I am studying Donald Cohn's Measure Theory. In Chapter 3, Exercise 7, the author asks to do the following exercise:
Let $(X, \mathcal A , \mu)$ be a finite measure space, and let $f$ be an $\mathcal A$ measurable real or complex valued function on $X$.
Show that $f$ belongs to $\mathscr L ^ \infty$ iff
- $f$ belongs to $\mathscr L^p (X,\mathscr A , \mu)$ for each $p \in [1, \infty )$ and
- $\sup \{ \lVert f \rVert _p : 1\le p < +\infty \}$ is finite.
Cohn defines $\mathscr L^p$ for $1\le p < \infty$ in the usual fashion. However, $\mathscr L ^\infty$ is the collection of all bounded measurable functions (this is different from what Wikipedia and other textbook do) and $\lVert f \rVert _\infty$ is defined to be the infimum of those nonnegative numbers $M$ such that $\{ x\in X : |f(x)| > M \}$ is locally null. (See here the definition of locally null)
I successfully proved the "only if" part. To prove the "if" part, I need to prove that if any measurable function on a finite measure space which satisfies conditions $1$ and $2$ of the question then it must be bounded.
However, I have a counterexample. Let's consider $X= (0,1]$, $\mathscr A$ is the Borel sigma algebra on $X$ and $\lambda$ is the Lebesgue measure on $X$. Consider the function $f$ on $X$ given by
$$f(x)= \begin{cases} n & \text{if } x=m/n \text{ with } \gcd(m,n)=1 \newline 0 & \text {otherwise} \end{cases}$$
Notice that $f$ is zero almost everywhere and $f$ is measurable because $f= \sum_{p/q \in \mathbb Q \cap (0,1]} q\chi_{\{ p/q\}}$ (and hence is a limit of simple measurable functions). But this function satisfies both conditions 1 and 2 however is not bounded.
Is my counterexample correct? If it is, can the hypothesis of the question be tweaked so the the assertion becomes correct?
Let us check whether we are all on the same page (literally!).
From page 92 of Donald L. Cohn, Measure Theory (second edition 2013):
Footnote on same page:
Main text, continued from page 92 to page 93:
Exercise 3.3.7, on page 98:
[I don't know how to nest lists properly in a blockquote in Markdown. Feel free to correct my formatting.]
There would be nothing wrong with the exercise if $\mathscr{L}^\infty(X, \mathscr{A}, \mu)$ were defined as in the footnote, but it is defined differently in the main text, and according to that definition, the OP's counterexample is valid.