For a space (S,Σ,μ), μ a
positive finitely additive set function on a field Σ of subsets of the set S, Lp(S,Σ,μ)
is usually not complete. However, if we consider the completion Lp(S,Σ,μ) of Lp, we
may ask which of the properties of Lp known for the countabiy additive case, are true
in general.
In this paper it is shown that for every (S,Σ,μ) there is a (countably additive)
measure space (S′,Σ′,μ′) and a natural injection j from S into S′ which induces
isometric isomorphisms j∗ from Lp(S,Σ,μ) onto Lp(S′,Σ′,μ′). j∗ also preserves
order, and other structures on Lp.
This result shows, roughly, that any theorem valid for Lp over a measure
space, applies also to Lp over a finitely additive measure. Thus Lp and Lq
are dual (1 < p < +∞,1∕p + 1∕q = 1), L1 is weakly complete, and so
forth.
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