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Suppose $M=\left \{ f\in L^1([0,1])\, |\, 0.

Is it true or not, that $M$ is totally bounded?

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    Messed up twice... Sorry again.2012-04-08

2 Answers 2

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It is not totally bounded.

For an abstract reason why not, note that $M$ contains a ball of the $L^\infty$ norm. If $M$ were totally bounded then the inclusion $L^\infty([0,1]) \hookrightarrow L^1([0,1])$ would be compact. But it isn't.

We can use the example given there to make a concrete proof. Let $e_n(x) = \sin(2 \pi n x)$. It's well known, and simple to check, that the $e_n$ are orthogonal in $L^2([0,1])$, i.e. $\int_0^1 e_n(x) e_m(x)\,dx = 0$ for $n \ne m$. We also have $\int_0^1 e_n(x)^2\,dx = \frac{1}{2}$. We can then observe that, for $n \ne m$, $\int_0^1 (e_n(x) - e_m(x))^2\,dx = 1$.

Now, noting that $\frac{1}{2}|e_n - e_m| \le 1$, we have $\frac{1}{2}|e_n - e_m| \ge \frac{1}{4}|e_n - e_m|^2$. Thus, for $n \ne m$, we have $\frac{1}{2} \int_0^1 |e_n(x) - e_m(x)|\,dx \ge \frac{1}{4} \int_0^1 (e_n(x)-e_m(x))^2 \,dx = \frac{1}{4}.$ So we have shown $\lVert e_n - e_m \rVert_1 \ge 1/2$.

Set $f_n = \frac{1}{2} + \frac{1}{4} e_n$. Then $\frac{1}{4} \le f_n \le \frac{3}{4}$ so $f_n \in M$, and we have $\lVert f_n - f_m \rVert_1 \ge \frac{1}{8}$ for all $n \ne m$. Thus if we have any cover of $M$ by balls of some radius $\epsilon < \frac{1}{16}$, each ball can contain at most one of the $f_n$, and hence the cover is not finite.

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    It's been a very pleasant online interaction I learned a lot from, thanks.2013-07-11
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Another useful set of functions in $M$ are the 'square waves'. Let $f_1$ be the indicator function of $\cup_{i=0}^{\infty} [i, i+\frac{1}{2}]$, and define $f_{n+1}(x) = f(2^n x)$. It is simple to show that $||f_n - f_m|| = \frac{1}{4}$ as long as $m\neq n$.

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    There is a wonderful book by Mark Kac entitled "Statistical independence in probability analysis and number theory" that explores non-obvious, but delightful connections between coin tosses (Rademacher functions), probability and numbers.2012-04-08