User:Caliburn/s/mt/Definition:Weak Lp Space/Definition 2
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Definition
Let $\struct {X, \Sigma, \mu}$ be a measure space and let $p \in \openint 0 \infty$.
Let $\mathcal S$ be the set of real-valued $\Sigma$-measurable functions $f \in \map {\mathcal M} {X, \Sigma, \R}$ such that:
- $\ds \set {\alpha \paren {\map {F_f} \alpha}^{1/p} : \alpha \in \hointr 0 \infty}$ is bounded above
where $F_f$ is the survival function of $f$.
Let $\sim_\mu$ be the $\mu$-almost everywhere equality relation on $\map {\mathcal M} {X, \Sigma, \R}$.
We define the weak $L^p$ space $\map {L^{p, \infty} } {X, \Sigma, \mu}$ by the quotient set:
- $\map {L^{p, \infty} } {X, \Sigma, \mu} = \mathcal S/\sim_\mu$