In mathematics, the Bochner integral, named for Salomon Bochner, extends the definition of Lebesgue integral to functions that take values in a Banach space, as the limit of integrals of simple functions.
Let (X, Σ, μ) be a measure space and B a Banach space. The Bochner integral is defined in much the same way as the Lebesgue integral. First, a simple function is any finite sum of the form
where the Ei are disjoint members of the σ-algebra Σ, the bi are distinct elements of B, and χE is the characteristic function of E. If μ(Ei) is finite whenever bi ≠ 0, then the simple function is integrable, and the integral is then defined by
exactly as it is for the ordinary Lebesgue integral.
A measurable function ƒ : X → B is Bochner integrable if there exists a sequence of integrable simple functions sn such that
where the integral on the left-hand side is an ordinary Lebesgue integral.
In this case, the Bochner integral is defined by
It can be shown that a function is Bochner integrable if and only if it lies in the Bochner space .
Many of the familiar properties of the Lebesgue integral continue to hold for the Bochner integral. Particularly useful is Bochner's criterion for integrability, which states that if (X, Σ, μ) is a measure space, then a Bochner-measurable function ƒ : X → B is Bochner integrable if and only if
A function ƒ : X → B is called Bochner-measurable if it is equal μ-almost everywhere to a function g taking values in a separable subspace B0 of B, and such that the inverse image g−1(U) of every open set U in B belongs to Σ. Equivalently, ƒ is limit μ-almost everywhere of a sequence of simple functions.
If is a continuous linear operator, and is Bochner-integrable, then is Bochner-integrable and integration and may be interchanged:
This also holds for closed operators, given that be itself integrable (which, via the criterion mentioned above is trivially true for bounded ).
A version of the dominated convergence theorem also holds for the Bochner integral. Specifically, if ƒn : X → B is a sequence of measurable functions on a complete measure space tending almost everywhere to a limit function ƒ, and if
for almost every x ∈ X, and g ∈ L1(μ), then
as n → ∞ and
for all E ∈ Σ.
If ƒ is Bochner integrable, then the inequality
holds for all E ∈ Σ. In particular, the set function
An important fact about the Bochner integral is that the Radon–Nikodym theorem fails to hold in general. This results in an important property of Banach spaces known as the Radon–Nikodym property. Specifically, if μ is a measure on (X, Σ), then B has the Radon–Nikodym property with respect to μ if, for every countably-additive vector measure on (X, Σ) with values in B which has bounded variation and is absolutely continuous with respect to μ, there is a μ-integrable function g : X → B such that
for every measurable set E ∈ Σ.
The Banach space B has the Radon–Nikodym property if B has the Radon–Nikodym property with respect to every finite measure. It is known that the space has the Radon–Nikodym property, but and the spaces , , for an open bounded subset of , and , for K an infinite compact space, do not. Spaces with Radon–Nikodym property include separable dual spaces (this is the Dunford–Pettis theorem) and reflexive spaces, which include, in particular, Hilbert spaces.
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