Tridual-"Reflexive"

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Let $X$ be an Banach space, and $X^*$ the space of linear functionals on $X$. The dual of $X^*$ is called the bidual, and if the bidual $X^{**}=X$, we say that $X$ is a reflexive space. It is well known that the $L^p$-spaces ($1<p<\infty$) are reflexive.

Now, let us define the tridual to be the dual of the bidual, $X^{***}$. Are there spaces $X$ such that $X^{***}=X$? What about "reflexivity" with respect to n-duals? Does this have any application?

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I am not sure what you mean by the equality $X^{***} = X$, if you mean that $X$ and $X^{***}$ are isometrically isomorphic then the answer is no, it does not imply reflexivity.

There is a classical example $J$ of a Banach space constructed by R. C. James (the James space) with the property that $J$ is isometrically isomorphic to $J^{**}$, yet $J$ is not reflexive:

R. C. James, A non-reflexive Banach space isometric with its second conjugate space, Proc. Nat. Acad. Sci. U. S. A. 37, (1951). 174–177.

Take $X = J\oplus_2 J^*$. Then $X$ is not reflexive as it contains a non-reflexive subspace $J$ but

$X^{***} \equiv J^{***} \oplus_2 J^{****}\equiv J^* \oplus_2 J\equiv J\oplus_2 J^* = X,$

where by $\equiv$ I mean the existence of an isometric isomorphism. Of course, this answers your question in negative for all $n$ as well.