L² convergence gives L¹ convergence on a finite measure space #
Mathlib supplies the exponent comparison eLpNorm_le_eLpNorm_mul_rpow_measure_univ, which costs a
fixed finite factor μ univ ^ (1/p - 1/q). Packaging it as a statement about convergence — and
in the ∫ ‖·‖ form rather than the eLpNorm form — is what consumers usually want, and is not in
Mathlib.
Both de Finetti proof routes need it: the mean-ergodic theorem and the L² block estimates each
produce L² convergence, while the block factorizations consume L¹ convergence written as an
integral of an absolute difference.
L² convergence implies L¹ convergence on a finite measure space. If a family f tends
to 0 in L² along a filter l, then ∫ ‖f i‖ tends to 0 along l.
The exponent comparison costs the fixed finite factor μ univ ^ (1/1 - 1/2), which the limit
absorbs. Nothing in the argument constrains the index, the filter, or the codomain beyond having a
norm, so all three are arbitrary; the usual difference form is the instance f i = W i - a.