For a (X,Σ,μ)(X,\Sigma,\mu) and 1p1\le p\le\infty, the LpL^p space is

Lp(X,Σ,μ):={f:XF measurable:fp<}/,L^p(X,\Sigma,\mu) :=\{f:X\to\mathbb F\text{ measurable}:\|f\|_p<\infty\}/\mathord{\sim},

where F\mathbb F is R\mathbb R or C\mathbb C, fp\|f\|_p is the , and fgf\sim g means that f=gf=g .

The quotient makes the LpL^p norm a genuine norm rather than a seminorm. The cases p=1p=1 and p=p=\infty correspond to and , respectively.

Examples
  • On ((0,1),B,λ)((0,1),\mathcal B,\lambda), the function f(x)=x1/2f(x)=x^{-1/2} lies in L1L^1 but not in L2L^2.
  • On (R,B,λ)(\mathbb R,\mathcal B,\lambda), the indicator 1[0,1]\mathbf 1_{[0,1]} lies in LpL^p for every 1p1\le p\le\infty, and its LpL^p norm is 11.