Essential range

In mathematics, particularly measure theory, the essential range, or the set of essential values, of a function is intuitively the 'non-negligible' range of the function: It does not change between two functions that are equal almost everywhere. One way of thinking of the essential range of a function is the set on which the range of the function is 'concentrated'.

Formal definition

Let ( X , A , μ ) {\displaystyle (X,{\cal {A}},\mu )} be a measure space, and let ( Y , T ) {\displaystyle (Y,{\cal {T}})} be a topological space. For any ( A , σ ( T ) ) {\displaystyle ({\cal {A}},\sigma ({\cal {T}}))} -measurable f : X Y {\displaystyle f:X\to Y} , we say the essential range of f {\displaystyle f} to mean the set

e s s . i m ( f ) = { y Y 0 < μ ( f 1 ( U ) )  for all  U T  with  y U } . {\displaystyle \operatorname {ess.im} (f)=\left\{y\in Y\mid 0<\mu (f^{-1}(U)){\text{ for all }}U\in {\cal {T}}{\text{ with }}y\in U\right\}.} [1]: Example 0.A.5 [2][3]

Equivalently, e s s . i m ( f ) = supp ( f μ ) {\displaystyle \operatorname {ess.im} (f)=\operatorname {supp} (f_{*}\mu )} , where f μ {\displaystyle f_{*}\mu } is the pushforward measure onto σ ( T ) {\displaystyle \sigma ({\cal {T}})} of μ {\displaystyle \mu } under f {\displaystyle f} and supp ( f μ ) {\displaystyle \operatorname {supp} (f_{*}\mu )} denotes the support of f μ . {\displaystyle f_{*}\mu .} [4]

Essential values

We sometimes use the phrase "essential value of f {\displaystyle f} " to mean an element of the essential range of f . {\displaystyle f.} [5]: Exercise 4.1.6 [6]: Example 7.1.11 

Special cases of common interest

Y = C

Say ( Y , T ) {\displaystyle (Y,{\cal {T}})} is C {\displaystyle \mathbb {C} } equipped with its usual topology. Then the essential range of f is given by

e s s . i m ( f ) = { z C for all   ε R > 0 : 0 < μ { x X : | f ( x ) z | < ε } } . {\displaystyle \operatorname {ess.im} (f)=\left\{z\in \mathbb {C} \mid {\text{for all}}\ \varepsilon \in \mathbb {R} _{>0}:0<\mu \{x\in X:|f(x)-z|<\varepsilon \}\right\}.} [7]: Definition 4.36 [8][9]: cf. Exercise 6.11 

In other words: The essential range of a complex-valued function is the set of all complex numbers z such that the inverse image of each ε-neighbourhood of z under f has positive measure.

(Y,T) is discrete

Say ( Y , T ) {\displaystyle (Y,{\cal {T}})} is discrete, i.e., T = P ( Y ) {\displaystyle {\cal {T}}={\cal {P}}(Y)} is the power set of Y , {\displaystyle Y,} i.e., the discrete topology on Y . {\displaystyle Y.} Then the essential range of f is the set of values y in Y with strictly positive f μ {\displaystyle f_{*}\mu } -measure:

e s s . i m ( f ) = { y Y : 0 < μ ( f pre { y } ) } = { y Y : 0 < ( f μ ) { y } } . {\displaystyle \operatorname {ess.im} (f)=\{y\in Y:0<\mu (f^{\text{pre}}\{y\})\}=\{y\in Y:0<(f_{*}\mu )\{y\}\}.} [10]: Example 1.1.29 [11][12]

Properties

  • The essential range of a measurable function, being the support of a measure, is always closed.
  • The essential range ess.im(f) of a measurable function is always a subset of im ( f ) ¯ {\displaystyle {\overline {\operatorname {im} (f)}}} .
  • The essential image cannot be used to distinguish functions that are almost everywhere equal: If f = g {\displaystyle f=g} holds μ {\displaystyle \mu } -almost everywhere, then e s s . i m ( f ) = e s s . i m ( g ) {\displaystyle \operatorname {ess.im} (f)=\operatorname {ess.im} (g)} .
  • These two facts characterise the essential image: It is the biggest set contained in the closures of im ( g ) {\displaystyle \operatorname {im} (g)} for all g that are a.e. equal to f:
e s s . i m ( f ) = f = g a.e. im ( g ) ¯ {\displaystyle \operatorname {ess.im} (f)=\bigcap _{f=g\,{\text{a.e.}}}{\overline {\operatorname {im} (g)}}} .
  • The essential range satisfies A X : f ( A ) e s s . i m ( f ) = μ ( A ) = 0 {\displaystyle \forall A\subseteq X:f(A)\cap \operatorname {ess.im} (f)=\emptyset \implies \mu (A)=0} .
  • This fact characterises the essential image: It is the smallest closed subset of C {\displaystyle \mathbb {C} } with this property.
  • The essential supremum of a real valued function equals the supremum of its essential image and the essential infimum equals the infimum of its essential range. Consequently, a function is essentially bounded if and only if its essential range is bounded.
  • The essential range of an essentially bounded function f is equal to the spectrum σ ( f ) {\displaystyle \sigma (f)} where f is considered as an element of the C*-algebra L ( μ ) {\displaystyle L^{\infty }(\mu )} .

Examples

  • If μ {\displaystyle \mu } is the zero measure, then the essential image of all measurable functions is empty.
  • This also illustrates that even though the essential range of a function is a subset of the closure of the range of that function, equality of the two sets need not hold.
  • If X R n {\displaystyle X\subseteq \mathbb {R} ^{n}} is open, f : X C {\displaystyle f:X\to \mathbb {C} } continuous and μ {\displaystyle \mu } the Lebesgue measure, then e s s . i m ( f ) = im ( f ) ¯ {\displaystyle \operatorname {ess.im} (f)={\overline {\operatorname {im} (f)}}} holds. This holds more generally for all Borel measures that assign non-zero measure to every non-empty open set.

Extension

The notion of essential range can be extended to the case of f : X Y {\displaystyle f:X\to Y} , where Y {\displaystyle Y} is a separable metric space. If X {\displaystyle X} and Y {\displaystyle Y} are differentiable manifolds of the same dimension, if f {\displaystyle f\in } VMO ( X , Y ) {\displaystyle (X,Y)} and if e s s . i m ( f ) Y {\displaystyle \operatorname {ess.im} (f)\neq Y} , then deg f = 0 {\displaystyle \deg f=0} .[13]

See also

References

  1. ^ Zimmer, Robert J. (1990). Essential Results of Functional Analysis. University of Chicago Press. p. 2. ISBN 0-226-98337-4.
  2. ^ Kuksin, Sergei; Shirikyan, Armen (2012). Mathematics of Two-Dimensional Turbulence. Cambridge University Press. p. 292. ISBN 978-1-107-02282-9.
  3. ^ Kon, Mark A. (1985). Probability Distributions in Quantum Statistical Mechanics. Springer. pp. 74, 84. ISBN 3-540-15690-9.
  4. ^ Driver, Bruce (May 7, 2012). Analysis Tools with Examples (PDF). p. 327. Cf. Exercise 30.5.1.
  5. ^ Segal, Irving E.; Kunze, Ray A. (1978). Integrals and Operators (2nd revised and enlarged ed.). Springer. p. 106. ISBN 0-387-08323-5.
  6. ^ Bogachev, Vladimir I.; Smolyanov, Oleg G. (2020). Real and Functional Analysis. Moscow Lectures. Springer. p. 283. ISBN 978-3-030-38219-3. ISSN 2522-0314.
  7. ^ Weaver, Nik (2013). Measure Theory and Functional Analysis. World Scientific. p. 142. ISBN 978-981-4508-56-8.
  8. ^ Bhatia, Rajendra (2009). Notes on Functional Analysis. Hindustan Book Agency. p. 149. ISBN 978-81-85931-89-0.
  9. ^ Folland, Gerald B. (1999). Real Analysis: Modern Techniques and Their Applications. Wiley. p. 187. ISBN 0-471-31716-0.
  10. ^ Cf. Tao, Terence (2012). Topics in Random Matrix Theory. American Mathematical Society. p. 29. ISBN 978-0-8218-7430-1.
  11. ^ Cf. Freedman, David (1971). Markov Chains. Holden-Day. p. 1.
  12. ^ Cf. Chung, Kai Lai (1967). Markov Chains with Stationary Transition Probabilities. Springer. p. 135.
  13. ^ Brezis, Haïm; Nirenberg, Louis (September 1995). "Degree theory and BMO. Part I: Compact manifolds without boundaries". Selecta Mathematica. 1 (2): 197–263. doi:10.1007/BF01671566.
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