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Unit 5: Spaces, Hölder




          5.2 Summary                                                                           Notes

                                                            p
              The class of all measurable functions f (x) is known as L – space over [a, b], if Lebesgue-
               integrable over [a, b] for each p exists, 0 < p <  , i.e.
                                         b
                                            p
                                         |f| dx   , (p 0)
                                         a
                                  p
              The p-norm of any f   L  [a, b], denoted by   f  , is defined as
                                                     p
                                                 1
                                            b    p
                                       f     |f| p  , 0 p
                                         p
                                            a

                                   1  1
              Let p, q > 1 be such that   1 , and let u and v be two non-negative numbers, at least
                                   p  q
               one being non-zero. Then the function f : [0, 1]    R defined by

                                                   1
                                     f(t) ut v 1 t q q  , t [0, 1],

               has a unique maximum point at
                                                     1
                                                u p  q
                                           s
                                              u  p  v p
                                                                    q
                                                          p
              Let p and q be conjugate indices or exponents and f   L  [a, b], g  L  [a, b], then it is evident
               that
               (i)  f, g  L [a, b]
               (ii)   fg       f      g    i.e.
                            p    q
                                1      1
                     |fg|   |f| p  p  |g| q  q


          5.3 Keywords


                                                                           1  1
          Conjugate Numbers: Let p, q be any two n on-negative extended real numbers s.t.   1 , then
                                                                           p  q
          p, q are called (mutually) conjugate numbers.
          Hölder's Inequality: Let a , a , …, a , b , b , …, b  be non-negative numbers. Let p, q > 1 be real
                               1  2   n  1  2    n
                                1  1
          number with the property    1 . Then
                                p  q

                                                   1       1
                                     n
                                               n   p   n   q
                                       a b       p        q
                                        j  j      a      b
                                                 j        j
                                     j 1
                                              j 1     j 1
                                                     p
                                                                  q
          Moreover, one has equality only when the sequences  a ,  , a p   and  b ,  , b q   are proportional.
                                                     1    n            n
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