Fubini's theorem for Bochner Integral

71 Views Asked by At

I've just been (as of two days ago) introduced to the Bochner integral, and I've read that Fubini's theorem holds for it, but I haven't been able to find its version for the said integral. So here's my question:

Let $(X,\Sigma,\mu),(Y,\Omega,\upsilon)$ be $\sigma$-finite measure spaces, $E$ a Banach space and $f:X\times Y\rightarrow E$ a Bochner integrable function. I've seen (through here, page 11, theorem 1.19) that a closed linear operator (as I think is the case for the integral of Bochner integrable functions) commutes with the Bochner integral. Can I then affirm that $$ \int_{X}\left(\int_{Y}f\ d\upsilon\right)d\mu=\int_{Y}\left(\int_{X}f\ d\mu\right)d\upsilon$$ ? I apologize in advance if anything is wrong or nonsense. As I said, I've just come in contact with this subject.

2

There are 2 best solutions below

1
On BEST ANSWER

I think that your idea does not work immediately. Indeed, if $f \in L^1(X; F)$, you can take a bounded linear operator $A \colon F \to G$ and have $$ \int_X A f(x) \, \mathrm{d}x = A \int_X f(x) \, \mathrm{d}x. $$ This does not yield your desired formula in case $f \in L^1(X \times Y; E)$, since the integral over $Y$ is not a linear operator on the space $X$.

However, the space $L^1(X \times Y; E)$ is isometrically isomorphic to $L^1(X; L^1(Y;E))$. Let $I \colon L^1(Y;E) \to E$ be the Bochner integral. Then, $$ \int_X \int_Y f \, \mathrm{d}y \, \mathrm dx = \int_X I f \,\mathrm dx = I \int_X f \,\mathrm dx = \int_Y\int_X f \,\mathrm{d}x\,\mathrm{d}y $$ for all $f \in L^1(X; L^1(Y;E))$.

One should be aware that the proof of the mentioned identification of spaces might already require some Fubini-type argument (I do not remember exactly...)

0
On

It follows from the usual Fubini theorem. Let $p\in E^*$ be a bounded linear functional. Then, by the usual Fubini theorem and the fact that you mentioned, $$p\int_{X}\int_{Y}f\ \mathrm d\upsilon\ \mathrm d\mu= \int_{X}p \int_{Y}f\ \mathrm d\upsilon\ \mathrm d\mu=\int_{X}\int_{Y}pf\ \mathrm d\upsilon\ \mathrm d\mu$$

$$=\int_{Y}\int_{X}p f\ \mathrm d\mu\ \mathrm d\upsilon=\int_{Y}p\int_{X}f\ \mathrm d\mu\ \mathrm d\upsilon=p\int_{Y}\int_{X}f\ \mathrm d\mu\ \mathrm d\upsilon$$

Since bounded linear functionals separate the elements of $E$ by the Hahn-Banach theorem, we get

$$\int_{X}\int_{Y}f\ \mathrm d\upsilon\ \mathrm d\mu=\int_{Y}\int_{X}f\ \mathrm d\mu\ \mathrm d\upsilon.$$