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Notes [Zulip thread](https://leanprover.zulipchat.com/#narrow/stream/287929-mathlib4/topic/!4.234465.20.60lp.60) :
1. There are both `CoeOut` and `CoeFun` instances for `lp E p`. This is consistent with mathlib3, but it seems strange and I would expect it to cause problems.
2. It seems there is some defeq abuse (identifiying `PreLp E` with `∀ i, E i` in the aforementioned `CoeOut` instance, for example) happening here which is rather convenient, but it's possible it may cause problems. (this abuse was also present in mathlib3)
3. What should the name of this file be? `LpSpace` seems wrong semantically, but `lpSpace` doesn't seem allowable by our file name conventions.
Co-authored-by: Ruben Van de Velde <65514131+Ruben-VandeVelde@users.noreply.github.com>
Co-authored-by: Moritz Firsching <firsching@google.com>
Co-authored-by: Jireh Loreaux <loreaujy@gmail.com>
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