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Unit 6: Minkowski Inequalities




                                |f + g|    f   + |g|                                            Notes
                                           f   +   g   a.e.
                                 f + g      f   +   g
          Hence the result follows in this case also. Thus, we now assume that 1 < p <  .

                p
                                     p
          Since L  is a linear space, f + g   L .
                                  1  1
          Let q be conjugate to p, then   1 .
                                  p  q
                         p
          Now    (f + g)   L
                 (f + g) p/q    L q

               1  1       1    1    1  p 1
          Since      1       1
               p  q       q    p    q    p

                              (p 1) q  p, |f g| p 1  q  |f g| p


                                                           p
                                p
                           p–1
                                             p
          and therefore |f + g|    L    (f + g) p/q    L because p – 1 =   .
                                                           q
          On applying Hölder’s inequality for f and (f + g) p/q , we get
                                  p              1 p      p     1 p
                                  q
                          |f||f g| dx     |f| ) dx   |f g|  q  q  dx
                                             p
                                                 1            1
                                  p               p           q
                                  q
                                                          p
                                             p
          or              |f||f g| dx     |f| ) dx  |f g| dx                      … (1)
                   p
          Since g   L , therefore interchanging f and g in (1), we get
                                  p               1  p        1 q
                                                          p
                                             p
                                   q
                         |g||f g| dx       |g| ) dx  |f g| dx                     … (2)
          Adding, we get
                                                  1          1             1
                    p              p               p          p            q
                    q
                                   q
                                              p
                                                                       p
                                                         p
           |f||f g| dx    |g||f g| dx       |f| dx    |g| dx      |f g| dx        … (3)
                                                  p 1
          Now                   |f + g| =  f g f g
                                      p
                               1  1         p            p
          But                        1     1   p    p 1
                               p  q         q            q
                                                  p
                                |f + g| =  f g f g  q
                                      p
                                                      p
                                          |f| |g| |f g|  q





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