its complement in EE; (LM2) therefore proves the required inequality for A∩BA\cap B. Thus finite intersections and finite unions preserve measurability.

For disjoint measurable AkA_k, repeated finite splitting gives, for every positive integer NN, μ*(E)≥∑k=1Nμ*(E∩Ak)+μ*(E\⋃k=1∞Ak).(LM5) \mu^*(E)\geq\sum_{k=1}^N\mu^*(E\cap A_k) +\mu^*\left(E\setminus\bigcup_{k=1}^\infty A_k\right). \tag{LM5} Let N→∞N\to\infty. The full sum bounds μ*(E∩⋃kAk)\mu^*(E\cap\bigcup_k A_k) from below by (LM2), proving (LM4) for their union. For an arbitrary countable union of measurable sets, replace its kk-th set by its difference from the preceding finite union; finite intersections and complements have already proved these disjoint differences measurable. Their union is the original union, so ℳ\mathcal M is a sigma-algebra. Taking E=⋃kAkE=\bigcup_k A_k in (LM5) and using (LM2) proves countable additivity of μ=μ*|ℳ\mu=\mu^*|_{\mathcal M}. No subtraction of two infinite numbers occurs.

Every covering box QQ is in ℳ\mathcal M. Indeed, subdivide any covering box BjB_j at all coordinate endpoints of QQ. The half-open grid pieces partition BjB_j exactly. Each is either inside QQ or outside it, and the sum of their full volume products is v(Bj)v(B_j), by the distributive law. The inside pieces cover E∩QE\cap Q, and the outside pieces cover E\QE\setminus Q, for any original cover of EE. Thus each covering cost is at least μ*(E∩Q)+μ*(E\Q)\mu^*(E\cap Q)+\mu^*(E\setminus Q). Taking its infimum proves (LM4). These boxes generate the Borel sigma-algebra: every open set is a countable union of coordinate boxes with rational endpoints whose closures are contained in it, since each of its points has an interior ball and rational endpoints can be chosen on both sides of each original coordinate. Hence every Borel set is measurable, with the exact box volumes proved in (LM3).

Every subset of an outer-measure-zero set is also measurable. For such a subset SS, μ*(E∩S)=0\mu^*(E\cap S)=0, and (LM2) and monotonicity give μ*(E)=μ*(E\S)\mu^*(E)=\mu^*(E\setminus S). This is (LM4), with its first term zero. Therefore μ\mu is complete. A coordinate hyperplane has outer measure zero: its bounded part with other coordinates in [−R,R][-R,R] is covered by one box of thickness 2δ2\delta in its fixed coordinate and side lengths 2R+2δ2R+2\delta in the others. Its full cost is (2δ)(2R+2δ)n−1→0.(LM6) (2\delta)(2R+2\delta)^{n-1}\longrightarrow0. \tag{LM6} The whole hyperplane is a countable union of these bounded parts, so (LM2) applies. Consequently every open, closed or half-open choice of endpoints on a bounded coordinate box differs only by a measurable null subset of its faces and retains the full original volume.

The completion is exactly the completed Borel measure, rather than a larger unexplained collection. If E∈ℳE\in\mathcal M has finite measure, choose covers with costs tending to μ(E)\mu(E), enlarge their boxes to open boxes with additional total cost tending to zero, and denote their open unions by Ok⊃EO_k\supset E. Additivity gives μ(Ok\E)→0\mu(O_k\setminus E)\to0. Thus G=⋂kOkG=\bigcap_kO_k is Borel, contains EE, and μ(G\E)=0\mu(G\setminus E)=0. Every measurable null set HH has a Borel null superset: make the same open-cover construction with total cost below 2−k2^{-k}, and intersect the resulting open sets. Apply this to H=G\EH=G\setminus E. It follows that EE differs from a Borel set by a subset of a Borel null set. For infinite μ(E)\mu(E), apply the finite construction to E∩QkE\cap Q_k, where bounded coordinate boxes QkQ_k increase to the whole original space. Each has finite measure by (LM3). The countable union of the resulting Borel supersets is a Borel superset of EE, and its difference from EE lies in the countable union of the Borel null supersets just constructed. This again has measure zero. Conversely, completeness has already shown that every Borel set changed on a subset of a Borel null set belongs to ℳ\mathcal M.

Finally, this construction is the unique completed Borel measure with the stated coordinate-box volumes. On a bounded coordinate box QQ, suppose two finite Borel measures have these volumes. The sets on which they agree form a Dynkin class: agreement holds on QQ, relative complements subtract from its finite original volume, and disjoint countable unions use countable additivity. The coordinate rectangles form an intersection-closed generating class. The independent Dynkin-class argument in Section 16.2, which uses only these set operations, makes agreement extend to all Borel subsets of QQ. Exhausting by bounded QkQ_k and writing their increasing union as successive disjoint differences proves agreement on all Borel sets. Both completions contain exactly the same Borel null sets and all their subsets, as proved above; their completed measures therefore agree as well. Thus (LM1)–(LM6) construct precisely the countably additive completed Lebesgue measure used in (LP1)–(LP19), with its actual original coordinates, full products, face contributions and outer-measure covers.

15.1. Convergence, product integration and the full linear Jacobian

Countable additivity gives continuity of measure on increasing sets: write their union as the disjoint union of the first set and successive differences. For 0≤fj↑f0\leq f_j\uparrow f, the definition of the nonnegative integral first gives lim⁡j∫fj≤∫f\lim_j\int f_j\leq\int f. If aa is a nonnegative simple function below ff and 0<t<10<t<1, the sets Ej={fj≥ta}E_j=\{f_j\geq ta\} increase to a set containing {a>0}\{a>0\}. Integrating the finitely many values of aa and using measure continuity gives ∫a1Ej↑∫a\int a1_{E_j}\uparrow\int a, including infinite values. Thus ∫fj≥t∫a1Ej\int f_j\geq t\int a1_{E_j}. First let jj tend to infinity, then tt tend to one, and then take the supremum over aa. This proves 0≤fj↑f⇒∫fj↑∫f.(LP1) 0\leq f_j\uparrow f\quad\Longrightarrow\quad \int f_j\uparrow\int f. \tag{LP1} The zero values of aa cause no problem, and no finiteness of the ambient measure is needed. Every nonnegative measurable ff has increasing simple approximations: truncate at 2j2^j and round down to multiples of 2−j2^{-j}. These approximations increase and tend to ff, with infinite values treated by the same truncation. Additivity for nonnegative simple functions follows by taking their common finite measurable partition and adding the coefficient of each part. Apply (LP1) to increasing simple approximations of ff, of gg, and to their sums, which increase to f+gf+g. This proves ∫(f+g)=∫f+∫g\int(f+g)=\int f+\int g, including infinite values; positive scalar multiplication follows by the same argument. Decomposition into the positive and negative parts of real and imaginary components then gives linearity on absolutely integrable complex functions, where each of those component integrals is finite.

For arbitrary nonnegative fjf_j, apply (LP1) to gm=inf⁡j≥mfjg_m=\inf_{j\geq m}f_j. Since ∫gm≤inf⁡j≥m∫fj\int g_m\leq\inf_{j\geq m}\int f_j, this proves Fatou’s bound ∫liminf⁡fj≤liminf⁡∫fj\int\liminf f_j\leq\liminf\int f_j. If complex measurable fj→ff_j\to f almost everywhere and |fj|≤g|f_j|\leq g with ∫g<∞\int g<\infty, then |f|≤g|f|\leq g almost everywhere. Fatou applied to 2g−|fj−f|2g-|f_j-f| gives ∫|fj−f|→0,∫fj→∫f.(LP2) \int|f_j-f|\longrightarrow0,\qquad \int f_j\longrightarrow\int f. \tag{LP2} Indeed its lower bound is 2∫g2\int g, so the upper limit of the subtracted nonnegative integral is zero. Values on the original null exceptional set can be set to zero for this calculation; integrals and equivalence classes remain unchanged.

Here is product integration with its actual measurability requirement. In a fixed finite coordinate box Q=Qx×QyQ=Q_x\times Q_y, let 𝒞\mathcal C consist of the Borel sets E⊂QE\subset Q whose sections ExE_x are measurable, whose section measure is a measurable function of xx, and which satisfy |E|=∫Qx|Ex|dx.(LP3) |E|=\int_{Q_x}|E_x|\,dx. \tag{LP3} Coordinate rectangles belong to 𝒞\mathcal C, by the full box-volume formula. The whole box belongs. Relative complementation preserves membership because every section measure is at most the finite |Qy||Q_y|, so both sides subtract from |Qx||Qy||Q_x||Q_y|. Disjoint countable unions preserve membership by countable additivity and (LP1), which also proves measurability of the sum of the section measures. Thus 𝒞\mathcal C is a Dynkin class containing the rectangles.

For completeness, the needed class argument is finite and exact. Let ℒ\mathcal L be the smallest Dynkin class containing the rectangles. A Dynkin class is closed under differences of nested members: if A⊂BA\subset B, use the disjoint union A∪(Q\B)A\cup(Q\setminus B) and complement. For a rectangle AA, the sets BB for which A∩B∈ℒA\cap B\in\mathcal L form a Dynkin class and contain the rectangles, since intersections of rectangles are rectangles or empty. Hence they contain ℒ\mathcal L. Fixing now any B∈ℒB\in\mathcal L and making the same argument in AA shows that ℒ\mathcal L is closed under all finite intersections. Complements give finite unions. Disjointifying a countable union by subtracting its finitely many preceding members then shows closure under countable unions. Therefore ℒ\mathcal L is a sigma-algebra containing the rectangles, which generate the Borel sets of QQ. This proves (LP3) for every Borel set in the box.

Increasing simple approximation and (LP1) now prove nonnegative Tonelli on QQ. Exhausting both original spaces by expanding coordinate boxes proves it on ℝa×ℝb\mathbb R^a\times\mathbb R^b. A Lebesgue measurable set differs from a Borel set by a subset of a Borel null set. For that null set, (LP3) says that its sections are null outside a null set of xx’s. Completeness of the section measure makes every subset section measurable there. On the exceptional null set one may choose the value zero for the inner integral. Thus completed Lebesgue measurability gives the same iterated identity almost everywhere; it does not assert measurable sections at every exceptional point. Applying this argument to simple approximations proves the completed version for nonnegative functions. Finally, apply it to |h||h| when ∫|h|<∞\int|h|<\infty, and to the positive and negative parts of the real and imaginary components. All these integrals are finite. We obtain the full identities ∫h(x,y)dxdy=∫(∫h(x,y)dy)dx=∫(∫h(x,y)dx)dy,(LP4) \int h(x,y)\,dx\,dy =\int\left(\int h(x,y)\,dy\right)dx =\int\left(\int h(x,y)\,dx\right)dy, \tag{LP4} for nonnegative hh, with possibly infinite integrals, and for absolutely integrable complex hh. Sections and inner integrals have their almost-everywhere meanings in the completed case.

Translations, coordinate reflections, coordinate permutations and positive diagonal scalings preserve the box identities, with the full product of the diagonal scale factors retained. The same Dynkin argument compares the two measures on Borel sets; completion extends it to Lebesgue sets because null sets remain null. A shear xi↦xi+cxjx_i\mapsto x_i+c x_j, i≠ji\ne j, preserves measure: all other coordinates are fixed, and each one-dimensional section is translated by the fixed section parameter cxjc x_j; (LP4) and one-dimensional translation give equality. Every invertible real matrix is a finite product of swaps, nonzero diagonal scalings and shears, by Gaussian elimination on its actual rows. Each shear has determinant one, a swap has determinant minus one, and a diagonal scaling retains its actual signed factor. Multiplying the absolute factors therefore proves ∫f(Cx+d)|det⁡C|dx=∫f(z)dz,C∈GL⁡(n,ℝ),d∈ℝn,(LP5) \int f(Cx+d)|\det C|\,dx=\int f(z)\,dz, \qquad C\in\operatorname{GL}(n,\mathbb R),\quad d\in\mathbb R^n, \tag{LP5} on the nonnegative and absolutely integrable domains. The transformations carry Borel null supersets to null supersets, so the completed measure and its exceptional sets are respected. This is a comparison of the original integrals with their complete Jacobian; no determinant is removed from the working formula.

15.2. Hölder, Minkowski and all Young endpoints

For 1<p<∞1<p<\infty, put p′=p/(p−1)p'=p/(p-1). The scalar inequality ab≤ap/p+bp′/p′ab\leq a^p/p+b^{p'}/p', a,b≥0a,b\geq0, follows by maximizing ab−ap/pab-a^p/p as a function of aa: its derivative is b−ap−1b-a^{p-1}, with maximum at a=b1/(p−1)a=b^{1/(p-1)}; the zero case follows directly. Apply it to |f|/∥f∥p|f|/\|f\|_p and |g|/∥g∥p′|g|/\|g\|_{p'} when both norms are nonzero and finite. The original functions and norms are retained, and multiplication restores both norm factors. If a norm is zero, its function vanishes almost everywhere and the conclusion follows directly. This proves ∫|fg|≤∥f∥p∥g∥p′,∫|fg|≤∥f∥1∥g∥∞.(LP6) \int|fg|\leq\|f\|_p\|g\|_{p'},\qquad \int|fg|\leq\|f\|_1\|g\|_\infty. \tag{LP6} The second inequality is the pointwise essential bound. It also covers its reversed ordering. The first inequality includes integral Cauchy–Schwarz at p=p′=2p=p'=2. Repeated application proves Hölder for any finite number of factors whose reciprocal exponents sum to one, including infinite exponents by their essential bounds.

For 1<p<∞1<p<\infty, the convexity of tpt^p gives |f+g|p≤2p−1(|f|p+|g|p)|f+g|^p\leq2^{p-1}(|f|^p+|g|^p), so the sum is integrable. Using |f+g|p≤(|f|+|g|)|f+g|p−1|f+g|^p\leq(|f|+|g|)|f+g|^{p-1} and (LP6) gives ∥f+g∥pp≤(∥f∥p+∥g∥p)∥f+g∥pp−1\|f+g\|_p^p\leq(\|f\|_p+\|g\|_p)\|f+g\|_p^{p-1}. Divide when that norm is positive; if it is zero the result is immediate. The integral triangle inequality gives the case p=1p=1, and the essential-supremum triangle inequality gives p=∞p=\infty. Thus every original LpL^p norm satisfies Minkowski.

Let 1≤p,q,r≤∞1\leq p,q,r\leq\infty satisfy 1+1/r=1/p+1/q1+1/r=1/p+1/q. Convolution uses the original density dydy. When r<∞r<\infty, the relation forces p,q<∞p,q<\infty and r≥p,qr\geq p,q. Split the absolute integrand into the three factors |f(y)g(x−y)|=(|f(y)|p/r|g(x−y)|q/r)|f(y)|1−p/r|g(x−y)|1−q/r.(LP7) |f(y)g(x-y)| =\bigl(|f(y)|^{p/r}|g(x-y)|^{q/r}\bigr) |f(y)|^{1-p/r}|g(x-y)|^{1-q/r}. \tag{LP7} If an exponent is zero, its factor is omitted; this convention also applies where its base vanishes. Hölder uses exponents rr, pr/(r−p)pr/(r-p) and qr/(r−q)qr/(r-q) for the retained factors. A factor with zero exponent requires no division by zero. Their reciprocal sum is 1/r+(1/p−1/r)+(1/q−1/r)=11/r+(1/p-1/r)+(1/q-1/r)=1. Hence, outside any exceptional set where the first integral is infinite, |f*g(x)|r≤(∫|f(y)|p|g(x−y)|qdy)∥f∥pr−p∥g∥qr−q.(LP8) |f*g(x)|^r \leq\left(\int|f(y)|^p|g(x-y)|^q\,dy\right) \|f\|_p^{r-p}\|g\|_q^{r-q}. \tag{LP8} Zero input norms give zero convolution. For positive norms, integrating (LP8), using (LP4) and the translation case of (LP5), shows that the first integral is finite for almost every xx, and proves ∥f*g∥r≤∥f∥p∥g∥q.(LP9) \|f*g\|_r\leq\|f\|_p\|g\|_q. \tag{LP9} If r=∞r=\infty, then 1/p+1/q=11/p+1/q=1, so (LP6) proves (LP9) directly for each defined section and its essential supremum. This includes p=1,q=∞p=1,q=\infty and p=∞,q=1p=\infty,q=1. For p=q=r=1p=q=r=1, (LP8) is simply the integrated triangle bound; the two omitted factors have exponent zero. These cases exhaust the displayed exponent relation, and no strong estimate with an invalid exponent is being asserted.

15.3. Completeness and compact smooth density

For 1≤p<∞1\leq p<\infty, let (fj)(f_j) be norm Cauchy. Choose a subsequence (fjk)(f_{j_k}) with ∥fjk+1−fjk∥p≤2−k\|f_{j_{k+1}}-f_{j_k}\|_p\leq2^{-k}. The increasing finite sums GM=|fj1|+∑k=1M|fjk+1−fjk|G_M=|f_{j_1}|+\sum_{k=1}^M|f_{j_{k+1}}-f_{j_k}| have norms at most ∥fj1∥p+∑k=1M2−k\|f_{j_1}\|_p+\sum_{k=1}^M2^{-k}, by Minkowski. Equation (LP1), applied to GMpG_M^p, proves that their pointwise limit GG is in LpL^p and finite almost everywhere. Thus the series of original differences converges absolutely almost everywhere, giving a measurable limit ff. The same argument for the tail gives ∥f−fjk∥p≤∑ν=k∞∥fjν+1−fjν∥p≤∑ν=k∞2−ν.(LP10) \|f-f_{j_k}\|_p \leq\sum_{\nu=k}^\infty\|f_{j_{\nu+1}}-f_{j_\nu}\|_p \leq\sum_{\nu=k}^\infty2^{-\nu}. \tag{LP10} One obtains the first bound by dominating the pointwise difference by that nonnegative tail and passing its finite partial sums through (LP1). The Cauchy property and the triangle inequality then give convergence of the entire sequence to ff. For p=∞p=\infty, use the same subsequence, remove the countable union of exceptional null sets for the initial essential bound and all difference bounds, and sum the uniformly convergent difference series on the complement. Its limit is essentially bounded and satisfies (LP10) in the essential-supremum norm. Again the full Cauchy sequence converges. These arguments use only measure additivity, (LP1) and the norm inequalities; they prove completeness on any measure space with these definitions, not only Euclidean Lebesgue space.

The smooth density assertion has a different domain: 1≤p<∞1\leq p<\infty on ℝn\mathbb R^n. First truncate the original ff by |x|≤R|x|\leq R and |f(x)|≤M|f(x)|\leq M. Dominated convergence applied to |f|p|f|^p proves convergence of these truncations as R,MR,M grow. On the resulting bounded support and bounded complex range, a finite square grid of mesh δ\delta gives a measurable simple function a=∑j=1Jcj1Eja=\sum_{j=1}^J c_j1_{E_j}, with |f−a|≤2δ|f-a|\leq\sqrt2\delta. Each EjE_j has finite measure, so the LpL^p error is at most 2δ\sqrt2\delta times the support measure to the power 1/p1/p.

For a measurable EE with finite measure, its outer-measure definition gives a countable coordinate-box cover with total volume less than |E|+ε|E|+\varepsilon. Enlarge its boxes to open boxes, choosing the extra volume of box jj less than ε2−j\varepsilon2^{-j}. Their open union OO contains EE and has |O\E|<2ε|O\setminus E|<2\varepsilon. The finite unions FJF_J of the first JJ boxes increase to OO. Since |O|<∞|O|<\infty, (LP1) gives |O\FJ|→0|O\setminus F_J|\to0. Therefore |E△FJ|≤|O\E|+|O\FJ||E\mathbin{\triangle} F_J|\leq|O\setminus E|+|O\setminus F_J|, proving approximation in measure by a finite union of bounded coordinate boxes.

Write one such union as F=⋃j=1J∏i=1n(aji,bji)F=\bigcup_{j=1}^J\prod_{i=1}^n(a_{ji},b_{ji}). For δ>0\delta>0 smaller than half every side length, choose one-dimensional smooth functions between zero and one, equal to one on [aji+δ,bji−δ][a_{ji}+\delta,b_{ji}-\delta] and supported in (aji−δ,bji+δ)(a_{ji}-\delta,b_{ji}+\delta). Their product is θj,δ\theta_{j,\delta}, and Θδ=1−∏j=1J(1−θj,δ)\Theta_\delta=1-\prod_{j=1}^J(1-\theta_{j,\delta}) is compact smooth, between zero and one. The difference from 1F1_F is supported in the union of the full box layers. Hence ∥Θδ−1F∥pp≤∑j=1J[∏i=1n(bji−aji+2δ)−∏i=1n(bji−aji−2δ)]→0.(LP11) \|\Theta_\delta-1_F\|_p^p \leq\sum_{j=1}^J\left[ \prod_{i=1}^n(b_{ji}-a_{ji}+2\delta) -\prod_{i=1}^n(b_{ji}-a_{ji}-2\delta)\right] \longrightarrow0. \tag{LP11} Coordinate faces have measure zero: cover a bounded face by a box with arbitrarily small thickness and use the full volume product; unbounded faces are countable unions of bounded ones. Thus open or closed endpoint choices do not alter this estimate. Combining the finite-union approximation with (LP11) proves compact smooth approximation of each original indicator 1Ej1_{E_j}. Minkowski gives the full coefficient bound ∥∑jcj(1Ej−Θj)∥p≤∑j|cj|∥1Ej−Θj∥p\|\sum_j c_j(1_{E_j}-\Theta_j)\|_p\leq\sum_j|c_j|\|1_{E_j}-\Theta_j\|_p. Keeping these finitely many coefficients and then taking the preceding truncation and grid errors to zero proves density of Cc∞C_c^\infty in LpL^p.

Translations τhf(x)=f(x−h)\tau_hf(x)=f(x-h) are isometries by (LP5). For a fixed compact smooth vv, all supports with |h|≤1|h|\leq1 lie in a fixed bounded coordinate box QQ. The fundamental theorem of calculus on the actual segment gives ∥τhv−v∥p≤|Q|1/p∑i=1n|hi|∥∂iv∥∞,1≤p<∞.(LP12) \|\tau_hv-v\|_p \leq |Q|^{1/p}\sum_{i=1}^n|h_i|\,\|\partial_i v\|_\infty, \qquad 1\leq p<\infty. \tag{LP12} The same supremum bound holds at p=∞p=\infty, without a volume factor. For general finite-pp ff, choose the compact smooth vv just proved dense. The triangle inequality gives ∥τhf−f∥p≤2∥f−v∥p+∥τhv−v∥p\|\tau_h f-f\|_p\leq2\|f-v\|_p+\|\tau_hv-v\|_p. First let h→0h\to0, then the approximation error tend to zero. This proves translation continuity for every finite pp. The general L∞L^\infty assertion would be false: 1[0,1]1_{[0,1]} and each translate with 0<|h|<10<|h|<1 differ by one on a set of positive measure. Their essential-supremum distance is one. The finite-pp density and continuity results have not been extended to that endpoint.

15.4. The original scaled approximate identity

Let r∈Cc∞(ℝn)r\in C_c^\infty(\mathbb R^n) have integral one; it may be signed or complex. Set rε(x)=ε−nr(x/ε)r_\varepsilon(x)=\varepsilon^{-n}r(x/\varepsilon), retaining its actual scale and density. The scalar change of variables gives ∥rε∥1=∥r∥1\|r_\varepsilon\|_1=\|r\|_1. For f∈Lpf\in L^p, Young’s bound proves ∥rε*f∥p≤∥r∥1∥f∥p\|r_\varepsilon*f\|_p\leq\|r\|_1\|f\|_p, including p=∞p=\infty. For finite pp, the full difference formula is (rε*f)(x)−f(x)=∫r(z)(f(x−εz)−f(x))dz.(LP13) (r_\varepsilon*f)(x)-f(x) =\int r(z)\bigl(f(x-\varepsilon z)-f(x)\bigr)\,dz. \tag{LP13} The original factor ε−n\varepsilon^{-n} and its Jacobian εn\varepsilon^n are both included in this substitution. Hölder for the weighted scalar integral, or its triangle inequality when p=1p=1, followed by Tonelli gives ∥rε*f−f∥pp≤∥r∥1p−1∫|r(z)|∥τεzf−f∥ppdz→0.(LP14) \|r_\varepsilon*f-f\|_p^p \leq\|r\|_1^{p-1}\int|r(z)| \|\tau_{\varepsilon z}f-f\|_p^p\,dz \longrightarrow0. \tag{LP14} The norm ∥r∥1\|r\|_1 is positive because its integral is one. To verify Hölder’s weighted bound for p>1p>1, write the integrand as |r|1/p(f(x−εz)−f(x))|r|^{1/p}(f(x-\varepsilon z)-f(x)) times a factor of modulus |r|1−1/p|r|^{1-1/p}; the zero values of rr contribute zero. Translation continuity makes the inner norm tend to zero for each zz, and its bound (2∥f∥p)p(2\|f\|_p)^p is integrable against |r||r|. Equation (LP2) proves the stated limit, with the entire factor ∥r∥1p−1\|r\|_1^{p-1} retained.

The convolution is smooth even before the approximation limit. On a compact output neighborhood, the input variable in rε(x−y)r_\varepsilon(x-y) lies in one compact set. Hölder makes ff integrable on that set. Difference quotients of the kernel and all their subsequent derivatives converge uniformly there by the scalar fundamental theorem, with a common bound. Integration against this locally integrable ff therefore proves ∂xα(rε*f)(x)=∫∂xαrε(x−y)f(y)dy,∂αrε(x)=ε−n−|α|(∂αr)(x/ε).(LP15) \partial_x^\alpha(r_\varepsilon*f)(x) =\int\partial_x^\alpha r_\varepsilon(x-y)f(y)\,dy, \qquad \partial^\alpha r_\varepsilon(x) =\varepsilon^{-n-|\alpha|}(\partial^\alpha r)(x/\varepsilon). \tag{LP15} Every kernel derivative and scale factor remains. The general L∞L^\infty convergence conclusion is again false. The convolutions of 1[0,1]1_{[0,1]} are continuous; a continuous function has essential-supremum distance at least 1/21/2 from that indicator, since values arbitrarily near an endpoint from its two sides would otherwise force incompatible limits. Uniform boundedness at that endpoint is the bound already proved, not convergence for all inputs.

15.5. Complete weak-derivative limits and Sobolev approximation

An Llocp(Ω)L^p_{\rm loc}(\Omega) function defines a distribution through the original integral against compact smooth tests. For 1≤p≤∞1\leq p\leq\infty, Hölder on a compact test support proves continuity and gives the exact passage to limits. If fj→ff_j\to f and gj→gg_j\to g in local LpL^p, and Dαfj=gjD^\alpha f_j=g_j distributionally, then for every compact test ϕ\phi, ∫gϕ=limj∫gjϕ=(−1)|α|limj∫fjDαϕ=(−1)|α|∫fDαϕ.(LP16) \int g\phi =\lim_j\int g_j\phi =(-1)^{|\alpha|}\lim_j\int f_jD^\alpha\phi =(-1)^{|\alpha|}\int fD^\alpha\phi. \tag{LP16} Here D=−i∂D=-i\partial and every factor (−i)|α|(-i)^{|\alpha|} is retained inside DαϕD^\alpha\phi; the resulting pairing coefficient is i|α|i^{|\alpha|}. The test belongs to the conjugate Lebesgue space, including the L∞L^\infty test bound when p=1p=1 and the L1L^1 test bound when p=∞p=\infty. Thus the integrals converge and (LP16) proves Dαf=gD^\alpha f=g, not merely a prospective derivative identity.

For an integer s≥0s\geq0, use the original derivative array (Dαf)|α|≤s(D^\alpha f)_{|\alpha|\leq s}. For finite pp, its norm is Ns,p(f)=(∑|α|≤s∥Dαf∥pp)1/pN_{s,p}(f)=(\sum_{|\alpha|\leq s}\|D^\alpha f\|_p^p)^{1/p}; for p=∞p=\infty, use the maximum of the component essential bounds. These are precisely the component LpL^p norms of the pointwise ℓp\ell^p array, by Tonelli. If one uses the sum of component norms as well, its comparison retains the entire component count Ms=(n+ss)M_s=\binom{n+s}{s}: Ns,p(f)≤∑|α|≤s∥Dαf∥p≤Ms1−1/pNs,p(f),1≤p≤∞.(LP17) N_{s,p}(f)\leq\sum_{|\alpha|\leq s}\|D^\alpha f\|_p \leq M_s^{1-1/p}N_{s,p}(f), \qquad 1\leq p\leq\infty. \tag{LP17} At infinity the exponent is one. The finite count follows by introducing a slack coordinate to turn |α|≤s|\alpha|\leq s into an (n+1)(n+1)-coordinate nonnegative tuple of sum ss; placing its separators gives the displayed binomial count. For the homogeneous array |α|=j|\alpha|=j, the same separator count without the slack coordinate gives (n+j−1j)\binom{n+j-1}{j}, so its two norm comparisons have exactly this component count in place of MsM_s. The first comparison follows from the finite-sum triangle inequality and the second from (LP6) on that finite counting measure. A Cauchy Sobolev sequence has an LpL^p limit in every component by Section 15.3. Equation (LP16) identifies every component with the corresponding derivative of the zeroth component. The finite array converges in its original norm. This proves completeness of Ws,p(Ω)W^{s,p}(\Omega) for every open Ω\Omega, including disconnected and empty sets, at every displayed pp.

For global f∈Ws,p(ℝn)f\in W^{s,p}(\mathbb R^n), 1≤p<∞1\leq p<\infty, choose a fixed compact smooth χ\chi, equal to one on B1B_1, and set χR(x)=χ(x/R)\chi_R(x)=\chi(x/R), R≥1R\geq1. The distributional product rule has its full test proof as follows. For any smooth aa, distribution ff and compact test ϕ\phi, ⟨Di(af),ϕ⟩=−⟨f,aDiϕ⟩=−⟨f,Di(aϕ)−(Dia)ϕ⟩=⟨aDif+(Dia)f,ϕ⟩\langle D_i(af),\phi\rangle=-\langle f,aD_i\phi\rangle=-\langle f,D_i(a\phi)-(D_i a)\phi\rangle=\langle aD_i f+(D_i a)f,\phi\rangle. Thus every −i-i factor agrees with the original derivative convention. Suppose the multi-index rule holds at α\alpha, and apply this first-derivative rule in coordinate ii to every term. The coefficients for a fixed β\beta add as (αβ)+(αβ−ei)=(α+eiβ)\binom{\alpha}{\beta}+\binom{\alpha}{\beta-e_i}=\binom{\alpha+e_i}{\beta}, with an out-of-range term zero; coefficients in the other coordinates remain unchanged. Induction from α=0\alpha=0, and the exact chain-rule factor DβχR=R−|β|(Dβχ)(x/R)D^\beta\chi_R=R^{-|\beta|}(D^\beta\chi)(x/R), give the entire expression Dα(χRf)=∑β≤α(αβ)R−|β|(Dβχ)(x/R)Dα−βf.(LP18) D^\alpha(\chi_R f) =\sum_{\beta\leq\alpha}\binom{\alpha}{\beta} R^{-|\beta|}(D^\beta\chi)(x/R)D^{\alpha-\beta}f. \tag{LP18} The β=0\beta=0 difference from DαfD^\alpha f tends to zero in LpL^p by dominated convergence, because χ(x/R)→1\chi(x/R)\to1. Every remaining term is bounded by (αβ)R−|β|∥Dβχ∥∞∥Dα−βf∥p\binom{\alpha}{\beta}R^{-|\beta|}\|D^\beta\chi\|_\infty\|D^{\alpha-\beta}f\|_p, which tends to zero. These finitely many original terms prove χRf→f\chi_R f\to f in the entire Sobolev norm.

If Dαf=g∈LpD^\alpha f=g\in L^p, testing its derivative identity against the compact kernel y↦rε(x−y)y\mapsto r_\varepsilon(x-y) gives Dα(rε*f)=rε*(Dαf).(LP19) D^\alpha(r_\varepsilon*f)=r_\varepsilon*(D^\alpha f). \tag{LP19} The derivative in the input kernel contributes (−1)|α|(-1)^{|\alpha|}, which cancels the sign from the distributional test derivative; the (−i)|α|(-i)^{|\alpha|} factors are unchanged. Formula (LP15) identifies the result with the classical smooth output derivative. Equation (LP14) applies separately to every original derivative component, so smoothing converges in the entire Ws,pW^{s,p} norm. Apply this to the compactly supported χRf\chi_R f. Its convolution is compact smooth, with support in supp⁡χR+εsupp⁡r\operatorname{supp}\chi_R+\varepsilon\operatorname{supp}r. First let its smoothing error tend to zero for fixed RR, then the cutoff error tend to zero as RR grows. This proves density of Cc∞C_c^\infty in global Ws,p(ℝn)W^{s,p}(\mathbb R^n) for every finite pp.

Local approximation retains the actual open domain and the restriction 1≤p<∞1\leq p<\infty. For a compact K⊂ΩK\subset\Omega, choose χ∈Cc∞(Ω)\chi\in C_c^\infty(\Omega) equal to one near KK. If f∈Wlocs,p(Ω)f\in W^{s,p}_{\rm loc}(\Omega), formula (LP18), with the fixed cutoff and no scale factors, proves that its cutoff product, extended by zero, belongs to global Ws,pW^{s,p}. To check every boundary contribution, choose ζ∈Cc∞(Ω)\zeta\in C_c^\infty(\Omega) equal to one near supp⁡χ\operatorname{supp}\chi. In the global derivative pairing for a test ϕ\phi, replace ϕ\phi by ζϕ\zeta\phi; all terms containing derivatives of ζ\zeta vanish on the support of the original cutoff product and of every term in its product-rule derivative. The pairing is therefore exactly the interior derivative pairing, with the finite sum from (LP18) extended by zero and no boundary term. Smoothing that extension then approximates ff and all its original derivatives on KK. To obtain one sequence for the whole open set, exhaust Ω\Omega by increasing compact KjK_j’s with interiors covering it, choose such χj\chi_j, and choose εj\varepsilon_j so the smoothing error on KjK_j, for the entire finite derivative array, is at most 2−j2^{-j}. The limits just proved supply each such positive choice. The resulting globally smooth functions converge in Ws,pW^{s,p} on every fixed compact subset of Ω\Omega. This is local smooth approximation, without an unproved global boundary-extension assertion.

These proofs supply the integration and weak-derivative operations in Local inverses and distance-weighted elliptic estimates. Its LpL^p inverse series uses actual completeness from (LP10). The compact zero extension of its input is integrable by (LP6), Young gives exactly its strict kernel bounds, and (LP14), (LP18) and (LP19) justify the original full-domain approximation step after (L14). Formula (LP16) identifies the highest-derivative limits in (L42) with the distributional derivatives on the original interior ball. Dominated and monotone convergence from (LP1)–(LP2) justify passage to the distance-weighted exhaustion in (L43). The multiplier and fractional-integration theorems have their own harmonic-analysis proofs; the inequalities here do not substitute for those statements.

15.6. The full polar formula on the original plane

The remaining change of variables has a singular point and an angular endpoint. We prove it from the measure in Section 15.0 and the product and linear formulas (LP4)–(LP5), without assuming a nonlinear change-of-variables theorem. The finite scalar calculus used here includes the original sine and cosine, their derivatives and addition formulas, and their period 2π2\pi. Define D=(0,∞)×[0,2π),Φ(r,θ)=(rcos⁡θ,rsin⁡θ),DΦ(r,θ)=(cos⁡θ−rsin⁡θsin⁡θrcos⁡θ),w(r,θ)=det⁡DΦ(r,θ)=rcos⁡2θ+rsin⁡2θ=r.(PC1) \begin{aligned} D&=(0,\infty)\times[0,2\pi),\\ \Phi(r,\theta)&=(r\cos\theta,r\sin\theta),\\ D\Phi(r,\theta)&= \begin{pmatrix}\cos\theta&-r\sin\theta\\ \sin\theta&r\cos\theta\end{pmatrix},\\ w(r,\theta)&=\det D\Phi(r,\theta) =r\cos^2\theta+r\sin^2\theta=r. \end{aligned} \tag{PC1} The angular inverse, including its endpoints. We use the original scalar functions constructed in Arctangent, circular parameters and the original pi. There C=cosC=\cos, S=sinS=\sin, π=2t0\pi=2t_0, C(t0)=0C(t_0)=0, S(t0)=1S(t_0)=1, and C,S>0C,S>0 on (0,t0)(0,t_0), with C′=−SC'=-S, the full addition laws and C2+S2=1C^2+S^2=1. If 0<u<t00<u<t_0, those laws give S(t0+u)=S(t0)C(u)+C(t0)S(u)=C(u)>0S(t_0+u)=S(t_0)C(u)+C(t_0)S(u)=C(u)>0. Thus S>0S>0 throughout (0,π)(0,\pi). The mean value theorem makes CC strictly decreasing on [0,π][0,\pi], including comparisons with either endpoint. Its endpoint values are C(0)=1C(0)=1 and C(π)=−1C(\pi)=-1. Continuity and intermediate values therefore give a bijection C:[0,π]→[−1,1]C:[0,\pi]\to[-1,1].

Define arccos⁡:[−1,1]→[0,π]\arccos:[-1,1]\to[0,\pi] as this exact inverse. Both compositions are proved by bijectivity: C(arccos⁡a)=aC(\arccos a)=a for −1≤a≤1-1\le a\le1, and arccos⁡(Cθ)=θ\arccos(C\theta)=\theta for 0≤θ≤π0\le\theta\le\pi. In particular arccos⁡(1)=0\arccos(1)=0 and arccos⁡(−1)=π\arccos(-1)=\pi. To prove continuity at every aa, including a=±1a=\pm1, take an→aa_n\to a. If arccos⁡an\arccos a_n failed to tend to arccos⁡a\arccos a, some subsequence would stay at distance at least ε>0\varepsilon>0. Compactness of [0,π][0,\pi] supplies a convergent further subsequence with limit θ\theta. Continuity of CC gives Cθ=aC\theta=a; uniqueness forces θ=arccos⁡a\theta=\arccos a, a contradiction. Sequential continuity is continuity in these original real intervals.

For a nonzero point (x,y)(x,y), its radius r=(x2+y2)1/2r=(x^2+y^2)^{1/2} is strictly positive. If y>0y>0, then −1<x/r<1-1<x/r<1, so θ=arccos⁡(x/r)\theta=\arccos(x/r) belongs to (0,π)(0,\pi). We have Cθ=x/rC\theta=x/r and Sθ>0S\theta>0; the full square identity gives Sθ=(1−x2/r2)1/2=y/rS\theta=(1-x^2/r^2)^{1/2}=y/r. If y<0y<0, put θ=2π−arccos⁡(x/r)\theta=2\pi-\arccos(x/r). Periodicity, evenness of CC and oddness of SS give Cθ=x/rC\theta=x/r, Sθ=y/rS\theta=y/r, and π<θ<2π\pi<\theta<2\pi. If y=0y=0, the positive ray has angle zero and the negative ray has angle π\pi, with the stated coordinates in both cases.

These formulas also recover the angle from every (r,θ)∈D(r,\theta)\in D. On (0,π)(0,\pi) the sine is positive and the inverse composition recovers θ\theta; on (π,2π)(\pi,2\pi) apply that composition to 2π−θ2\pi-\theta. The two horizontal cases recover 00 and π\pi. The excluded value 2π2\pi is never a second representative of the positive ray, and the excluded radius zero is never used in a quotient. Thus both compositions of the original coordinate map and the stated inverse are the identity, with their full domains and endpoints.

The two determinant summands and the equality comparing them with the radial density are retained. In particular w>0w>0 on DD. The map Φ\Phi is a bijection from DD onto ℝ2\{0}\mathbb R^2\setminus\{0\}. Indeed a nonzero point has the unique radius r=(x2+y2)1/2r=(x^2+y^2)^{1/2}. Its unique angle is arccos⁡(x/r)\arccos(x/r) on y>0y>0, 2π−arccos⁡(x/r)2\pi-\arccos(x/r) on y<0y<0, π\pi on the negative horizontal ray, and zero on the positive horizontal ray. The four pieces are Borel and the formulas on each are continuous. Thus the inverse is Borel. The continuous map Φ\Phi and this Borel inverse carry Borel sets to Borel sets in their respective spaces. Continuity of the inverse across the negative ray is not needed for this conclusion.

We first compute sector areas from triangles. A line has plane measure zero: the horizontal line is a coordinate hyperplane by (LM6), and an affine rotation sends it to any prescribed line with absolute determinant one in (LP5). A circle of radius R>0R>0 is null as well. Partition its parameter interval [0,2π][0,2\pi] into NN intervals of length h=2π/Nh=2\pi/N. Since each coordinate derivative of R(cos⁡θ,sin⁡θ)R(\cos\theta,\sin\theta) has modulus at most RR, each image lies in a coordinate square of side 2Rh2Rh about its initial point. Endpoints may be included by the null-face conclusion after (LM6). The covering bound is μ*({x2+y2=R2})≤N(2Rh)2=4R2(2π)2N→0.(PC2) \mu^*(\{x^2+y^2=R^2\}) \leq N(2Rh)^2 =4R^2\frac{(2\pi)^2}{N}\longrightarrow0. \tag{PC2} The radius-zero circle is a singleton and is already null. These arguments include every line segment, ray, circular arc and endpoint appearing below.

The coordinate triangle T={(u,v):u≥0,v≥0,u+v≤1}T=\{(u,v):u\geq0,\ v\geq0,\ u+v\leq1\} has measure ∫01(1−u)du=1/2\int_0^1(1-u)\,du=1/2 by (LP4) and finite calculus. The integral of a continuous function on a compact interval agrees with its elementary integral: upper and lower step approximations on a fine partition bound the Lebesgue integral, and uniform continuity makes their difference tend to zero. This justifies the scalar evaluations here directly from the simple-integral definition.

For 0<h<π0<h<\pi, the triangle with vertices zero, R(cos⁡t,sin⁡t)R(\cos t,\sin t), and R(cos⁡(t+h),sin⁡(t+h))R(\cos(t+h),\sin(t+h)) is the image of TT under the matrix having those two vectors as columns. Its positive determinant gives the exact inner area Ain(R,t,h)=R22(cos⁡tsin⁡(t+h)−sin⁡tcos⁡(t+h))=R22sin⁡h,Aout(R,t,h)=R22cos⁡2(h/2)(cos⁡tsin⁡(t+h)−sin⁡tcos⁡(t+h))=R2tan⁡(h/2).(PC3) \begin{split} A_{\rm in}(R,t,h) &=\frac{R^2}{2} \bigl(\cos t\sin(t+h)-\sin t\cos(t+h)\bigr) =\frac{R^2}{2}\sin h,\\ A_{\rm out}(R,t,h) &=\frac{R^2}{2\cos^2(h/2)} \bigl(\cos t\sin(t+h)-\sin t\cos(t+h)\bigr) =R^2\tan(h/2). \end{split} \tag{PC3} The outer triangle uses the original two bounding rays, with their endpoint radii R/cos⁡(h/2)R/\cos(h/2). Each equality follows from (LP5); both original determinant terms and the full outer scale are displayed.

To check the inclusions, write m=t+h/2m=t+h/2. The inner chord has projection Rcos⁡(h/2)R\cos(h/2) on (cos⁡m,sin⁡m)(\cos m,\sin m). Its intersection with the ray of angle θ∈[t,t+h]\theta\in[t,t+h] therefore has radius Rcos⁡(h/2)/cos⁡(θ−m)≤RR\cos(h/2)/\cos(\theta-m)\leq R. Thus the entire inner triangle lies in the disk sector of radius RR. The outer chord has projection RR on the same direction, and its intersection radius is R/cos⁡(θ−m)≥RR/\cos(\theta-m)\geq R. It therefore contains that sector. Every denominator is positive because |θ−m|≤h/2<π/2|\theta-m|\leq h/2<\pi/2. This proves the actual inclusions used in the measure bounds.

Fix 0≤α<β≤2π0\leq\alpha<\beta\leq2\pi. The sector is Borel, by the radius and angle formulas above, with its origin added if desired. Divide its angle interval into NN equal pieces of length h=(β−α)/N<πh=(\beta-\alpha)/N<\pi. The triangles of the distinct pieces have disjoint interiors; any overlap lies on their finitely many bounding rays, which have measure zero. Finite additivity, the proved inclusions and (PC3) give NR22sin⁡(β−αN)≤μ(sector(R;α,β))≤NR2tan⁡(β−α2N).(PC4) N\frac{R^2}{2}\sin\!\left(\frac{\beta-\alpha}{N}\right) \ \leq\ \mu(\text{sector}(R;\alpha,\beta)) \ \leq\ NR^2\tan\!\left(\frac{\beta-\alpha}{2N}\right). \tag{PC4} The derivatives of sine and tangent at zero imply that both bounds tend to R2(β−α)/2R^2(\beta-\alpha)/2. Hence this is the exact sector area. All choices of the two radial sides or the circular side differ only by the null sets just proved. The full-angle case β−α=2π\beta-\alpha=2\pi is included: repeated initial and final rays are null.

For 0≤a<b<∞0\leq a<b<\infty, subtract the inner sector of radius aa from that of radius bb. Both have finite measure. The annular sector therefore has measure b22(β−α)−a22(β−α)=b2−a22(β−α)=∫αβ∫ab(rcos⁡2θ+rsin⁡2θ)drdθ.(PC5) \begin{split} \frac{b^2}{2}(\beta-\alpha)-\frac{a^2}{2}(\beta-\alpha) &=\frac{b^2-a^2}{2}(\beta-\alpha)\\ &=\int_\alpha^\beta\int_a^b \bigl(r\cos^2\theta+r\sin^2\theta\bigr)\,dr\,d\theta. \end{split} \tag{PC5} There is no subtraction of infinite measures. At a=0a=0 the removed point is null; at either positive radius the endpoint circle is null. The original two square contributions in the density and both radial endpoint terms remain in the formula.

Now let EE be a Borel subset of DD, and define two measures on this same original domain by λ(E)=μ(Φ(E)),ν(E)=∫D1E(r,θ)(rcos⁡2θ+rsin⁡2θ)drdθ.(PC6) \lambda(E)=\mu(\Phi(E)),\qquad \nu(E)=\int_D1_E(r,\theta) \bigl(r\cos^2\theta+r\sin^2\theta\bigr)\,dr\,d\theta. \tag{PC6} The first is countably additive because Φ\Phi is injective and carries Borel sets to Borel sets. The second is countably additive by (LP1) and the simple-integral definition. Formula (PC5) shows equality on every coordinate rectangle (a,b]×[α,β)⊂D(a,b]\times[\alpha,\beta)\subset D. These rectangles form an intersection-closed family and generate the Borel sets of DD. To see generation, express each relative open coordinate interval as a countable union of such intervals with endpoints in a fixed countable dense set, adjoining zero and 2π2\pi for the angular endpoints. Relative open sets then have countable unions of these rectangular neighborhoods.

Both measures are finite on Qk=(1/k,k]×[0,2π)Q_k=(1/k,k]\times[0,2\pi), k≥2k\geq2, and these sets increase to DD. They agree on QkQ_k and on its intersections with the rectangles. On QkQ_k, the class of sets on which two finite measures agree is a Dynkin class: relative complements subtract from the equal finite whole masses, and disjoint countable unions use countable additivity. The full intersection-closed-family argument proved after (LP3) shows agreement on all its Borel subsets. Increasing kk and using countable additivity therefore gives λ(E)=ν(E)\lambda(E)=\nu(E) on every Borel subset of DD.

This equality respects the completions in both directions. If E⊂DE\subset D is Borel, then ν(E)=0\nu(E)=0 is equivalent to its original coordinate measure being zero. One implication follows by integration on a null set. For the other, (PC1) gives w=r>1/kw=r>1/k on QkQ_k, so ν(E∩Qk)≥k−1|E∩Qk|\nu(E\cap Q_k)\geq k^{-1}|E\cap Q_k|. The equality of the two measures proves that Φ\Phi carries every Borel coordinate-null subset of DD to a plane-null Borel set, and its inverse carries every plane-null Borel set avoiding zero to a coordinate-null Borel set. Every completed measurable set is a Borel set changed on a subset of a Borel null set, by Section 15.0. Applying the actual bijection to these two parts proves that Φ\Phi and its inverse preserve completed measurability and null equivalence classes. Thus (PC6) holds for every completed measurable EE, with the same density.

Apply this set identity first to indicators and finite nonnegative simple functions. Increasing simple approximation and (LP1) then give, for every nonnegative Lebesgue measurable ff on the original plane, ∫ℝ2f(x,y)dxdy=∫02π∫0∞f(rcos⁡θ,rsin⁡θ)(rcos⁡2θ+rsin⁡2θ)drdθ=∫02π∫0∞f(rcos⁡θ,rsin⁡θ)rdrdθ.(PC7) \begin{split} \int_{\mathbb R^2} f(x,y)\,dx\,dy &=\int_0^{2\pi}\int_0^\infty f(r\cos\theta,r\sin\theta) \bigl(r\cos^2\theta+r\sin^2\theta\bigr)\,dr\,d\theta\\ &=\int_0^{2\pi}\int_0^\infty f(r\cos\theta,r\sin\theta)\,r\,dr\,d\theta. \end{split} \tag{PC7} The point zero in the original plane has measure zero. Both right-hand formulas retain the comparison to the full determinant, and either may have value +∞+\infty. Product integration (LP4) allows reversal of the order, with the already proved almost-everywhere section convention. In particular no claim of measurable sections at every exceptional angle is introduced.

Applying (PC7) to |f||f| proves the exact absolute-integrability equivalence. When these integrals are finite, applying it to the positive and negative parts of each real and imaginary component gives (PC7) for complex ff, with all integrals finite. This is the full signed and complex polar formula, including its actual domain of validity.

The endpoints do not require deletion of any contribution. On D¯=[0,∞)×[0,2π]\overline D=[0,\infty)\times[0,2\pi], the newly added radius-zero and angle-2π2\pi sets lie on coordinate lines and have coordinate measure zero. Define the weighted integrand to be zero on the radius-zero line, including if f(0)=+∞f(0)=+\infty. Its density there is zero. The extra angle is a copy of the positive horizontal ray, already null in the original plane. Therefore adding either endpoint changes neither integral. This accounts explicitly for the collapsed origin and duplicated ray rather than asserting that Φ\Phi is injective on D¯\overline D.

15.7. The exact Gaussian factor used by Fourier inversion

The original one-dimensional Gaussian in Section 1 of Fourier transforms, finite spectra and convex separation now has a complete integration proof. Put I=∫ℝe−t2dtI=\int_{\mathbb R}e^{-t^2}\,dt, initially allowing +∞+\infty. The lower bound I≥∫01e−1dt=e−1>0I\geq\int_0^1e^{-1}\,dt=e^{-1}>0 excludes a zero value. Nonnegative (LP4), followed by (PC7), gives I2=∫ℝ2e−x2e−y2dxdy=∫02π∫0∞e−r2cos⁡2θ−r2sin⁡2θ(rcos⁡2θ+rsin⁡2θ)drdθ=∫02π[−12e−r2]r=0r=∞dθ=2π(12−0)=π.(PC8) \begin{split} I^2 &=\int_{\mathbb R^2}e^{-x^2}e^{-y^2}\,dx\,dy\\ &=\int_0^{2\pi}\int_0^\infty e^{-r^2\cos^2\theta-r^2\sin^2\theta} \bigl(r\cos^2\theta+r\sin^2\theta\bigr)\,dr\,d\theta\\ &=\int_0^{2\pi} \left[-\frac12e^{-r^2}\right]_{r=0}^{r=\infty}d\theta =2\pi\left(\frac12-0\right)=\pi . \end{split} \tag{PC8} The radial evaluation follows on finite intervals from the derivative of −e−r2/2-e^{-r^2}/2; (LP1) takes the upper endpoint to infinity. Thus II is finite and, because it is positive, I=πI=\sqrt\pi. The displayed calculation preserves both original Cartesian exponent terms, both polar exponent terms, both determinant terms and both radial endpoint values.

For a>0a>0 and an integer d≥1d\geq1, (LP5) with the actual linear map a−1/2Ida^{-1/2}I_d, and repeated (LP4), give ∫ℝde−a|x|2dx=|det(a−1/2Id)|∫ℝd∏j=1de−zj2dz=(a−1/2)d(π)d=(π/a)d/2,∫ℝd(4πε)−d/2e−|x|2/(4ε)dx=(4πε)−d/2|det((4ε)1/2Id)|(π)d=1,ε>0.(PC9) \begin{split} \int_{\mathbb R^d}e^{-a|x|^2}\,dx &=\left|\det(a^{-1/2}I_d)\right| \int_{\mathbb R^d}\prod_{j=1}^d e^{-z_j^2}\,dz =(a^{-1/2})^d(\sqrt\pi)^d=(\pi/a)^{d/2},\\ \int_{\mathbb R^d} (4\pi\varepsilon)^{-d/2}e^{-|x|^2/(4\varepsilon)}\,dx &=(4\pi\varepsilon)^{-d/2} \left|\det((4\varepsilon)^{1/2}I_d)\right| (\sqrt\pi)^d=1,\qquad \varepsilon>0 . \end{split} \tag{PC9} Every original Fourier heat-kernel factor is present. At d=0d=0 the coordinate space is one point with mass one, the empty product and determinant are one, and these identities again have value one. This is the exact Gaussian mass needed for Fourier inversion; it does not assume the Fourier inversion theorem in its own proof.

16. General measurable functions and sigma-finite product integration

16.1. Measures, completions, measurable limits and the full nonnegative integral

A measure space is an original set XX, a sigma-algebra 𝒜\mathcal A of its subsets, and a countably additive map μ:𝒜→[0,∞]\mu:\mathcal A\to[0,\infty], with μ(⌀)=0\mu(\varnothing)=0. Countable additivity is for disjoint sequences. If A⊂BA\subset B are measurable, the disjoint decomposition B=A∪(B\A)B=A\cup(B\setminus A) gives monotonicity. For An↑AA_n\uparrow A, decompose AA into A1A_1 and the successive disjoint differences. The original countable sum gives μ(An)↑μ(A)\mu(A_n)\uparrow\mu(A), with infinity permitted. If An↓AA_n\downarrow A and μ(A1)<∞\mu(A_1)<\infty, apply the increasing statement to A1\AnA_1\setminus A_n and subtract only from the finite μ(A1)\mu(A_1). This proves μ(An)↓μ(A)\mu(A_n)\downarrow\mu(A). Countable subadditivity follows by replacing the sets of any sequence by their successive disjoint differences. These operations preserve the original measure.

The completion is the sigma-algebra 𝒜¯={E⊂X:A⊂E⊂B for some A,B∈𝒜,μ(B\A)=0},μ¯(E)=μ(A)=μ(B).(GM1) \overline{\mathcal A} =\{E\subset X:\ A\subset E\subset B \text{ for some }A,B\in\mathcal A,\ \mu(B\setminus A)=0\}, \qquad \overline\mu(E)=\mu(A)=\mu(B). \tag{GM1} The equality of the last two values follows by adding the zero-measure difference; it does not subtract infinities. If A′,B′A',B' are another pair, then A\A′⊂B′\A′A\setminus A'\subset B'\setminus A' and A′\A⊂B\AA'\setminus A\subset B\setminus A have zero measure. Disjoint decomposition through A∩A′A\cap A' proves μ(A)=μ(A′)\mu(A)=\mu(A'). Complements exchange the bounding sets Bc,AcB^c,A^c. For countable unions, their bounds are ⋃An,⋃Bn\bigcup A_n,\bigcup B_n, whose difference is contained in the measurable null union ⋃(Bn\An)\bigcup(B_n\setminus A_n). Hence this is a sigma-algebra. When the EnE_n are disjoint, the lower bounds AnA_n are disjoint, so the same original countable sum proves countable additivity of μ¯\overline\mu. Every subset of a completed null set has the lower bound empty and an original measurable null upper bound. Thus this measure is complete. Equivalently, EE differs from an original measurable set by a subset of an original measurable null set: use E\A⊂B\AE\setminus A\subset B\setminus A in one direction, and the bounds C\N,C∪NC\setminus N,C\cup N for E△C⊂NE\mathbin{\triangle} C\subset N in the other. Section 15.0 proves, from its actual interval/box covers, that its outer-measure construction is exactly the completion of its Borel restriction. Formula (GM1) also treats arbitrary measure spaces without a hidden finiteness assumption.

For an extended real function, measurability means that all inverse images of open rays are measurable. It is enough to check rational endpoints: an arbitrary open ray is a countable union of the appropriate rational rays. Countable suprema and infima are measurable, since {supnfn>t}=⋃n{fn>t},{infnfn<t}=⋃n{fn<t},liminfnfn=supNinfn≥Nfn.(GM2) \{\sup_n f_n>t\}=\bigcup_n\{f_n>t\},\qquad \{\inf_n f_n<t\}=\bigcup_n\{f_n<t\},\qquad \liminf_n f_n=\sup_N\inf_{n\geq N}f_n . \tag{GM2} To obtain the other ray for a given extended real function, use the complement of a non-strict ray, itself a countable intersection of strict rays. Consequently a pointwise limit of measurable real functions, including an infinite limit, is measurable. For complex functions apply the assertion to both real coordinates; the Borel sets of the complex plane are generated by the rational-coordinate rectangles. Finite sums of measurable real functions and products wherever their extended values are defined are measurable: their pair map has measurable inverse images of rational rectangles and hence of every open set, and finite real addition and multiplication are continuous. This gives in particular every finite-valued simple function and its level sets. Nonnegative sums with infinite limits follow by increasing finite sums and (GM2).

For a nonnegative finite-valued simple function s=∑j=1rcj1Ajs=\sum_{j=1}^r c_j1_{A_j}, with disjoint measurable AjA_j and finite cj≥0c_j\geq0, define its integral to be ∑jcjμ(Aj)\sum_j c_j\mu(A_j). The convention 0⋅∞=00\cdot\infty=0 records the fact that a zero value contributes zero, even on a set of infinite measure. Two presentations give the same answer: intersect their finite partitions, including the zero-valued complement, and use finite additivity on each original part. On this common partition s≤ts\leq t gives ∫s≤∫t\int s\leq\int t; sums and finite positive scalar multiples have their exact additive integral. For a nonnegative measurable ff, define ∫Xfdμ=supsnonnegative,finitevalued,simples≤f∫Xsdμ,sn(x)={min⁡(2n,2−n⌊2nf(x)⌋),f(x)<∞,2n,f(x)=∞.(GM3) \int_X f\,d\mu =\sup_{\substack{s\ {\rm nonnegative,\ finite\ valued,\ simple}\\s\leq f}} \int_Xs\,d\mu,\qquad s_n(x)= \begin{cases} \min(2^n,\,2^{-n}\lfloor2^n f(x)\rfloor),&f(x)<\infty,\\ 2^n,&f(x)=\infty . \end{cases} \tag{GM3} Each sns_n has finitely many measurable levels. The next dyadic grid retains every earlier grid value and its truncation is higher, so sn↑fs_n\uparrow f. This is an approximation to the original ff; neither the measure nor ff is replaced in the conclusion.

Here is monotone convergence directly from that definition. If 0≤fn↑f0\leq f_n\uparrow f, monotonicity gives L=lim⁡n∫fn≤∫fL=\lim_n\int f_n\leq\int f. For an arbitrary nonnegative simple s≤fs\leq f and 0<t<10<t<1, let En={fn≥ts}E_n=\{f_n\geq ts\}. These increase, and their union contains {s>0}\{s>0\}: at a point where s>0s>0, the limit f≥s>tsf\geq s>ts forces an eventual such inequality. On each of the finitely many positive levels of ss, measure continuity gives ∫s1En↑∫s\int s1_{E_n}\uparrow\int s. This includes an infinite level-set measure; zero levels still contribute zero. Since ∫fn≥t∫s1En\int f_n\geq t\int s1_{E_n}, we have L≥t∫sL\geq t\int s. If ∫s=∞\int s=\infty, this already forces L=∞L=\infty; otherwise let t↑1t\uparrow1. Taking the supremum over ss proves 0≤fn↑f⇒∫fndμ↑∫fdμ,∫(f+g)dμ=∫fdμ+∫gdμ.(GM4) 0\leq f_n\uparrow f\quad\Longrightarrow\quad \int f_n\,d\mu\uparrow\int f\,d\mu,\qquad \int(f+g)\,d\mu=\int f\,d\mu+\int g\,d\mu . \tag{GM4} For the additive assertion, use the increasing simple approximations of both original functions in (GM3). Their sums increase to f+gf+g, and every simple integral is additive. Positive homogeneity follows first for simples and then by the same limit. Applying (GM4) to the finite partial sums proves integration of an arbitrary countable nonnegative sum. No sigma-finiteness is needed in this paragraph.

If ∫g<∞\int g<\infty, the set on which g=∞g=\infty has measure zero: n1{g=∞}≤gn1_{\{g=\infty\}}\leq g gives nμ{g=∞}≤∫gn\mu\{g=\infty\}\leq\int g for every positive integer nn. Integrating the four nonnegative parts of a complex measurable hh with ∫|h|<∞\int|h|<\infty defines its integral and proves linearity, because all those integrals are finite. Its triangle inequality follows without a pointwise choice of phase: if I=∫h≠0I=\int h\ne0, use the constant c=I¯/|I|c=\overline I/|I| and Re⁡(ch)≤|h|\operatorname{Re}(ch)\leq|h|; if I=0I=0, the inequality already holds.

For nonnegative fnf_n, put gN=inf⁡n≥Nfng_N=\inf_{n\geq N}f_n. These are measurable by (GM2), increase to liminf⁡fn\liminf f_n, and satisfy ∫gN≤inf⁡n≥N∫fn\int g_N\leq\inf_{n\geq N}\int f_n. Formula (GM4) proves Fatou’s inequality. If hnh_n and hh are measurable complex functions, hn→hh_n\to h almost everywhere and |hn|≤g|h_n|\leq g almost everywhere with ∫g<∞\int g<\infty, take the countable union of their measurable exceptional null sets and the null infinite-value set of gg. Change all the functions to zero on that measurable null set. This preserves all original integrals. Now |h|≤g|h|\leq g everywhere, and Fatou applies to 2g−|hn−h|2g-|h_n-h|. Additivity expresses its finite integral as 2∫g−∫|hn−h|2\int g-\int|h_n-h|. Fatou therefore gives ∫|hn−h|dμ→0,∫hndμ→∫hdμ.(GM5) \int|h_n-h|\,d\mu\longrightarrow0,\qquad \int h_n\,d\mu\longrightarrow\int h\,d\mu . \tag{GM5} Every subtraction here is of finite integrals. If μ(X)<∞\mu(X)<\infty and |hn|≤M<∞|h_n|\leq M<\infty, use the original constant majorant M1XM1_X, whose integral is Mμ(X)M\mu(X), to prove bounded convergence. For M=0M=0 or μ(X)=0\mu(X)=0 this integral is exactly zero. This proves the entire convergence entry used for one-dimensional Lebesgue measure, and also its stated general finite-measure version.

16.2. The exact generating-class argument and measurable sections

A Dynkin class on a set ZZ contains ZZ, is closed under relative complements, and is closed under countable disjoint unions. It is closed under differences of nested members: if A⊂BA\subset B belong, complement the disjoint union A∪(Z\B)A\cup(Z\setminus B). Let 𝒫\mathcal P be an intersection-closed family containing ZZ, and let ℒ\mathcal L be the intersection of all Dynkin classes containing 𝒫\mathcal P. This intersection is itself a Dynkin class. For A∈𝒫A\in\mathcal P, the sets B⊂ZB\subset Z with A∩B∈ℒA\cap B\in\mathcal L form a Dynkin class. The whole-set condition uses A∈ℒA\in\mathcal L; the complement condition uses the proved nested-difference rule inside AA; disjoint unions use intersections with their disjoint parts. Intersection closure of 𝒫\mathcal P makes this class contain 𝒫\mathcal P, so it contains ℒ\mathcal L. Fix now B∈ℒB\in\mathcal L and make the same argument with the class of AA satisfying A∩B∈ℒA\cap B\in\mathcal L. The first argument shows that every A∈𝒫A\in\mathcal P belongs, and hence every A∈ℒA\in\mathcal L belongs. Thus ℒ\mathcal L is closed under all finite intersections. Complementation gives finite unions, and disjointifying a countable union by subtracting its preceding finite union gives every countable union. It follows that 𝒫⊂𝒟,𝒟aDynkinclass⇒σ(𝒫)⊂𝒟.(GM6) \mathcal P\subset\mathcal D,\quad\mathcal D\ {\rm a\ Dynkin\ class} \quad\Longrightarrow\quad \sigma(\mathcal P)\subset\mathcal D . \tag{GM6} This implication has just been proved, rather than assumed as a convergence or product theorem.

For original measurable spaces (X,𝒜)(X,\mathcal A), (Y,ℬ)(Y,\mathcal B), define 𝒜⊗ℬ\mathcal A\otimes\mathcal B as the sigma-algebra on the original X×YX\times Y generated by the rectangles A×BA\times B. For E⊂X×YE\subset X\times Y, retain both original sections Ex={y:(x,y)∈E},Ey={x:(x,y)∈E}.(GM7) E_x=\{y:(x,y)\in E\},\qquad E^y=\{x:(x,y)\in E\}. \tag{GM7} For fixed xx, the class of EE with Ex∈ℬE_x\in\mathcal B is a sigma-algebra: sections commute with complements and countable unions. It contains the generating rectangles, so it contains 𝒜⊗ℬ\mathcal A\otimes\mathcal B. The same proof gives Ey∈𝒜E^y\in\mathcal A for every yy. These are statements at every point, before taking any completion. If hh is product-measurable, the sections of every inverse-image ray are the inverse-image rays of hx,hyh_x,h^y. Consequently all its sections are measurable, including nonnegative functions with infinite values.

16.3. Constructing the original product measure and proving uniqueness

Let (X,𝒜,μ)(X,\mathcal A,\mu), (Y,ℬ,ν)(Y,\mathcal B,\nu) be sigma-finite measure spaces. Retain increasing measurable exhaustions Xn↑XX_n\uparrow X, Yn↑YY_n\uparrow Y with finite original μ(Xn)\mu(X_n), ν(Yn)\nu(Y_n). Such increasing exhaustions are obtained by taking the finite unions of the finite-measure sets in the given sigma-finite covers. Empty factors are allowed throughout.

First suppose ν(Y)<∞\nu(Y)<\infty. The product-measurable sets EE for which x↦ν(Ex)x\mapsto\nu(E_x) is measurable form a Dynkin class. The whole product gives the constant ν(Y)\nu(Y). For the complement the original value is ν(Y)−ν(Ex)\nu(Y)-\nu(E_x), a difference of finite values. For a disjoint countable union its section measure is the countable sum of the section measures; its finite partial sums are measurable and their pointwise increasing limit is measurable by (GM2). Every rectangle belongs because its section measure is ν(B)1A(x)\nu(B)1_A(x). Rectangles are intersection-closed and include the whole product, so (GM6) proves the assertion for every product-measurable EE.

For general sigma-finite ν\nu, apply that finite proof to the measure νn(B)=ν(B∩Yn)\nu_n(B)=\nu(B\cap Y_n) on the original YY. It gives measurability of x↦ν(Ex∩Yn)x\mapsto\nu(E_x\cap Y_n). Measure continuity and (GM2) then give measurability of x↦ν(Ex)x\mapsto\nu(E_x). Define ρ(E)=∫Xν(Ex)dμ(x)(E∈𝒜⊗ℬ),ρ(A×B)=μ(A)ν(B).(GM8) \rho(E)=\int_X\nu(E_x)\,d\mu(x) \quad(E\in\mathcal A\otimes\mathcal B),\qquad \rho(A\times B)=\mu(A)\nu(B). \tag{GM8} For disjoint EjE_j, the sections are disjoint, and the section measure of their union is ∑jν((Ej)x)\sum_j\nu((E_j)_x). Countable nonnegative integration proved in (GM4) gives ρ(⋃Ej)=∑jρ(Ej)\rho(\bigcup E_j)=\sum_j\rho(E_j), and ρ(⌀)=0\rho(\varnothing)=0. Thus this definition constructs a measure, without assuming a product-measure theorem. The rectangle identity follows by integrating ν(B)1A\nu(B)1_A. If ν(B)<∞\nu(B)<\infty, it is the simple integral. If ν(B)=∞\nu(B)=\infty, take the increasing functions k1Ak1_A: the integral is zero when μ(A)=0\mu(A)=0, and infinite when μ(A)>0\mu(A)>0. If ν(B)=0\nu(B)=0, the function is zero even when μ(A)=∞\mu(A)=\infty. Hence the full identity uses the stated 0⋅∞=00\cdot\infty=0 convention and retains all zero and infinite cases. The original windows Xn×YnX_n\times Y_n have finite ρ\rho-measure μ(Xn)ν(Yn)\mu(X_n)\nu(Y_n) and exhaust the product. This proves sigma-finiteness of ρ\rho.

This is the unique measure on 𝒜⊗ℬ\mathcal A\otimes\mathcal B with the rectangle values in (GM8). If ρ′\rho' is another, restrict both to the window Zn=Xn×YnZ_n=X_n\times Y_n. They have the same finite mass on ZnZ_n. The sets in its restricted sigma-algebra on which they agree form a Dynkin class: relative complements subtract from that finite common mass, and disjoint unions use countable additivity. Rectangles intersected with ZnZ_n are an intersection-closed generating class and have identical original product values. Formula (GM6) proves equality on every restricted measurable set. For E∈𝒜⊗ℬE\in\mathcal A\otimes\mathcal B, continuity on E∩Zn↑EE\cap Z_n\uparrow E then proves ρ(E)=ρ′(E)\rho(E)=\rho'(E), including infinity. We denote this proved measure by μ⊗ν\mu\otimes\nu.

Apply the same construction in the opposite order, and let τ(x,y)=(y,x)\tau(x,y)=(y,x). This is a measurable bijection with measurable inverse, since both inverse-image operations take generating rectangles to generating rectangles. The transported measure E↦(ν⊗μ)(τE)E\mapsto(\nu\otimes\mu)(\tau E) has the same rectangle values as (GM8). Uniqueness therefore proves the exact comparison (μ⊗ν)(E)=(ν⊗μ)(τE)=∫Xν(Ex)dμ(x)=∫Yμ(Ey)dν(y).(GM9) (\mu\otimes\nu)(E)=(\nu\otimes\mu)(\tau E) =\int_X\nu(E_x)\,d\mu(x) =\int_Y\mu(E^y)\,d\nu(y). \tag{GM9} The comparison is proved on the original spaces and their original measurable sets. No factor measure has been rescaled, completed silently, or replaced.

16.4. Full Tonelli and absolutely integrable complex Fubini

Let h:X×Y→[0,∞]h:X\times Y\to[0,\infty] be 𝒜⊗ℬ\mathcal A\otimes\mathcal B-measurable. Its finite simple approximations sn↑hs_n\uparrow h in (GM3) are product-measurable. For each simple function, (GM9) applied to its disjoint level sets and the finite original coefficients proves equality of its product integral and both iterated integrals. Its section integrals are measurable functions of the outer variable by the section-measure proof in Section 16.3 and finite additivity. For every original xx, sectionwise (GM4) gives ∫(sn)xdν↑∫hxdν\int (s_n)_x\,d\nu\uparrow\int h_x\,d\nu. Thus the latter is measurable by (GM2). Applying (GM4) once more to these outer functions, and also to the product integrals, proves ∫X×Yhd(μ⊗ν)=∫X(∫Yh(x,y)dν(y))dμ(x)=∫Y(∫Xh(x,y)dμ(x))dν(y).(GM10) \int_{X\times Y}h\,d(\mu\otimes\nu) =\int_X\left(\int_Yh(x,y)\,d\nu(y)\right)d\mu(x) =\int_Y\left(\int_Xh(x,y)\,d\mu(x)\right)d\nu(y). \tag{GM10} Each integral may be infinite, and the sections are measurable at every point. The reverse integral follows either by the same argument or by the exact swap in (GM9). Every factor value, original point and original measure remains.

For product-measurable complex hh with ∫|h|d(μ⊗ν)<∞\int|h|\,d(\mu\otimes\nu)<\infty, apply (GM10) to |h||h|. The inner absolute integral is finite outside a measurable outer null set, by the finite-integral infinite-value argument in Section 16.1. Apply (GM10) separately to the positive and negative parts of Re⁡h\operatorname{Re}h and Im⁡h\operatorname{Im}h. All four product integrals are finite, because each integrand is at most |h||h|. Their inner integrals are finite outside the same exceptional set, and finite subtraction yields ∫hd(μ⊗ν)=∫X(∫Yhxdν)dμ=∫Y(∫Xhydμ)dν,|∫Yhxdν|≤∫Y|hx|dνfor almost every x.(GM11) \int h\,d(\mu\otimes\nu) =\int_X\left(\int_Y h_x\,d\nu\right)d\mu =\int_Y\left(\int_X h^y\,d\mu\right)d\nu,\qquad \left|\int_Y h_x\,d\nu\right|\leq\int_Y|h_x|\,d\nu \quad\text{for almost every }x . \tag{GM11} Define an otherwise undefined inner complex integral to be zero on its measurable exceptional null set. The resulting outer function is measurable: it is the corresponding finite combination of the four measurable nonnegative inner integrals off that set, and zero on it. The displayed bound and (GM10) show it is absolutely integrable. Interchanging the factors proves the same assertions in the opposite order. This establishes Fubini at its actual absolute-integrability hypothesis; it does not subtract infinite positive and negative integrals.

16.5. Completed products, exceptional sections and the Euclidean receiving map

Write ρ̂\widehat\rho for the completion of ρ=μ⊗ν\rho=\mu\otimes\nu by (GM1). If a set SS belongs to this completion, there are E,N∈𝒜⊗ℬE,N\in\mathcal A\otimes\mathcal B with ρ(N)=0\rho(N)=0 and S△E⊂NS\mathbin{\triangle} E\subset N. Formula (GM10) for 1N1_N gives ν(Nx)=0\nu(N_x)=0 outside a measurable μ\mu-null set, and μ(Ny)=0\mu(N^y)=0 outside a measurable ν\nu-null set. For those nonexceptional xx, the section SxS_x differs from the original measurable ExE_x by a subset of the measurable null NxN_x. Hence it belongs to the completed factor sigma-algebra ℬ¯\overline{\mathcal B} and has measure ν¯(Sx)=ν(Ex)\overline\nu(S_x)=\nu(E_x). The same statement holds for the opposite sections with μ¯\overline\mu. We have proved ρ̂(S)=ρ(E)=∫Xν¯(Sx)dμ¯(x)=∫Yμ¯(Sy)dν¯(y),(GM12) \widehat\rho(S)=\rho(E) =\int_X\overline\nu(S_x)\,d\overline\mu(x) =\int_Y\overline\mu(S^y)\,d\overline\nu(y), \tag{GM12} where an inner integral or section measure is assigned zero on its exceptional null set. The resulting outer function agrees with the measurable section function of EE off that null set, so it is measurable for the completed factor and has the same integral. If a factor was not complete, using its completed measure in (GM12) is necessary. Even if both factors were complete, this proof gives no assertion about the exceptional sections.

For a nonnegative ρ̂\widehat\rho-measurable function ff, take its increasing finite simple approximations fnf_n from (GM3). Each of their finitely many completed-measurable level sets differs from a product-measurable set by a subset of a product-measurable null set. There are only countably many such level sets over all nn. Let NN be the union of their null upper bounds. It is product-measurable and ρ(N)=0\rho(N)=0. Replacing each level set by its product-measurable representative gives a product-measurable simple function hnh_n agreeing with fnf_n on (X×Y)\N(X\times Y)\setminus N; representatives that overlap on NN cause no problem because we set hn=0h_n=0 on all of NN. The resulting sequence is increasing everywhere: off NN it is the original increasing fnf_n, and on NN every value is zero. Its product-measurable supremum hh agrees with ff off NN. In the completed measure a nonnegative function supported on a null set has integral zero, by the simple-integral definition. Thus ∫fdρ̂=∫hdρ\int f\,d\widehat\rho=\int h\,d\rho. Outside the outer null set on which the sections of NN may fail to be null, the section fxf_x is measurable for ℬ¯\overline{\mathcal B} and agrees with hxh_x off the factor null NxN_x. To check measurability, for each real ray their inverse images have symmetric difference in NxN_x; (GM1) applies. Their completed section integrals are equal. Applying (GM10) to hh proves both completed iterated identities for ff, with exactly the exceptional-set convention in (GM12). Applying this to |f||f| and to the four real and imaginary parts proves the completed absolutely integrable complex version as well.

The exceptional-section qualification cannot be removed. Take the original completed Lebesgue X=[0,1]X=[0,1], and let Y={0,1}Y=\{0,1\} with sigma-algebra {⌀,Y}\{\varnothing,Y\} and measure ν(Y)=1\nu(Y)=1. This factor is already complete: its only measurable null set is empty. The measurable product set {0}×Y\{0\}\times Y has measure μ({0})ν(Y)=0⋅1=0\mu(\{0\})\nu(Y)=0\cdot1=0. Its subset S={(0,0)}S=\{(0,0)\} is measurable in the completed product and has measure zero, while its section at x=0x=0 is {0}\{0\}, which is not measurable in that original, already complete, factor. For every x≠0x\ne0 the section is empty. This is a concrete counterexample, with finite factor measures, to a claim of measurable completed-product sections at every point.

Finally take the original Borel measures on ℝa\mathbb R^a and ℝb\mathbb R^b, a,b≥1a,b\geq1, constructed in Section 15.0 with every coordinate interval length retained. Their product sigma-algebra equals the Borel sigma-algebra of the original ℝa+b\mathbb R^{a+b}. One inclusion follows because Borel rectangles are Borel: the two coordinate projections are continuous, as their distances are bounded by the full original Euclidean distance. For the other inclusion, each Euclidean open set is the countable union of rational-endpoint open coordinate boxes whose closures it contains, by the coordinate density and interior-ball argument already proved in Section 12.8 of the metric chapter. Each such box is a product rectangle, so every open set lies in the product sigma-algebra. Both the constructed (a+b)(a+b)-dimensional Borel measure and the product measure give the full same box value ∏i=1a+b(bi−ai)=(∏i=1a(bi−ai))(∏i=a+1a+b(bi−ai)).(GM13) \prod_{i=1}^{a+b}(b_i-a_i) =\left(\prod_{i=1}^{a}(b_i-a_i)\right) \left(\prod_{i=a+1}^{a+b}(b_i-a_i)\right). \tag{GM13} On each bounded coordinate window they are finite and agree on the generating boxes; (GM6) and exhaustion prove equality on all Borel sets. Their completions therefore agree by (GM1) and the completed-Borel characterization in Section 15.0. This is the exact comparison with the Euclidean integrals in LP3–LP5, retaining the full original coordinate product and every null face. The new general proof extends the scope of the prerequisite; it leaves those receiving formulas intact.

17. Strong measurability and complete Banach-valued integration

These proofs supply the exact analytic entry used by the positivity, Fourier and symbol chapters. It keeps the original Banach norm, every coordinate seminorm and the Fourier coefficient (2π)−n(2\pi)^{-n}. The scalar measure, nonnegative integral, convergence, Hölder, Minkowski and sigma-finite product theorems are the independent constructions in Sections 15–16 of the Banach and measure chapter. Completeness is part of the definition of each stated Banach space. The chosen Zorn axiom is used only where identified. These are standard foundations; no novelty is claimed.

17.1. Strong measurability and finite-valued approximation

Let (Ω,𝒜,μ)(\Omega,\mathcal A,\mu) be a positive measure space. It need not be sigma-finite or complete. Let BB be the original real or complex Banach space. Equality almost everywhere means equality outside a measurable null set. We replace values on that set by zero when constructing representatives. A finite-valued measurable function is s=∑j=1Jbj1Ej,Ej∈𝒜,Ej∩Ek=⌀(j≠k),bj∈B.(BI1) s=\sum_{j=1}^J b_j1_{E_j},\qquad E_j\in\mathcal A,\quad E_j\cap E_k=\varnothing\ (j\ne k), \quad b_j\in B. \tag{BI1} The value off their union is zero. A function f:Ω→Bf:\Omega\to B is strongly measurable when it is the pointwise limit almost everywhere of such functions. The union of the finitely many values in a countable approximating sequence, together with zero, is countable. Its closure SS is separable, and ff takes values in SS off one measurable null set. For each b∈Bb\in B, the real function ∥f−b∥B\|f-b\|_B is measurable there, since it is the pointwise limit of the corresponding measurable distances. Its extension by the distance from zero on the null set is measurable.

Conversely suppose, after this null-set replacement, that ff takes values in a separable subset S⊂BS\subset B and every distance ∥f−b∥B\|f-b\|_B is measurable. Choose a countable dense family b1,b2,…b_1,b_2,\ldots in S∪{0}S\cup\{0\}, with b1=0b_1=0. For each N≥1N\geq1, choose the least index among the minimizers of the first NN distances. The measurable cells are explicitly EN,j={∥f−bj∥B<∥f−bk∥B for every k<j}∩{∥f−bj∥B≤∥f−bk∥B for every j<k≤N},1≤j≤N,qN=∑j=1Nbj1EN,j.(BI2) E_{N,j}= \{\|f-b_j\|_B<\|f-b_k\|_B\text{ for every }k<j\} \cap \{\|f-b_j\|_B\leq\|f-b_k\|_B\text{ for every }j<k\leq N\}, \quad 1\leq j\leq N, \qquad q_N=\sum_{j=1}^N b_j1_{E_{N,j}}. \tag{BI2} An intersection over no indices imposes no condition. These disjoint cells cover Ω\Omega, including ties and zero distances. Density proves qN(x)→f(x)q_N(x)\to f(x) at every point of this representative. Since zero is always one of the candidates, ∥qN(x)−f(x)∥B≤∥f(x)∥B,∥qN(x)∥B≤2∥f(x)∥B.(BI3) \|q_N(x)-f(x)\|_B\leq\|f(x)\|_B,\qquad \|q_N(x)\|_B\leq2\|f(x)\|_B. \tag{BI3} This proves the converse without a sigma-finiteness assumption. It also proves closure of strong measurability under pointwise almost-everywhere limits: take the closure of the countable union of the separable ranges of all functions in the sequence. The limit has its range in that closure, and every distance to a fixed vector is a measurable pointwise limit. Finite sums and continuous linear images are covered by the same argument; their ranges lie in the separable closure of the appropriate countable sums or images.

If 1≤p<∞1\leq p<\infty and ∫∥f∥Bpdμ<∞\int\|f\|_B^p\,d\mu<\infty, dominated convergence applied to (BI3) gives ∥qN−f∥Lp(μ;B)p=∫Ω∥qN−f∥Bpdμ→0.(BI4) \|q_N-f\|_{L^p(\mu;B)}^p =\int_\Omega\|q_N-f\|_B^p\,d\mu\longrightarrow0. \tag{BI4} Each nonzero value bjb_j of qNq_N has a support of finite measure: on its cell, (BI3) gives ∥f∥B≥∥bj∥B/2\|f\|_B\geq\|b_j\|_B/2, hence μ(EN,j)≤2p∥bj∥Bp∫EN,j∥f(x)∥Bpdμ(x)<∞(bj≠0).(BI5) \mu(E_{N,j}) \leq {2^p\over\|b_j\|_B^p} \int_{E_{N,j}}\|f(x)\|_B^p\,d\mu(x)<\infty \quad(b_j\ne0). \tag{BI5} The zero cell can have infinite measure and contributes the zero vector; no expression 0⋅∞0\cdot\infty is used to define its integral. Thus finite-valued functions with finite-measure nonzero cells are dense in every finite-pp Bochner space, on the original arbitrary measure space.

17.2. The actual vector integral, norm bound and continuous maps

For (BI1) with finite-measure nonzero cells, set I(s)=∑{j:bj≠0}μ(Ej)bj,∥I(s)∥B≤∑{j:bj≠0}μ(Ej)∥bj∥B=∫Ω∥s∥Bdμ.(BI6) I(s)=\sum_{\{j:b_j\ne0\}}\mu(E_j)b_j,\qquad \|I(s)\|_B\leq\sum_{\{j:b_j\ne0\}}\mu(E_j)\|b_j\|_B =\int_\Omega\|s\|_B\,d\mu. \tag{BI6} The sums on the right also omit zero cells. Refining any two finite representations by their intersections proves independence: the measure of each finite-measure cell is the sum of its refined pieces, and every original vector coefficient remains. A common refinement proves linearity for finite-valued integrable functions and the difference bound ∥I(s)−I(t)∥B≤∫∥s−t∥Bdμ\|I(s)-I(t)\|_B\leq\int\|s-t\|_B\,d\mu.

Let ff be strongly measurable and norm-integrable. Choose any finite-valued integrable sequence sks_k tending to ff in L1(μ;B)L^1(\mu;B), supplied by (BI4). Its integrals are Cauchy by the difference bound, so completeness of the original BB supplies a vector limit. Define ∫Ωfdμ=limk→∞I(sk),∥∫Ωfdμ∥B≤∫Ω∥f∥Bdμ.(BI7) \int_\Omega f\,d\mu=\lim_{k\to\infty}I(s_k),\qquad \left\|\int_\Omega f\,d\mu\right\|_B \leq\int_\Omega\|f\|_B\,d\mu. \tag{BI7} Indeed ∫∥sk∥B≤∫∥f∥B+∫∥sk−f∥B\int\|s_k\|_B\leq\int\|f\|_B+\int\|s_k-f\|_B. Any second approximating sequence tkt_k gives the same limit because ∥I(sk)−I(tk)∥B≤∥sk−f∥1+∥tk−f∥1\|I(s_k)-I(t_k)\|_B\leq\|s_k-f\|_1+\|t_k-f\|_1. This proves existence, independence, linearity, almost-everywhere invariance and the exact norm inequality. It is the Bochner integral; its definition retains the original vector space and its norm.

If T:B→CT:B\to C is bounded linear between the original Banach spaces, then TfTf is strongly measurable and ∫ΩTfdμ=T(∫Ωfdμ),∥Tf∥L1(μ;C)≤∥T∥ℒ(B,C)∥f∥L1(μ;B).(BI8) \int_\Omega Tf\,d\mu =T\!\left(\int_\Omega f\,d\mu\right),\qquad \|Tf\|_{L^1(\mu;C)}\leq\|T\|_{\mathcal L(B,C)}\|f\|_{L^1(\mu;B)}. \tag{BI8} Both statements hold first for each finite sum, with its original coefficient order, and then follow by the displayed operator norm and (BI7). In particular every real or complex continuous linear functional commutes with integration. Complex Banach duality here is complex linear, with no conjugation inserted in that identity.

Suppose fkf_k are strongly measurable, fk→ff_k\to f almost everywhere, and ∥fk(x)∥B≤g(x)\|f_k(x)\|_B\leq g(x) for one nonnegative integrable gg. The closure argument in Section 17.1 proves strong measurability of the limit; continuity of the norm gives ∥f∥B≤g\|f\|_B\leq g. Scalar dominated convergence applied to the exact bound ∥fk−f∥B≤2g\|f_k-f\|_B\leq2g gives ∫Ω∥fk−f∥Bdμ→0,∥∫Ωfkdμ−∫Ωfdμ∥B≤∫Ω∥fk−f∥Bdμ→0.(BI9) \int_\Omega\|f_k-f\|_B\,d\mu\longrightarrow0,\qquad \left\|\int_\Omega f_k\,d\mu-\int_\Omega f\,d\mu\right\|_B \leq\int_\Omega\|f_k-f\|_B\,d\mu\longrightarrow0. \tag{BI9} The majorant hypothesis and the pointwise limit are explicit; a weak scalar limit alone cannot be substituted.

17.3. Complete Bochner spaces, including nonseparable Hilbert spaces

For 1≤p<∞1\leq p<\infty, the space Lp(μ;B)L^p(\mu;B) consists of almost-everywhere classes of strongly measurable functions with norm ∥f∥Lp(μ;B)=(∫Ω∥f(x)∥Bpdμ(x))1/p.(BI10) \|f\|_{L^p(\mu;B)} =\left(\int_\Omega\|f(x)\|_B^p\,d\mu(x)\right)^{1/p}. \tag{BI10} At p=∞p=\infty use the essential supremum of the same original pointwise norm. Scalar Minkowski and the pointwise Banach triangle inequality give the norm triangle inequality; vanishing norm is exactly almost-everywhere vanishing.

Let fjf_j be Cauchy. Choose a subsequence with ∥fjk+1−fjk∥p≤2−k\|f_{j_{k+1}}-f_{j_k}\|_p\leq2^{-k}. For finite pp, the increasing functions GM(x)=∥fj1(x)∥B+∑k=1M∥fjk+1(x)−fjk(x)∥B G_M(x)=\|f_{j_1}(x)\|_B+ \sum_{k=1}^M\|f_{j_{k+1}}(x)-f_{j_k}(x)\|_B have LpL^p norms at most ∥fj1∥p+∑k=1M2−k\|f_{j_1}\|_p+\sum_{k=1}^M2^{-k}. Scalar monotone convergence applied to GMpG_M^p shows that their limit is finite almost everywhere and has that same finite bound. Completeness of BB therefore gives the pointwise vector sum f(x)=fj1(x)+∑k=1∞(fjk+1(x)−fjk(x))almost everywhere,∥f−fjk∥p≤∑ν=k∞∥fjν+1−fjν∥p≤∑ν=k∞2−ν.(BI11) f(x)=f_{j_1}(x)+ \sum_{k=1}^\infty(f_{j_{k+1}}(x)-f_{j_k}(x)) \quad\text{almost everywhere},\qquad \|f-f_{j_k}\|_p \leq\sum_{\nu=k}^\infty \|f_{j_{\nu+1}}-f_{j_\nu}\|_p \leq\sum_{\nu=k}^\infty2^{-\nu}. \tag{BI11} The first inequality follows by bounding the pointwise difference by the entire nonnegative tail and passing its finite sums through monotone convergence. Strong measurability of ff follows from Section 17.1. The bound on GG puts ff in LpL^p; the Cauchy property and the triangle inequality give convergence of the entire original sequence. For p=∞p=\infty, remove the countable union of measurable null sets for the initial essential bound and every displayed difference bound. The same series converges uniformly in BB on the complement and satisfies (BI11) in the essential-supremum norm. This proves completeness at every 1≤p≤∞1\leq p\leq\infty on the original measure space.

Finite-valued density (BI4) has only been proved for finite pp. It is false in general at infinity. On Ω=ℕ\Omega=\mathbb N with counting measure and B=ℓ2(ℕ)B=\ell^2(\mathbb N), let f(k)=ekf(k)=e_k, the original unit coordinate vectors. The truncations are finite-valued and converge pointwise, so ff is strongly measurable, with essential-supremum norm one. If ss has any finite set of values v1,…,vJv_1,\ldots,v_J, then ∥ek−vj∥ℓ22=1+∥vj∥ℓ22−2Re⁡(vj,k)→1+∥vj∥ℓ22.(BI12) \|e_k-v_j\|_{\ell^2}^2 =1+\|v_j\|_{\ell^2}^2 -2\operatorname{Re}(v_{j,k})\longrightarrow 1+\|v_j\|_{\ell^2}^2. \tag{BI12} Each coordinate vj,kv_{j,k} tends to zero, because its square sum is finite. Taking the minimum over this finite family shows liminf⁡k→∞∥ek−s(k)∥ℓ2≥1\liminf_{k\to\infty}\|e_k-s(k)\|_{\ell^2}\geq1. Thus the exact original essential-supremum distance is at least one.

For an arbitrary complex Hilbert space HH, finite or infinite dimensional and possibly nonseparable, define (f,g)L2(μ;H)=∫Ω(f(x),g(x))Hdμ(x).(BI13) (f,g)_{L^2(\mu;H)} =\int_\Omega(f(x),g(x))_H\,d\mu(x). \tag{BI13} The inner product is linear in its first variable. Scalar Cauchy–Schwarz proves absolute integrability of this scalar pairing and its continuity. Strong measurability of the pair is inherited from finite-valued approximations. The pointwise Hilbert identities give linearity, conjugate symmetry and positivity after integration, with (f,f)=∥f∥22(f,f)=\|f\|_2^2. Completeness is (BI11), so this is a Hilbert space. No countable basis of the ambient HH was used.

The full pointwise Hilbert inequality used in (BI13). For the original possibly nonseparable HH, let v≠0v\ne0 and c=(u,v)H/(v,v)Hc=(u,v)_H/(v,v)_H. Positivity of its original norm gives the complete expansion 0≤∥u−cv∥H2=∥u∥H2−c¯(u,v)H−c(v,u)H+|c|2∥v∥H2=∥u∥H2−|(u,v)H|2∥v∥H2.(BI13a) 0\leq\|u-cv\|_H^2 =\|u\|_H^2-\overline c(u,v)_H-c(v,u)_H+|c|^2\|v\|_H^2 =\|u\|_H^2-\frac{|(u,v)_H|^2}{\|v\|_H^2}. \tag{BI13a} Every term uses the original inner product, linear in its first variable. For v=0v=0, the pairing is zero. Thus |(u,v)H|≤∥u∥H∥v∥H|(u,v)_H|\leq\|u\|_H\|v\|_H, including all zero cases. Applying the separately proved scalar integral Cauchy–Schwarz to these two original pointwise norms proves the absolute-integrability clause of (BI13). No basis or separability of HH is used.

17.4. Both original Fubini orders and the completed-product exception

Let (X,𝒜,μ)(X,\mathcal A,\mu), (Y,ℬ,ν)(Y,\mathcal B,\nu) be sigma-finite positive measure spaces, and let μ⊗ν\mu\otimes\nu be their original product measure constructed in the independent scalar proof. For f:X×Y→Bf:X\times Y\to B strongly measurable with ∫X×Y∥f∥Bd(μ⊗ν)<∞\int_{X\times Y}\|f\|_B\,d(\mu\otimes\nu)<\infty, we prove both iterated Bochner integrals and ∫X(∫Yf(x,y)dν(y))dμ(x)=∫X×Yfd(μ⊗ν)=∫Y(∫Xf(x,y)dμ(x))dν(y).(BI14) \int_X\left(\int_Y f(x,y)\,d\nu(y)\right)d\mu(x) =\int_{X\times Y}f\,d(\mu\otimes\nu) =\int_Y\left(\int_X f(x,y)\,d\mu(x)\right)d\nu(y). \tag{BI14} The original sigma-finiteness hypotheses are retained here; the arbitrary-measure construction of a single integral does not remove them from this product theorem.

For a finite-valued integrable s=∑j=1Jbj1Ajs=\sum_{j=1}^Jb_j1_{A_j} on the product, scalar measurable sections and Tonelli give measurable functions x↦ν((Aj)x)x\mapsto\nu((A_j)_x), finite almost everywhere when bj≠0b_j\ne0, since then (μ⊗ν)(Aj)<∞(\mu\otimes\nu)(A_j)<\infty. Therefore gs(x)=∑{j:bj≠0}bjν((Aj)x),∫Xgsdμ=∑{j:bj≠0}bj(μ⊗ν)(Aj)=I(s).(BI15) g_s(x)=\sum_{\{j:b_j\ne0\}}b_j\nu((A_j)_x),\qquad \int_X g_s\,d\mu=\sum_{\{j:b_j\ne0\}} b_j(\mu\otimes\nu)(A_j)=I(s). \tag{BI15} On the exceptional measurable null set assign gs=0g_s=0. This map takes values in a finite-dimensional span; distances to any vector are measurable continuous functions of the finitely many measurable coefficients. Section 17.1 proves strong measurability. The norm bound ∥gs(x)∥B≤∫Y∥s(x,y)∥Bdν(y)\|g_s(x)\|_B\leq\int_Y\|s(x,y)\|_B\,d\nu(y) and Tonelli prove integrability. The integral identity follows from (BI8) applied to each fixed-vector linear map on the scalar integrable coefficient.

Choose integrable finite-valued sks_k with ∥sk−f∥L1(μ⊗ν;B)≤2−k\|s_k-f\|_{L^1(\mu\otimes\nu;B)}\leq2^{-k}. The definition of strong measurability uses its own pointwise approximating sequence. Its sections converge pointwise off one product-null set; scalar Tonelli shows that its sections are null for almost every xx. Thus for almost every xx, f(x,⋅)f(x,\cdot) is strongly measurable. Tonelli on ∥f∥B\|f\|_B gives its section integrability. Further, ∫X∑k=1∞(∫Y∥sk(x,y)−f(x,y)∥Bdν(y))dμ(x)≤∑k=1∞2−k<∞.(BI16) \int_X\sum_{k=1}^\infty \left(\int_Y\|s_k(x,y)-f(x,y)\|_B\,d\nu(y)\right)d\mu(x) \leq\sum_{k=1}^\infty2^{-k}<\infty. \tag{BI16} Hence every inner error tends to zero outside one measurable null set. The integral g(x)=∫Yf(x,y)dν(y)g(x)=\int_Yf(x,y)\,d\nu(y), defined as zero on the exceptional set, is the almost-everywhere norm limit of the strongly measurable gskg_{s_k}. Section 17.1 proves its strong measurability. The pointwise norm inequality and Tonelli give ∫X∥g(x)∥Bdμ(x)≤∫X×Y∥f(x,y)∥Bd(μ⊗ν),∥g−gsk∥L1(μ;B)≤∥f−sk∥L1(μ⊗ν;B).(BI17) \int_X\|g(x)\|_B\,d\mu(x)\leq \int_{X\times Y}\|f(x,y)\|_B\,d(\mu\otimes\nu),\qquad \|g-g_{s_k}\|_{L^1(\mu;B)} \leq\|f-s_k\|_{L^1(\mu\otimes\nu;B)}. \tag{BI17} Use (BI7), (BI15) and this exact difference bound to pass to the limit, proving the first equality in (BI14). The scalar factor-swap map preserves the original product measure; applying the proved argument after that map proves the second order, without replacing a coefficient or measure.

For the completion of the product, every measurable finite-valued approximant can be replaced by a raw-product-measurable one outside a product-null set: its finitely many measurable cells differ from raw cells by subsets of a measurable null set, by the definition of completion. Subtract earlier raw cells from later ones to restore disjointness; put the value zero on their common raw null exceptional set. These measurable operations preserve the original values elsewhere. Performing this replacement for the countably many approximants leaves one raw null exceptional set. Its sections are null almost everywhere by scalar Tonelli. The preceding proof then applies to the completed factor sections and gives the same original vector integral. Exceptional sections may fail to be measurable before completion and cannot be asserted integrable at every point. The full finite-factor counterexample in the scalar product chapter remains in force; (BI14) asserts its section statements almost everywhere.

17.5. The exact Fourier and operator receivers

Editorial scope correction for real Banach spaces. The complex exponentials in (BI18) act on a complex Banach space. For an original real BB, they do not define scalar multiplication inside BB. The real-space construction following the original receiver proves the exact replacement map into B×BB\times B and back to BB, retaining its original norm, both real components, both phases and the complete inverse coefficient. The complex-space formulas and proofs below keep their original meaning; none is silently asserted as a BB-valued complex exponential when BB is real.

On ℝn\mathbb R^n, a norm-continuous BB-valued function has separable range: images of a countable dense set in each coordinate box are dense in the image by continuity, and the boxes exhaust the domain. Norm distance functions are continuous, so Section 17.1 proves strong measurability. The same holds for every norm-continuous derivative. For a norm-smooth Schwartz function with the original seminorms sN(u)=max⁡|α|≤Nsup⁡x⟨x⟩N∥∂αu(x)∥Bs_N(u)=\max_{|\alpha|\leq N}\sup_x\langle x\rangle^N\|\partial^\alpha u(x)\|_B, the integral of every derivative multiplied by every fixed coordinate polynomial is finite, using the exact weight integral proved in Section 18 below. Thus its original Fourier integral exists in BB: û(ξ)=∫ℝne−ix⋅ξu(x)dx,u(x)=(2π)−n∫ℝneix⋅ξû(ξ)dξ.(BI18) \widehat u(\xi)=\int_{\mathbb R^n}e^{-ix\cdot\xi}u(x)\,dx,\qquad u(x)=(2\pi)^{-n}\int_{\mathbb R^n}e^{ix\cdot\xi}\widehat u(\xi)\,d\xi. \tag{BI18} For fixed derivatives, the full integrable derivative majorants and (BI9) justify differentiating the first integral. Banach integration by parts follows by applying each continuous linear functional, using scalar integration by parts with compact cutoffs, then passing the cutoff through (BI9). The cutoff derivative terms have the complete Schwartz decay and tend to zero in norm. This proves all original derivative and coordinate Fourier identities. For clarity the full differentiated identity is, for every multiindex α\alpha and integer M≥0M\geq0, (1+|ξ|2)M∂ξαû(ξ)=(−i)|α|∑j,k1,…,kn≥0j+∑iki=MM!j!∏iki!(−1)∑iki∂x(2k1,…,2kn)(xαu)̂(ξ).(BI18a) (1+|\xi|^2)^M\partial_\xi^\alpha\widehat u(\xi) =(-i)^{|\alpha|} \sum_{\substack{j,k_1,\ldots,k_n\geq0\\j+\sum_i k_i=M}} {M!\over j!\prod_i k_i!}(-1)^{\sum_i k_i} \widehat{\partial_x^{(2k_1,\ldots,2k_n)}(x^\alpha u)}(\xi). \tag{BI18a} The first derivative identity is ∂ξαû=(−i)|α|xαû\partial_\xi^\alpha\widehat u=(-i)^{|\alpha|}\widehat{x^\alpha u}; integration by parts gives ∂x2k(xαu)̂=(−1)|k|ξ2kxαû\widehat{\partial_x^{2k}(x^\alpha u)}=(-1)^{|k|}\xi^{2k}\widehat{x^\alpha u}. Expanding the whole polynomial proves (BI18a), including every sign and coefficient. Each input derivative in its right side has the complete Leibniz sum (SC2), and (SC4) bounds its integral. Its Fourier norm is at most that original input integral, by (BI7), uniformly in ξ\xi. Thus choosing 2M2M greater than nn plus any specified output coordinate weight proves integrability of every weighted output derivative. To justify the preceding integrations by parts, take a compact smooth χ=1\chi=1 on |x|≤1|x|\leq1, supported in |x|≤2|x|\leq2, and χR(x)=χ(x/R)\chi_R(x)=\chi(x/R). Every nonzero cutoff derivative is R−|β|(∂βχ)(x/R)R^{-|\beta|}(\partial^\beta\chi)(x/R), supported in R≤|x|≤2RR\leq|x|\leq2R. Every full product term tends to zero in norm by the Schwartz bound of order greater than nn plus its coordinate degree, and its original R−|β|R^{-|\beta|} factor remains. The undifferentiated cutoff tends to one with the integrable Schwartz majorant. This proves the claimed limit for all original derivative orders. Hence the second integral also exists. By (BI8), every continuous linear functional turns it into the original scalar inversion formula. The exact Hahn–Banach norm identity in the Banach chapter proves (BI18) as an equality of the original vectors. No Fourier coefficient is altered.

For HH-valued L2L^2 on the original Euclidean space, approximate a finite-valued function by replacing each scalar cell indicator of finite measure by compact smooth scalar functions using the complete scalar density proof. The exact approximation bound is ∥∑j=1Jbj(aj−1Ej)∥L2(dx;H)≤∑j=1J∥bj∥H∥aj−1Ej∥L2(dx).(BI19) \left\|\sum_{j=1}^J b_j(a_j-1_{E_j})\right\|_{L^2(dx;H)} \leq\sum_{j=1}^J\|b_j\|_H \|a_j-1_{E_j}\|_{L^2(dx)}. \tag{BI19} Together with (BI4), this proves density of finite sums of compact smooth scalar functions times original Hilbert vectors. Their pairings have the entire Gram sum ∫ℝn(∑jaj(x)bj,∑kck(x)dk)Hdx=∑j,k(bj,dk)H∫ℝnaj(x)ck(x)¯dx.(BI20) \int_{\mathbb R^n} \left(\sum_j a_j(x)b_j,\sum_k c_k(x)d_k\right)_Hdx =\sum_{j,k}(b_j,d_k)_H \int_{\mathbb R^n}a_j(x)\overline{c_k(x)}\,dx. \tag{BI20} Applying scalar Plancherel to each term preserves every Gram entry and proves ∫ℝn(u(x),v(x))Hdx=(2π)−n∫ℝn(û(ξ),v̂(ξ))Hdξ.(BI21) \int_{\mathbb R^n}(u(x),v(x))_H\,dx =(2\pi)^{-n}\int_{\mathbb R^n} (\widehat u(\xi),\widehat v(\xi))_H\,d\xi. \tag{BI21} The original inverse coefficient is (2π)−n(2\pi)^{-n}. Both transforms extend by completeness and this density; their inverse identities on the dense finite sums extend to all of L2(dx;H)L^2(dx;H). They act between the original dxdx norm and the original (2π)−ndξ(2\pi)^{-n}d\xi norm, with the displayed factor retained. The argument supplies the precise Bochner L2L^2 step in the positivity chapter’s P14P14–P18P18, and does not impose separability on HH.

A norm-smooth symbol taking values in ℒ(B1,B2)\mathcal L(B_1,B_2) has strongly measurable range on every finite coordinate domain by the same continuity argument. That full operator space is Banach because B2B_2 is Banach, by the existing operator-completeness proof. Every integrable operator-valued expression therefore obeys (BI7)–(BI9), and every absolutely norm-integrable product kernel obeys (BI14), in its original order. The finite-valued approximating values remain the actual bounded operators; no rank restriction is inserted. These facts supply the original P1P1–P13P13 Banach Fourier, transpose and composition receivers.

Editorial bridge: the original real Banach space and its complete Fourier receiver. Let BB now be the original real Banach space with its original norm. On the real vector space B×BB\times B, define complex scalar multiplication and a norm by (a+ib)(x,y)=(ax−by,bx+ay),∥(x,y)∥Bℂ=supθ∈ℝ∥cos⁡θx−sin⁡θy∥B.(BC1) (a+ib)(x,y)=(ax-by,bx+ay),\qquad \|(x,y)\|_{B_{\mathbb C}}= \sup_{\theta\in\mathbb R}\|\cos\theta\,x-\sin\theta\,y\|_B. \tag{BC1} The scalar law follows by expanding both component products: multiplying successively by a+iba+ib and c+idc+id gives the components with scalar coefficients ac−bdac-bd and ad+bcad+bc, in their original order. Identity, distributivity and addition follow componentwise. Each displayed real combination obeys the original triangle inequality; taking its supremum proves the triangle inequality in (BC1). The exact comparisons are max⁡{∥x∥B,∥y∥B}≤∥(x,y)∥Bℂ≤∥x∥B+∥y∥B,∥(x,0)∥Bℂ=∥x∥B.(BC2) \max\{\|x\|_B,\|y\|_B\} \leq\|(x,y)\|_{B_{\mathbb C}} \leq\|x\|_B+\|y\|_B, \qquad \|(x,0)\|_{B_{\mathbb C}}=\|x\|_B. \tag{BC2} The lower bounds use θ=0,−π/2\theta=0,-\pi/2; the upper bound retains both original norms. For a nonzero scalar λ=a+ib\lambda=a+ib, put r=(a2+b2)1/2>0r=(a^2+b^2)^{1/2}>0 and choose ϕ\phi with a=rcos⁡ϕa=r\cos\phi, b=rsin⁡ϕb=r\sin\phi, using the proved real trigonometric/polar entry. The entire expression in (BC1) after multiplication is cos⁡θ(ax−by)−sin⁡θ(bx+ay)=r(cos⁡(θ+ϕ)x−sin⁡(θ+ϕ)y).(BC3) \cos\theta(ax-by)-\sin\theta(bx+ay) =r\bigl(\cos(\theta+\phi)x-\sin(\theta+\phi)y\bigr). \tag{BC3} Taking the original supremum, invariant under the bijection θ↦θ+ϕ\theta\mapsto\theta+\phi, proves absolute complex homogeneity. For zero scalar it is immediate. Definiteness follows from both lower bounds. A norm-Cauchy sequence of pairs has Cauchy original components by (BC2). Their limits lie in the original BB; the full upper bound gives convergence of the pairs. Thus BℂB_{\mathbb C} is a complex Banach space, including B=0B=0.

Keep the maps ι:B→Bℂ\iota:B\to B_{\mathbb C}, ιx=(x,0)\iota x=(x,0), Re⁡B(x,y)=x\operatorname{Re}_B(x,y)=x, Im⁡B(x,y)=y\operatorname{Im}_B(x,y)=y, and CB(x,y)=(x,−y)C_B(x,y)=(x,-y). The injection is real-linear and isometric, both projections are real-linear of norm at most one, and Re⁡Bι=IB\operatorname{Re}_B\iota=I_B, Im⁡Bι=0\operatorname{Im}_B\iota=0. The angle substitution θ↦−θ\theta\mapsto-\theta proves that CBC_B is an isometry. Its full scalar relation is CB2=IBℂ,CB(λz)=λ¯CBz,{z:CBz=z}=ι(B).(BC4) C_B^2=I_{B_{\mathbb C}},\qquad C_B(\lambda z)=\overline\lambda C_Bz, \qquad \{z:C_Bz=z\}=\iota(B). \tag{BC4} The last equality follows from y=−yy=-y, hence y=0y=0 in the original real vector space. These are exact maps, not an identification that discards the second component.

For a norm-smooth original real Schwartz function uu, its injection has exactly the original seminorms, since real derivatives and positive real weights commute with ι\iota and (BC2) is an equality on that image. The already proved complex-space Bochner integral therefore gives its full original Fourier map FBu(ξ)=∫ℝn(cos⁡(x⋅ξ)u(x),−sin⁡(x⋅ξ)u(x))dx=∫ℝne−ix⋅ξιu(x)dx.(BC5) F_Bu(\xi)=\int_{\mathbb R^n} \bigl(\cos(x\cdot\xi)u(x),-\sin(x\cdot\xi)u(x)\bigr)\,dx =\int_{\mathbb R^n}e^{-ix\cdot\xi}\iota u(x)\,dx. \tag{BC5} All integrals are in the complete norm (BC1); their integrable majorants are the original ∥u(x)∥B\|u(x)\|_B. The two real projections give, respectively, ∫cos⁡(x⋅ξ)u(x)dx\int\cos(x\cdot\xi)u(x)\,dx and −∫sin⁡(x⋅ξ)u(x)dx-\int\sin(x\cdot\xi)u(x)\,dx. Bounded real-linear maps commute with this integral: the assertion holds for every original finite sum, whose measure coefficients are real, and passes to the norm limit by (BI7). This supplies that statement for the projections and the conjugation even though the latter is conjugate-linear for complex scalars.

The norm-Schwartz bounds already proved for the complex receiver apply to ιu\iota u, with every original coefficient, cutoff derivative and inverse factor retained. Applying its exact inversion formula gives ιu(x)=(2π)−n∫ℝneix⋅ξFBu(ξ)dξ.(BC6) \iota u(x)=(2\pi)^{-n}\int_{\mathbb R^n} e^{ix\cdot\xi}F_Bu(\xi)\,d\xi. \tag{BC6} This vector lies in the original isometric image, and the real projection recovers exactly u(x)u(x); its imaginary projection is zero. More explicitly (BC5) gives CBFBu(ξ)=FBu(−ξ)C_BF_Bu(\xi)=F_Bu(-\xi). Apply the real-linear conjugation to the inverse integral. Its scalar relation in (BC4), followed by the original variable substitution η=−ξ\eta=-\xi, gives that same inverse integral. It is therefore fixed by CBC_B, proving the image statement without suppressing a component. Dimension zero uses the original point mass, factor (2π)0=1(2\pi)^0=1, and the identity injection/inverse projection.

For the two-sided receiving scope, let vv be a BℂB_{\mathbb C}-valued norm-Schwartz function with CBv(ξ)=v(−ξ)C_Bv(\xi)=v(-\xi). Its original complex inverse GvGv is Schwartz and obeys CBGv=GvC_BGv=Gv by precisely the same integral and variable substitution. Thus Gv=ιuGv=\iota u for u=Re⁡BGvu=\operatorname{Re}_BGv, an original real Schwartz function, and the other complex inverse identity gives FBu=vF_Bu=v. Conversely (BC5) gives that conjugation condition for every original uu. Hence (BC5) and (BC6) are both inverse maps between the original real Schwartz space and this exact conjugate-symmetric subspace, with its original complexification norm; they do not assert that the real Fourier transform takes values inside BB at each frequency.

Finally, an original bounded real-linear T:B1→B2T:B_1\to B_2 extends by Tℂ(x,y)=(Tx,Ty)T_{\mathbb C}(x,y)=(Tx,Ty). Expanding (BC1) proves complex-linearity and ∥Tℂ(x,y)∥(B2)ℂ≤∥T∥∥(x,y)∥(B1)ℂ,∥Tℂ∥=∥T∥,Tℂι1=ι2T.(BC7) \|T_{\mathbb C}(x,y)\|_{(B_2)_{\mathbb C}} \leq\|T\|\|(x,y)\|_{(B_1)_{\mathbb C}},\qquad \|T_{\mathbb C}\|=\|T\|, \qquad T_{\mathbb C}\iota_1=\iota_2T. \tag{BC7} The reverse norm inequality tests the original vectors (x,0)(x,0), including the zero-domain case. Componentwise calculation proves (ST)ℂ=SℂTℂ(ST)_{\mathbb C}=S_{\mathbb C}T_{\mathbb C} and (IB)ℂ=IBℂ(I_B)_{\mathbb C}=I_{B_{\mathbb C}}; if an original two-sided inverse exists, its extension remains that exact two-sided inverse. The maps commute with (BC5) and (BC6) by the finite-sum integral identity and norm limits. This proves the complete operator receiving bridge for real spaces while retaining every original norm, ordered product, phase and coefficient.

Editorial bridge for the original real Hilbert L2 receiver. For an original real Hilbert space HH, the Banach norm (BC1) is not asserted to be an inner-product norm. Keep that norm and construct the following additional Hilbert structure on the same complex vector space H×HH\times H. Write [x,u]H[x,u]_H for the original real inner product and define ((x,y),(u,v))Hℂ=[x,u]H+[y,v]H+i([y,u]H−[x,v]H),∥(x,y)∥Hℂ2=∥x∥H2+∥y∥H2.(BC8) ((x,y),(u,v))_{H_{\mathbb C}} =[x,u]_H+[y,v]_H+i\bigl([y,u]_H-[x,v]_H\bigr),\qquad \|(x,y)\|_{H_{\mathbb C}}^2=\|x\|_H^2+\|y\|_H^2. \tag{BC8} Every real inner-product term remains. Expanding the component scalar law (BC1) shows complex-linearity in the first variable and conjugate-linearity in the second. Symmetry of the original real inner product gives conjugate symmetry. At equal vectors the imaginary terms cancel and the real terms give precisely the displayed positive square, zero only at the zero pair. This proves the asserted inner product. Its triangle inequality follows from the complete inner-product expansion in (BI13a). A Cauchy sequence has Cauchy original components and their limits converge in the displayed sum, so this is a complete complex Hilbert space without a separability hypothesis. The two norms obey the full comparison ∥(x,y)∥Bℂ≤∥(x,y)∥Hℂ≤2∥(x,y)∥Bℂ.(BC9) \|(x,y)\|_{B_{\mathbb C}} \leq\|(x,y)\|_{H_{\mathbb C}} \leq\sqrt2\,\|(x,y)\|_{B_{\mathbb C}}. \tag{BC9} For the first inequality apply the original real Cauchy–Schwarz inequality to the scalar coefficients cos⁡θ,−sin⁡θ\cos\theta,-\sin\theta and the two component norms, using their squared sum one, and then take the actual supremum in (BC1). For the second use both lower bounds in (BC2). The identity maps between these two complete pair spaces are thus bounded with the displayed constants; neither norm replaces the other. The original injection ιH\iota_H is isometric for both. Both real projections are contractions for the Hilbert norm, and CH(x,y)=(x,−y)C_H(x,y)=(x,-y) is an isometric conjugation with the same exact fixed space ιH(H)\iota_H(H).

Use precisely the original measures dxdx and (2π)−ndξ(2\pi)^{-n}d\xi. The proved complex Hilbert Fourier maps in (BI19)–(BI21) act on this HℂH_{\mathbb C}. Their Schwartz integrals coincide with (BC5)–(BC6): the bounded identity map between the two pair norms commutes with finite-valued sums and their integral limits, by the already proved real-linear integral argument. Define FHℝu=FHℂιHuF_H^{\mathbb R}u=F_{H_{\mathbb C}}\iota_Hu for every original real u∈L2(dx;H)u\in L^2(dx;H). This is a real-linear map and its exact pairing formula is ∫ℝn[u(x),w(x)]Hdx=(2π)−n∫ℝn(FHℝu(ξ),FHℝw(ξ))Hℂdξ,∥FHℝu∥L2((2π)−ndξ;Hℂ)=∥u∥L2(dx;H).(BC10) \int_{\mathbb R^n}[u(x),w(x)]_H\,dx =(2\pi)^{-n}\int_{\mathbb R^n} (F_H^{\mathbb R}u(\xi),F_H^{\mathbb R}w(\xi))_{H_{\mathbb C}}\,d\xi, \qquad \|F_H^{\mathbb R}u\|_{L^2((2\pi)^{-n}d\xi;H_{\mathbb C})} =\|u\|_{L^2(dx;H)}. \tag{BC10} This follows from (BC8), the isometric injection and the entire complex Gram calculation (BI20)–(BI21), with every original factor retained. In particular the integral on the right has zero imaginary part, as the displayed equality proves; its integrand need not be real at every frequency.

For the exact range let ℛH\mathcal R_H consist of the original pair-valued L2 classes vv satisfying CHv(ξ)=v(−ξ)C_Hv(\xi)=v(-\xi) almost everywhere. Reflection preserves the original weighted measure, and conjugation is isometric. Their difference is a bounded real-linear operator on that L2 space, of norm at most two, so its kernel ℛH\mathcal R_H is closed. On norm-Schwartz functions, the full integral substitution proved after (BC6) gives both identities CHFHℂf(ξ)=FHℂ(CHf)(−ξ),CHGHℂv(x)=GHℂ(CHv(−⋅))(x).(BC11) C_HF_{H_{\mathbb C}}f(\xi)=F_{H_{\mathbb C}}(C_Hf)(-\xi),\qquad C_HG_{H_{\mathbb C}}v(x)=G_{H_{\mathbb C}}\bigl(C_Hv(-\,\cdot)\bigr)(x). \tag{BC11} They extend to all the original L2 classes by the already proved density of finite sums of compact smooth scalar functions times actual Hilbert vectors, the norm bounds in (BI21), and the two isometries just proved. No pointwise integral of a general L2 class is asserted. Since CHιHu=ιHuC_H\iota_Hu=\iota_Hu, the first identity puts FHℝuF_H^{\mathbb R}u in ℛH\mathcal R_H. Conversely, if v∈ℛHv\in\mathcal R_H, the second identity makes GHℂvG_{H_{\mathbb C}}v fixed by conjugation almost everywhere. Outside the measurable null exceptional set its imaginary component is zero by (BC4). Thus it is exactly ιHu\iota_Hu for u=Re⁡HGHℂv∈L2(dx;H)u=\operatorname{Re}_HG_{H_{\mathbb C}}v\in L^2(dx;H). The two previously proved complex inverse identities now give both FHℝu=vF_H^{\mathbb R}u=v and Re⁡HGHℂFHℝu=u\operatorname{Re}_HG_{H_{\mathbb C}}F_H^{\mathbb R}u=u. These are both inverse maps onto the entire original ℛH\mathcal R_H, with the full inverse coefficient, both pair components, almost-everywhere scope, nonseparable spaces and the dimension-zero point mass retained. In dimension zero the maps are the injection and its real projection onto the fixed space, and (2π)0=1(2\pi)^0=1. This completes the real Hilbert receiver of (BI21) and its positivity applications; it does not attribute a Hilbert norm to the Banach norm (BC1). No novelty is claimed.

18. The original monomial Schwartz entry

For u:ℝn→ℂu:\mathbb R^n\to\mathbb C smooth, retain exactly pα,β(u)=supx∈ℝn|xα∂βu(x)|,α,β∈ℕn,𝒮={u:pα,β(u)<∞ for all α,β}.(SC1) p_{\alpha,\beta}(u)=\sup_{x\in\mathbb R^n} |x^\alpha\partial^\beta u(x)|, \qquad \alpha,\beta\in\mathbb N^n,\qquad \mathcal S=\{u:p_{\alpha,\beta}(u)<\infty \text{ for all }\alpha,\beta\}. \tag{SC1} The continuous complex-linear dual is the stated tempered-distribution space. This is a definition, not a claimed proof of a different distribution topology.

For any original coordinate powers γ\gamma and derivatives δ\delta, the full product formula is ∂β(xγ∂δu)=∑θ≤βθ≤γ(βθ)γ!(γ−θ)!xγ−θ∂δ+β−θu,pα,β(xγ∂δu)≤∑θ≤βθ≤γ(βθ)γ!(γ−θ)!pα+γ−θ,δ+β−θ(u).(SC2) \partial^\beta(x^\gamma\partial^\delta u) =\sum_{\substack{\theta\leq\beta\\\theta\leq\gamma}} {\beta\choose\theta}{\gamma!\over(\gamma-\theta)!} x^{\gamma-\theta}\partial^{\delta+\beta-\theta}u,\qquad p_{\alpha,\beta}(x^\gamma\partial^\delta u) \leq\sum_{\substack{\theta\leq\beta\\\theta\leq\gamma}} {\beta\choose\theta}{\gamma!\over(\gamma-\theta)!} p_{\alpha+\gamma-\theta,\delta+\beta-\theta}(u). \tag{SC2} The multiindex inequalities are coordinatewise. The formula follows by the finite Leibniz rule with every derivative multiplicity; zero coordinates give the usual factorial 0!=10!=1. It proves continuity and stability under every original polynomial and derivative without discarding any summand.

Choose an integer M>n/2M>n/2. Retain the actual constant In,M=∫ℝn(1+|x|2)−Mdx,(1+|x|2)M=∑j,k1,…,kn≥0j+∑iki=MM!j!∏iki!x12k1⋯xn2kn.(SC3) I_{n,M}=\int_{\mathbb R^n}(1+|x|^2)^{-M}\,dx,\qquad (1+|x|^2)^M =\sum_{\substack{j,k_1,\ldots,k_n\geq0\\j+\sum_i k_i=M}} {M!\over j!\prod_i k_i!}\,x_1^{2k_1}\cdots x_n^{2k_n}. \tag{SC3} For n≥1n\geq1, split into |x|∞<1|x|_\infty<1 and the shells 2l≤|x|∞<2l+12^l\leq|x|_\infty<2^{l+1}, l≥0l\geq0. The first integral is at most 2n2^n; the ll-th integral is at most 2n(l+2)2−2Ml2^{n(l+2)}2^{-2Ml}. Therefore In,M≤2n+22n/(1−2n−2M)<∞I_{n,M}\leq2^n+2^{2n}/(1-2^{n-2M})<\infty. This is a bound on the original integral, not a substitution for its actual value. The multinomial identity in (SC3) gives ∫ℝn|u(x)|dx≤In,M∑j,k1,…,kn≥0j+∑iki=MM!j!∏iki!p(2k1,…,2kn),0(u).(SC4) \int_{\mathbb R^n}|u(x)|\,dx \leq I_{n,M} \sum_{\substack{j,k_1,\ldots,k_n\geq0\\j+\sum_i k_i=M}} {M!\over j!\prod_i k_i!}\,p_{(2k_1,\ldots,2k_n),0}(u). \tag{SC4} Every coefficient and seminorm remains. For n=0n=0, the Euclidean space is a single point with its original zero-dimensional Lebesgue mass one: I0,M=1I_{0,M}=1, integration is evaluation and the sole multiindex is empty. Thus this entry includes that case.

Completeness for the exact seminorms also follows. If ulu_l is Cauchy for every pα,βp_{\alpha,\beta}, the derivatives converge uniformly on every compact set because p0,βp_{0,\beta} controls them. The full coordinate-segment FTC argument from the smooth-completeness proof makes the common limit uu smooth with those exact derivative limits. For each fixed α,β\alpha,\beta, the uniform Cauchy inequality |xα∂β(ul−uk)(x)|<ε|x^\alpha\partial^\beta(u_l-u_k)(x)|<\varepsilon for every xx and all large l,kl,k passes to the pointwise limit in kk. Taking the same supremum shows pα,β(ul−u)≤εp_{\alpha,\beta}(u_l-u)\leq\varepsilon. In particular every seminorm of uu is finite. Enumerating the multiindices and taking finite maxima gives the exact locally convex topology and a complete separating metric by the earlier explicit Fréchet metric construction. No support or coordinate bound was removed.

For comparison with the original bracket seminorms used by the Banach-valued chapter, one has pα,β(u)≤s|α|+|β|(u),sN(u)≤max|β|≤N∑j,k1,…,kn≥0j+∑iki=MM!j!∏iki!p(2k1,…,2kn),β(u),2M≥N.(SC5) p_{\alpha,\beta}(u)\leq s_{|\alpha|+|\beta|}(u),\qquad s_N(u)\leq \max_{|\beta|\leq N} \sum_{\substack{j,k_1,\ldots,k_n\geq0\\j+\sum_i k_i=M}} {M!\over j!\prod_i k_i!}\,p_{(2k_1,\ldots,2k_n),\beta}(u), \quad 2M\geq N. \tag{SC5} Here sNs_N retains ⟨x⟩N=(1+|x|2)N/2\langle x\rangle^N=(1+|x|^2)^{N/2}. The first inequality is |xα|≤⟨x⟩|α||x^\alpha|\leq\langle x\rangle^{|\alpha|}; the second uses the entire polynomial (SC3) and ⟨x⟩N≤⟨x⟩2M\langle x\rangle^N\leq\langle x\rangle^{2M}. Thus both original seminorm families and their exact maps are retained, rather than replacing one by a preferred presentation. The same inequalities hold with the original Banach norm in place of scalar absolute value, supplying the integrability used in (BI18).

19. The selected Zorn entry and the original Baire recursion

The course chooses Zorn’s maximality principle as an explicit logical axiom. Here is the exact selection map needed in the original complete-metric Baire argument. For any set-indexed family of nonempty sets (Ai)i∈I(A_i)_{i\in I}, consider partial functions cc with domain a subset of II and c(i)∈Aic(i)\in A_i, ordered by extension. The empty function belongs to the poset. Every chain has an upper bound: its union is a function, since any two partial functions in the chain agree wherever both are defined, and every union value remains in its specified AiA_i. Zorn gives a maximal partial function. If its domain omits ii, choose one element of that nonempty AiA_i; adjoining that one pair extends the function, a contradiction. Consequently c:I→⋃i∈IAi,c(i)∈Ai for every i∈I.(BZ1) c:I\longrightarrow\bigcup_{i\in I}A_i,\qquad c(i)\in A_i \text{ for every }i\in I. \tag{BZ1} This proves the required choice consequence from the chosen axiom, without adding an unannounced sequence-selection hypothesis.

For the original metric space ZZ, form the set-indexed family of all nonempty subsets of Z×(0,∞)Z\times(0,\infty), and fix its selector from (BZ1). For a nonempty open W⊂ZW\subset Z and an integer j≥1j\geq1, the set A(W,j)={(z,r):z∈W,0<r≤2−j,B¯(z,r)⊂W}(BZ2) A(W,j)=\{(z,r):z\in W,\ 0<r\leq2^{-j},\ \overline B(z,r)\subset W\} \tag{BZ2} is nonempty. Indeed take one point of WW, a positive ball lying in WW, and a smaller positive radius, also at most 2−j2^{-j}; its closed ball lies in the original open ball. This includes isolated points. Given dense open UjU_j and nonempty open VV, choose the first pair by applying that fixed selector to A(V∩U1,1)A(V\cap U_1,1). Having selected (zj,rj)(z_j,r_j), apply the same selector to A(B(zj,rj)∩Uj+1,j+1)A(B(z_j,r_j)\cap U_{j+1},j+1). The intersection is nonempty by density. Ordinary natural-number recursion now gives exactly the original nested balls and dyadic bounds B12B12–B13B13; its next value is an actual function of the preceding pair and the original sets.

All later centers lie in B¯(zj,rj)\overline B(z_j,r_j), so their mutual distances are at most 2rj≤21−j2r_j\leq2^{1-j}. Completeness supplies a limit zz. Each closed ball contains the tail and is closed, hence contains zz; its original inclusion puts zz in V∩⋂jUjV\cap\bigcap_jU_j. This proves density of that intersection with the original metric unchanged. If Z=⋃jFjZ=\bigcup_jF_j is a countable closed cover and no FjF_j has interior, every Z\FjZ\setminus F_j is dense open. For nonempty ZZ, the result gives a point outside their union, a contradiction. The source Baire and closed-cover conclusions therefore have the complete stated proof at their selected logical base.

20. Exact entry and receiving scope

The existing original L2L^2 completeness, compact smooth density, translation continuity, dominated convergence and compact smooth integration-by-parts statements are already proved by LP1LP1–LP2LP2, LP5LP5, LP10LP10–LP12LP12 and LP17LP17–LP19LP19 in the Banach chapter. The new Banach-valued proof extends those necessary operations at their actual norm and strong-measurability hypotheses. The monomial Schwartz contract is supplied by SC1SC1–SC5SC5, and the exact Baire selection map by BZ1BZ1–BZ2BZ2 together with the original full nested-ball argument.

The original finite-coordinate Taylor contract is already proved by OC19OC19–OC24OC24 in the metric chapter. Its ordered derivative tensors, every multiindex, coefficient, integral remainder and target norm are present. A metadata flag calling that exact entry unfinished is stale; routing its actual full proof does not add a hypothesis or alter an equation. For integer K≥1K\geq1, take r=K−1r=K-1 in (OC22)–(OC24); the entire integral remainder and its K!K! coefficient bound are then present. At K=0K=0, the Taylor polynomial is empty, the remainder is the original f(x+h)f(x+h), and its norm is bounded by the zeroth derivative supremum on the segment. No negative factorial or nonexistent derivative enters that endpoint.

These entry providers must remain independent of their positivity, Fourier and symbol receivers. Scalar measure/integration, finite calculus and the selected logical axioms enter the providers; operator quantization and Hilbert-valued Fourier outputs do not supply their own bases.

21. Exact lattice cutoffs and the original derivative map

The positivity chapter requires a compact smooth lattice partition before its scalar or Banach-valued Fourier-series argument. The construction below uses only the independent real/topology and scalar-calculus proofs. It retains the entire denominator and every derivative term; no symbol estimate or Fourier theorem supplies this entry.

21.1. The full original lattice construction

Let n≥1n\geq1. Retain the actual OC38OC38 scalar cutoff, writing χcut\chi_{\rm cut} for that same function to distinguish it from the lattice function constructed below: η(s)={0,s≤0,E(−1/s),s>0,χcut(s)=η(3/2−s)η(3/2−s)+η(s−1),θ(t)=χcut(1+t2−(3/4)22((7/8)2−(3/4)2)).(LT0) \eta(s)=\begin{cases}0,&s\leq0,\\E(-1/s),&s>0,\end{cases} \qquad \chi_{\rm cut}(s) ={\eta(3/2-s)\over\eta(3/2-s)+\eta(s-1)},\qquad \theta(t)=\chi_{\rm cut}\left( 1+{t^2-(3/4)^2\over2((7/8)^2-(3/4)^2)} \right). \tag{LT0} The existing full OC38OC38–OC41OC41 endpoint and derivative proof applies to these exact radii. Hence θ\theta is nonnegative and smooth, equals one on [−3/4,3/4][-3/4,3/4], and has its support in the closed interval [−7/8,7/8][-7/8,7/8], which is strictly inside (−1,1)(-1,1). Every translation, original square and denominator remains. Set ϕ(x)=∏i=1nθ(xi),H(x)=∑k∈ℤnϕ(x−k),χ(x)=ϕ(x)H(x).(LT1) \phi(x)=\prod_{i=1}^n\theta(x_i),\qquad H(x)=\sum_{k\in\mathbb Z^n}\phi(x-k),\qquad \chi(x)={\phi(x)\over H(x)}. \tag{LT1} All functions and all terms in this formula are the actual ones. For each coordinate xix_i, choose an integer kik_i with |xi−ki|≤1/2|x_i-k_i|\leq1/2. Existence follows from the Archimedean integer-part proof; it does not require a nearest-lattice optimization. Thus one summand in H(x)H(x) is exactly one, since every chosen coordinate lies in the unchanged plateau [−3/4,3/4][-3/4,3/4]. Only finitely many integer vectors can have x−k∈[−1,1]nx-k\in[-1,1]^n, and on any fixed bounded neighborhood there is one common finite list of such vectors. This proves local finiteness and smoothness of HH, with H(x−l)=H(x)(l∈ℤn),H(x)>0,∑k∈ℤnχ(x−k)=1H(x)∑k∈ℤnϕ(x−k)=1.(LT2) H(x-l)=H(x)\quad(l\in\mathbb Z^n),\qquad H(x)>0,\qquad \sum_{k\in\mathbb Z^n}\chi(x-k) ={1\over H(x)}\sum_{k\in\mathbb Z^n}\phi(x-k)=1. \tag{LT2} The equal denominator follows from reindexing the whole locally finite sum by the actual translation k↦k+lk\mapsto k+l; it is not assumed constant in xx. The real compactness theorem and continuity on [0,1]n[0,1]^n supply constants c,Cc,C with 0<c≤H(x)≤C<∞0<c\leq H(x)\leq C<\infty there. The full integer-periodicity extends those same bounds to all of ℝn\mathbb R^n, by subtracting an integer vector with remaining coordinates in [0,1][0,1].

The same original construction gives the sharp numerical bounds 1≤H(x)≤2n,H(l)=1,H(l+(1/2,…,1/2))=2n(l∈ℤn).(LT2a) 1\le H(x)\le 2^n,\qquad H(l)=1,\qquad H\bigl(l+(1/2,\ldots,1/2)\bigr)=2^n \quad(l\in\mathbb Z^n). \tag{LT2a} For the lower bound use the actual plateau summand just exhibited. For the upper bound, a nonzero factor θ(xi−ki)\theta(x_i-k_i) requires |xi−ki|<7/8|x_i-k_i|<7/8. That interval has length 7/4<27/4<2, so it contains at most two integers: three distinct integers have first-to-last distance at least two. Thus at most 2n2^n products in the full sum can be nonzero, and each is at most one. At an integer point only the actual translate k=lk=l survives and its product is one. At the displayed half-integer point precisely the two nearest choices per coordinate survive; each coordinate factor equals one, so all 2n2^n products equal one. This proves both bounds are attained without changing θ,ϕ,H\theta,\phi,H or χ\chi.

The function χ\chi is nonnegative, smooth, compactly supported in (−1,1)n(-1,1)^n, and at most one because H(x)H(x) contains the nonnegative summand ϕ(x)\phi(x). For every multiindex α\alpha, differentiation of the exact equality Hχ=ϕH\chi=\phi gives ∂αχ(x)=1H(x)[∂αϕ(x)−∑0<β≤α(αβ)(∂βH(x))(∂α−βχ(x))],∂βH(x)=∑k∈ℤn∂βϕ(x−k).(LT3) \partial^\alpha\chi(x) ={1\over H(x)} \left[ \partial^\alpha\phi(x)- \sum_{\substack{0<\beta\leq\alpha}} {\alpha\choose\beta} (\partial^\beta H(x)) (\partial^{\alpha-\beta}\chi(x)) \right], \qquad \partial^\beta H(x)= \sum_{k\in\mathbb Z^n}\partial^\beta\phi(x-k). \tag{LT3} For α=0\alpha=0 the derivative sum is empty and this is (LT1). For higher orders it is a finite recursion in strictly smaller derivative orders of the original χ\chi; every binomial factor, denominator and derivative of HH remains. The common finite lists on compact neighborhoods prove each derivative identity. Periodicity and compactness bound every derivative of HH globally, and the same recursion with H≥cH\geq c bounds every derivative of χ\chi. These are bounds on the constructed functions, not replacements for their formulas.

Here are full derivative constants for the same functions. For every original multiindex β\beta, put Tβ=∏i=1n∥θ(βi)∥∞,Aα=∥∂αχ∥∞.(LT3a) T_\beta=\prod_{i=1}^n\|\theta^{(\beta_i)}\|_\infty,\qquad A_\alpha=\|\partial^\alpha\chi\|_\infty. \tag{LT3a} Every factor is finite by the compact-support derivative proof. The product formula gives ∂βϕ(x)=∏iθ(βi)(xi)\partial^\beta\phi(x)=\prod_i\theta^{(\beta_i)}(x_i), with no mixed-coordinate summand suppressed. All derivatives of θ\theta vanish outside its full closed support, and vanish at either outer endpoint by their continuity and the zero exterior. At each original xx, at most two integer choices per coordinate can contribute to the entire derivative sum in (LT3). Consequently ∥∂βϕ∥∞≤Tβ,∥∂βH∥∞≤2nTβ,A0≤1,Aα≤Tα+2n∑0<β≤α(αβ)TβAα−β(|α|>0).(LT3b) \|\partial^\beta\phi\|_\infty\le T_\beta,\qquad \|\partial^\beta H\|_\infty\le 2^nT_\beta,\qquad A_0\le1,\qquad A_\alpha\le T_\alpha+ 2^n\sum_{0<\beta\le\alpha}{\alpha\choose\beta} T_\beta A_{\alpha-\beta}\quad(|\alpha|>0). \tag{LT3b} The last inequality follows directly from the entire (LT3) recursion and H≥1H\ge1. Induction bounds every AαA_\alpha, using exactly the displayed smaller orders; no denominator or Leibniz term is replaced in the actual formula. Translation gives the identical bound AαA_\alpha for each χ(x−k)\chi(x-k). Thus the original positivity reconstruction receives uniform derivative constants for every one of its unchanged lattice translates, with its actual period, density and Fourier factors retained below. These sharpen the preceding sufficient compactness bounds; no novelty is claimed.

Choose also the full compact smooth function ϑ(x)=∏i=1nχcut(1+xi2−122((7/4)2−12)).(LT4) \vartheta(x)=\prod_{i=1}^n \chi_{\rm cut}\left(1+ {x_i^2-1^2\over2((7/4)^2-1^2)}\right). \tag{LT4} It equals one on [−1,1]n[-1,1]^n and has support in [−7/4,7/4]n[-7/4,7/4]^n, strictly inside (−2,2)n(-2,2)^n, by the same exact OC41OC41 construction. For any original cube side L>4L>4, that support lies strictly inside the cube (−L/2,L/2)n(-L/2,L/2)^n; hence it contains the full support of χ\chi away from its boundary and ϑχ=χ\vartheta\chi=\chi. Translating both functions by kk gives exactly the cutoffs required by the positivity chapter’s P3P3–P4P4 reconstruction. The period LL, density dx/Lndx/L^n, phase 2πil⋅(x−k)/L2\pi i l\cdot(x-k)/L, every Fourier coefficient and every derivative factor 2πilj/L2\pi i l_j/L remain those of that original reconstruction.

For n=0n=0, the original space has one point and ℤ0\mathbb Z^0 has the single empty vector. Empty products in (LT1) give ϕ=H=χ=1\phi=H=\chi=1; the sum in (LT2) is one, the sole derivative order is zero, and the cutoff can be ϑ=1\vartheta=1. The original zero-dimensional measure has mass one. Thus no dimensional endpoint is omitted.

21.2. Exact prerequisite scope

Finite-coordinate Taylor, chain/product and integration-by-parts operations are supplied by the original full scalar/finite calculus OC1OC1–OC24OC24; their complete target-coordinate and tensor maps include fixed complex matrices. The compact smooth cutoff is the original OC38OC38–OC41OC41 construction and its proved full endpoint derivatives. Scalar measure convergence and product integration are the actual LP1LP1–LP5LP5, GM1GM1–GM13GM13 proofs, and finite Gram/orthogonalization is the full original finite-algebra proof with all residual lengths and both Gram matrices.

Together with the exact lattice construction (LT1)–(LT3), these independent providers supply every clause of the positivity chapter’s original elementary-analysis contract. Hilbert inner-product identities refer to the stated Hilbert-space definition; completeness and the Bochner L2L^2 receiving map are supplied by the preceding complete Banach integration proof. Neither operator quantization nor the positive-probe theorem is used as its own prerequisite.

This is an owned proof of the original entry and its exact receiving construction.

References