The space of Denjoy-Perron integrable functions (Q1852327)

Let \({\mathcal DP}[a,b]\) denote the space of Denjoy--Perron (equivalently, Henstock-Kurzweil) integrable functions on the compact interval \([a,b]\). The Alexiewicz norm is defined as \(\|f\|=\max\limits_{a\leq x\leq b}|F(x)|\) where \(F(x)=\int_a^x f(t) dt\). An equivalent norm is obtained by taking the maximum over all subintervals of \([a,b]\). It is known that the normed linear space \({\mathcal DP}[a,b]\) is incomplete, of first category in itself and barreled. The author considers the question of whether or not the Alexiewicz norm leads to the most natural topology on \({\mathcal DP}[a,b]\). The oscillation of \(F\) on the interval \([c,d]\) is \(\omega_F([c,d]) =\max\limits_{x\in[c,d]}F(x)-\min\limits_{x\in[c,d]}F(x)\). The variation over a set \(E\) is \(Var(F,E)=\sup\sum_{i=1}^p\omega_F([a_i,b_i])\) where the supremum is taken over all nonoverlapping intervals \([a_1,b_1],[a_2,b_2],\ldots,[a_p,b_p]\) whose endpoints are in \(E\). Let \(\{E_n\}\) be an increasing sequence of closed sets covering \([a,b]\). The space \({\mathcal DP}(\{E_n\})\) is introduced as the set of functions in \({\mathcal DP}[a,b]\) for which \(Var(F,E_n)<\infty\) for each \(n=1,2,\ldots\) . If \(f\in{\mathcal DP}(\{E_n\})\) then \(f\) is Lebesgue integrable on each set \(E_n\). If \(\Gamma\) is a continuous linear functional on \({\mathcal DP}(\{E_n\})\) then \(\Gamma(f)=\int_a^bfg\) for some bounded measurable function \(g\). The following theorems are also proved: Theorem 3.1. Let \(\{E_n\}\) be an increasing sequence of closed sets covering \([a,b]\). Then \({\mathcal DP}(\{E_n\})\) is a metrizable, complete, locally convex topological vector space. Theorem 4.1. The finest convex topology on \({\mathcal DP}[a,b]\) such that each of the canonical injections from the spaces \({\mathcal DP}(\{E_n\})\) into \({\mathcal DP}[a,b]\) is continuous is the norm topology given by the Alexiewicz norm. The author considers this justification that the Alexiewicz norm does indeed produce the most natural topology on the space of Denjoy--Perron integrable functions.