Holder Inequality in Measure Theory

Jia-Ming Liou (Frank)

Department of Mathematics, University of California, Davis. E-mail: frankliou@math.ucdavis.edu Website: http://www.math.ucdavis.edu/frankliou/

January 21, 2008

Inequalities

Theorem 1.1. Let 1 < p < and f Lp , g Lq , where 1/p + 1/q = 1. Then f g L1 and f gd f
X p

Proof. If f

or g

equals to 0, then f or g are zero almost everywhere. Then f gd = 0.

X

In this case, the Holder inequality holds. We may assume that both f Let |f (x)| |g(x)| F (x) = , G(x) = , f p g q then F, G 0 and F (x)G(x) It is easy to see that F
p

or g

are not zero.

1 1 F (x)p + G(x)q . p q

= G

= 1, then 1 p F (x)p d +
X

F Gd
X

1 q

G(x)q d = 1.
X

This implies that |f g|d f

X p

Since f gd
X X

|f g|d,

then we proves the Holder inequality. Theorem 1.2. Assume that 1 < pk < , for k = 1, ..., n, and f1 f2 ...fn d f1
X p1 n k=1

pk = 1. Then
pn

f2

p2

... fn

Proof. Without loss of generality, we may assume fk

pk

= 0 for all 1 k n. Dene

pk

Fk (x) = |fk (x)| / fk where 1 k n, then

n

F1 (x)F2 (x)...Fn (x)

k=1

F (x)pk . pk

Since Fk

pk

= 1, for 1 k n, then
n

F1 ...Fn d
X k=1

1 = 1, pk

which implies that |f1 f2 ...fn |d f1

X p1

f2

p2

... fn

pn

Using this, we can prove the inequality. Theorem 1.3. Assume in Holders inequality f 0, g 0, and f gd = f
X p

Prove that we can nd c R so that f (x)p = cg(x)q -a.e.. Proof. Suppose f p , g q = 0. Dene F (x) = |f | / f We also nd by our assumption that F (x)G(x)d = 1 =
X p,

and G(x) = |g| / g q , then F 1 q G(x)q d.

X

= G

= 1.

1 p

F (x)p d +
X

Since F, G 0, we have F (x)G(x) Denote H(x) = Since H(x) 0 and 1 1 F (x)p + G(x)q F (x)G(x) d = p q H(x)d = 0,
X

1 1 F (x)p + G(x)q . p q

1 1 F (x)p + G(x)q F (x)G(x). p q

then H(x) = 0 -a.e. We nd 1 1 F (x)p + G(x)q = F (x)G(x), p q p for -a.e. but the equality holds only if F (x) = G(x)q -a.e.. Hence |f (x)| = This proves our assertion. Theorem 1.4. For a given f Lp , Suppose that for each g Lq with g f gd f
X p q p

f g

p p q q

|g(x)| .

= 1,

Prove that there exits g Lq with g

= 1 and f gd = f
X p

Proof. Suppose f

= 0. Then dene g(x) = sgn f |f (x)|

p1

/ f
p p

p1 p

, |f (x)| d = 1.
p

then g We also nd f gd = f
X 1p p q q

= f

qpq p

|f (x)|
X

qpq

d = f
p

|f (x)| d = f
X

This proves our assertion. 2

Proposition 1.1. If 0 < a < , prove that |f |a This can be proved by the denition of p-norms. Theorem 1.5. Assume 1 p < and assume f, g Lp , then f + g Lp and f +g Proof. Since |f + g|p 2p (|f |p + |g|p ) , then we nd f + g Lp . Its easy to see that by the Holder inequality, f +g
p p p p

= f

a ap

+ g

=
X

|f + g|p d |f + g|p1 |f + g|d

X

=
X

|f + g|p1 |f |d +
X 1/q

|f + g|p1 |g|d
1/q

|f + g|(p1)q
p1 p

p+ p1 p

|f + g|(p1)q
X

= f +g which implies that

+ f +g f

f +g

+ g

Theorem 1.6. Suppose p, q, r [1, ) and 1 1 1 = + . r p q Prove that fg Proof. By the inequality of Holder, we nd
r/p r/q r

|f g|r d
X X

(|f |r )p/r
X r r r p r q

(|g|r )q/r

Then we nd fg which proves the inequality. Proposition 1.2. Suppose 1 p < r < q < . Prove that Lp Lq Lr . Proof. Suppose f Lp Lq . Since 1 < p < r < q, then we can nd 0 , 1 so that r = p + q, + = 1. Hence |f |r d =
X X

|f |p+q d =
X

(|f |p ) (|f |q ) .

Then by the Holder inequality for 1/, 1/, we nd

|f |r d
X X

|f |p d
X

|f |q d

= f

p p

q q

< .

Therefore we see that f Lr .