(CMS Books in Mathematics) Rene Erlin Castillo, Humberto Rafeiro-An Introductory Course in Lebesgue Spaces-Springer (2016)

CMS Books in Mathematics
Canadian
Mathematical Society
Ren Erln Castillo Socit mathmatique
HumbertoRafeiro du Canada
An Introductory
Course in
Lebesgue Spaces
Canadian Mathematical Society
Societe mathematique du Canada
Editors-in-Chief
Redacteurs-en-chef
K. Dilcher
K. Taylor
Advisory Board
Comite consultatif
M. Barlow
H. Bauschke
L. Edelstein-Keshet
N. Kamran
M. Kotchetov
More information about this series at http://www.springer.com/series/4318

Rene Erln Castillo Humberto Rafeiro
An Introductory Course
in Lebesgue Spaces
123
Rene Erln Castillo Humberto Rafeiro
Universidad Nacional de Colombia Pontificia Universidad Javeriana
Bogota, Colombia Bogota, Colombia
ISSN 1613-5237 ISSN 2197-4152 (electronic)

CMS Books in Mathematics
ISBN 978-3-319-30032-0 ISBN 978-3-319-30034-4 (eBook)
DOI 10.1007/978-3-319-30034-4
Library of Congress Control Number: 2016935410
Mathematics Subject Classification (2010): 46E30, 26A51, 42B20, 42B25
Springer International Publishing Switzerland 2016

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The registered company is Springer International Publishing AG Switzerland
A la memoria de Julieta mi mama-abuela
A mi esposa Hilcia del Carmen
A mis hijos: Rene Jose
Manuel Alejandro
Irene Gabriela y
Renzo Rafael
R.E.C.
a` Daniela pelo seu amor e paciencia

H.R.
Preface
This book is not a treatise on Lebesgue spaces, since this would not be a feasible
work due to the extension of their usage, e.g., in physics, probability, statistics,
economy, engineering, among others. The objective is more realistic, being the in-
troduction of the reader to the study of different variants of Lebesgue spaces and the
common techniques used in this area. Since the Lebesgue spaces measure integra-
bility of a function, they can be seen as the father of all integrable function spaces
where more fine properties of functions are sought.
We can find many books where the subject of Lebesgue spaces is touched upon,
for example, books dealing with measure theory and integration. In the literature,
we can also find some books dealing with Sobolev spaces and they dedicate, in
general, not more than one chapter to Lebesgue spaces. A book dedicated solely
to Lebesgue spaces is unknown to the authors. With this in mind, we decided to
write a book devoted exclusively to Lebesgue spaces and their direct derived spaces,
viz., Marcinkiewicz spaces, Lorentz spaces, and the more recent variable exponent
Lebesgue spaces and grand Lebesgue spaces and also to basic harmonic analysis in
those spaces. We think this will be a welcome to any serious student of analysis,
since it will give access to information that otherwise is spread among different
books and articles, as well as more than two hundred problems.
For example, one of the attractiveness of Lorentz and weak Lebesgue spaces is
that the subject is sufficiently concrete and yet the spaces have fine structure and
importance in applications. Moreover, the area is quite accessible for young people,
leading them to gain sophistication in mathematical analysis in a relatively short
time during their graduate studies. These features, among others, make the subject
particularly interesting.
We think it is appropriate to comment on the choice of the writing style and some
peculiarities. In the first part dealing with function spaces, we tried to be as thorough
as possible in the proofs, although this could sound prolix for some readers. Another
aspect is the inclusion of proofs of classical results that deviate from the standard
ones, e.g., in the proof of the Minkowski inequality, we used the classical approach
vii
viii Preface
via Holders inequality for the Lebesgue sequence space and the less-known di-
rect approach for the Lebesgue spaces. We also decided to include a chapter briefly
touching upon the so-called nonstandard Lebesgue spaces, namely, on variable ex-
ponent Lebesgue spaces and on grand Lebesgue spaces since these are areas where
intense research is being made nowadays. The topic of variable exponent spaces be-
came very fashionable in recent years, not only due to mathematical curiosity, but
also to the wide variety of their applications, e.g., in the modeling of electrorheolog-
ical fluids as well as thermorheological fluids, in the study of image processing, and
in differential equations with nonstandard growth. Grand Lebesgue spaces attracted
the attention of many researchers and turned out to be the right spaces in which
some nonlinear equations in the theory of PDEs have to be considered, among other
applications.
This text is addressed to anyone that knows measure theory and integration, func-
tional analysis, and rudiments of complex analysis.
Part of the content of this book has been tested with the students from Univer-
sidad Nacional de Colombia and also from the Pontificia Universidad Javeriana in
the classes of advanced topics in analysis and also in measure theory and integration.
Since many of the results were collected in personal notebooks throughout the
years, a considerable number of exact references were lost. We want to emphasize
that the content is NOT original of the authors, except maybe the rearrangement
of the topics and some (hopefully a small number) mistakes. If the reader finds
misprints and errors, please let us know.
H.R. was partially supported by the research project Study of non-standard
Banach spaces, ID-PPTA: 6326 in the Faculty of Sciences of the Pontificia Uni-
versidad Javeriana, Bogota, Colombia.
Bogota, Colombia Rene Erln Castillo

Bogota, Colombia Humberto Rafeiro
October 2015
Contents
Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vii
1 Convex Functions and Inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

1.1 Convex Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Young Inequality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.3 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.4 Notes and Bibliographic References . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
Part I Function Spaces
2 Lebesgue Sequence Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

2.1 Holder and Minkowski Inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
2.2 Lebesgue Sequence Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
2.3 Space of Bounded Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
2.4 Hardy and Hilbert Inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
2.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
3 Lebesgue Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
3.1 Essentially Bounded Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
3.2 Lebesgue Spaces with p 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
3.3 Approximations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
3.4 Duality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
3.5 Reflexivity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
3.6 Weak Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
3.7 Continuity of the Translation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
3.8 Weighted Lebesgue Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
3.9 Uniform Convexity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
3.10 Isometries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114
3.11 Lebesgue Spaces with 0 < p < 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
ix
x Contents
3.12 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129

4 Distribution Function and Nonincreasing Rearrangement . . . . . . . . . . 139

4.1 Distribution Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
4.2 Decreasing Rearrangement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
4.3 Rearrangement of the Fourier Transform . . . . . . . . . . . . . . . . . . . . . . . 168
4.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 180
5 Weak Lebesgue Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183

5.1 Weak Lebesgue Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183
5.2 Convergence in Measure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 187
5.3 Interpolation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
5.4 Normability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 202
5.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213
6 Lorentz Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215

6.1 Lorentz Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215
6.2 Normability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 226
6.3 Completeness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 234
6.4 Separability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 236
6.5 Duality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 239
6.6 L1 + L Space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 250
6.7 L exp and L log L Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 255
6.8 Lorentz Sequence Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 260
6.9 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 267
7 Nonstandard Lebesgue Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 269

7.1 Variable Exponent Lebesgue Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . 269
7.1.1 Luxemburg-Nakano Type Norm . . . . . . . . . . . . . . . . . . . . . . . . 272
7.1.2 Another Version of the Luxemburg-Nakano Norm . . . . . . . . . 277
7.1.3 Holder Inequality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 278
7.1.4 Convergence and Completeness . . . . . . . . . . . . . . . . . . . . . . . 280
7.1.5 Embeddings and Dense Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . 281
7.1.6 Duality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 284
7.1.7 Associate Norm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 285
7.1.8 More on the Space L p() ( ) in the Case p+ = . . . . . . . . . . 291
7.1.9 Minkowski Integral Inequality . . . . . . . . . . . . . . . . . . . . . . . . . 292
7.1.10 Some Differences Between Spaces with Variable Exponent
and Constant Exponent . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 293
7.2 Grand Lebesgue Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 297
7.2.1 Banach Function Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 297
Contents xi
7.2.2 Grand Lebesgue Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 300

7.2.3 Hardys Inequality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 306
7.3 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 308
Part II A Concise Excursion into Harmonic Analysis
8 Interpolation of Operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 313

8.1 Complex Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 316
8.2 Real Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 319
8.3 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 329
9 Maximal Operator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 331

9.1 Locally Integrable Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 331
9.2 Vitali Covering Lemmas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 332
9.3 Hardy-Littlewood Maximal Operator . . . . . . . . . . . . . . . . . . . . . . . . . . 334
9.4 Maximal Operator in Nonstandard Lebesgue Spaces . . . . . . . . . . . . . 344
9.5 Muckenhoupt Weights . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 350
9.6 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 355
10 Integral Operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 359

10.1 Some Inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 359
10.2 The Space L2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 368
10.2.1 Radon-Nikodym Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 371
10.3 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 373
11 Convolution and Potentials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 383

11.1 Convolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 383
11.2 Support of a Convolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 393
11.3 Convolution with Smooth Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 395
11.3.1 Approximate Identity Operators . . . . . . . . . . . . . . . . . . . . . . . . 397
11.4 Riesz Potentials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 402
11.5 Potentials in Lebesgue Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 406
11.6 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 414
A Measure and Integration Theory Toolbox . . . . . . . . . . . . . . . . . . . . . . . . . 419

A.1 Measure Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 419
A.2 Measurable Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 420
A.3 Integration and Convergence Theorems . . . . . . . . . . . . . . . . . . . . . . . . 421
A.4 Absolutely Continuous Norms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 422
A.5 Product Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 422
A.6 Atoms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 423
xii Contents
A.7 Convergence in Measure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 423

A.8 -Homomorphism . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 424
A.9 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 425
B A Glimpse on Functional Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 427
C Eulerian Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 431

C.1 Beta Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 431
C.2 Gamma Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 436
C.3 Some Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 439
D Fourier Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 443
E Greek Alphabet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 449
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 451
Symbol Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 457
Subject Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 459

Chapter 1
Convex Functions and Inequalities
All analysts spend half their time hunting through the literature
for inequalities which they want to use but cannot prove.
HARALD BOHR
Abstract Inequalities play an important role in Analysis, and since many inequalities
are just convexity in disguise, we get that convexity is one of the most important
tools in Analysis in general and not only in Convex Analysis. In this chapter we
will introduce the notion of convexity in its various formulations, and we give some
characterizations of convex functions and a few applications of convexity, namely,
some classical inequalities as well as not so known inequalities.
1.1 Convex Functions
The concept of convex function is a relatively new one, introduced in the begin-
nings of the 20th century, although it was implicitly used before. The importance
of convex functions, among other reasons, steams from the fact that amid nonlinear
functions, they are the ones closest in some sense to linear functions.
We now introduce the concept of convexity in a more analytical way, namely
Definition 1.1. Let f be a real-valued function defined on an interval (a, b). The
function is said to be convex in (a, b) if, for every x, y (a, b), it satisfies

f tx + (1 t) y t f (x) + (1 t) f (y) (1.1)
for all 0 < t < 1. Similar definition can be given for a closed interval. Strict convex-
ity is when we have strict inequality in (1.1). Inequality (1.1) is sometimes called
Jensens inequality, although this is also reserved for the more general case (1.22).
A function is called concave if f is convex. If f is both convex and concave, f is
said to be affine.
The notion of convexity introduced in the Definition 1.1 has a very nice geometric
interpretation, namely, the graph of the function f is below the secant line that passes
through the points (a, f (a)) and (b, f (b)), as shown in Figure 1.1.
Springer International Publishing Switzerland 2016 1

R.E. Castillo, H. Rafeiro, An Introductory Course in Lebesgue Spaces, CMS Books
in Mathematics, DOI 10.1007/978-3-319-30034-4 1
2 1 Convex Functions and Inequalities
f(x)
f(x2 )
t f(x1 ) + (1 t) f(x2 )
f(x1 ) f(tx1 + (1 t)x2 )
x1 tx1 + (1 t)x2 x2 x
Fig. 1.1 Convexity defined by having the graph below the secant line.
It is possible to define convexity in a more geometric fashion, namely, a function

f is convex if its epigraph

Epi( f ) := (x, y) R2 : x (a, b), y f (x)
is a convex set (epigraph is also designated as supergraph). Both definitions of con-

vexity are equivalent, see Problem 1.15.
We can characterize convexity in a number of forms.
Epi( f) f(x)
x
Fig. 1.2 Convexity defined via convex epigraph.
1.1 Convex Functions 3
Theorem 1.2. Let f be a real-valued function defined on [ , ]. Then f is convex in

[ , ] if and only if
f (x) f (a) f (b) f (a)
(1.2)
xa ba
with a < x < b in [ , b].
Proof. Taking the convexity of f and t = xa

ba in (1.1), we get (1.2).
Conversely, let a < x < y < b and 0 < t < 1, then 0 < 1 t, then clearly that
tx < ty and (1 t) x < (1 t) y and so
x = tx + (1 t) x tx + (1 t) y < ty + (1 t) y = y
i.e.
x < tx + (1 t) y < y,
which, from hypothesis, we have

f tx + (1 t) y f (x) f (y) f (x)

tx + (1 t) y x yx
and, as before, we get
f (tx + (1 t)y) t f (x) + (1 t) f (y) .

As a consequence of the previous theorem we get the inequalities in (1.3) which

are quite important, and are sometimes referred to as the fundamental inequalities.
Corollary 1.3 Let f be a convex real-valued function defined on [ , ] and a < x <
y < z < b in [ , ]. Then
f (y) f (x) f (z) f (x) f (z) f (y)

. (1.3)
yx zx zy
Proof. Taking x, y, z such that x < y < z, then by Theorem 1.2 we have
f (y) f (x) f (z) f (x)

. (1.4)
yx zx
On the other hand x < y < z implies that z < y < x or equivalently 0 < z y <
z x, then we obtain 0 < zx
zy
< 1. Taking t = zx
zy
, we get
yx zy
y= z+ x
zx zx
then
yx zy
f (y) = f z+ x
zx zx
and now from the convexity of f it follows that
yx zy
f (y) f (z) + f (x)
zx zx
and we obtain the inequality
f (z) f (x) f (z) f (y)

,
zx zy
which, together with (1.4), proves the fundamental inequalities (1.3).

Definition 1.4. Let f be a real-valued function defined on an interval (a, b). The
function is said to have midpoint convexity in (a, b) if, for all x, y (a, b), it satisfies

x+y 1 1
f f (x) + f (y) . (1.5)
2 2 2
Sometimes this convexity is also called convexity in the Jensen sense, J-convex and
midconvex.
The following theorem tells us that we can obtain convexity just from conti-
nuity and midpoint convexity. Therefore, for nice functions, the two concepts are
equivalent.
Theorem 1.5. Let f be a real-valued continuous function defined in (a, b) such that
satisfies (1.5). Then f is convex in (a, b).
Proof. Proceeding by induction, let n N. For n = 1, we have

1 1 x+y 1 1
f x+ 1 y =f f (x) + 1 f (y) .
2 2 2 2 2
Suppose that, for 0 < k < 2n , we have

k k k k
f x + 1 n y n f (x) + 1 n f (y) .
2n 2 2 2
Now consider

k k k+1 k+1
x0 = n x + 1 n y, y0 = n x + 1 n y
2 2 2 2

2k + 1 2k + 1 x0 + y0 2k + 1 2k + 1
x0 + y0 = x + 2 y, = x + 1 y
2n 2n 2 2n+1 2n+1
1.1 Convex Functions 5
and for all h 2n+1 choose k such that h = 2k + 1, then

h h x0 + y0
f x + 1 y = f
2n+1 2n+1 2
1 1
f (x0 ) + f (y0 )
2 2
h h
n+1 f (x) + 1 n+1 f (y) .
2 2
Let (0, 1], n N then there exists kn Z+ such that

kn kn + 1

2n 2n
from which we obtain that
kn
lim = .
n 2n
From the continuity of f we have

kn kn
f x + (1 ) y = f lim x + 1 n y
n 2n 2

kn kn
= lim f x+ 1 n y
n 2n 2

kn kn
lim n f (x) + lim 1 n f (y)
n 2 n 2

and we obtain f x + (1 ) y f (x) + (1 ) f (y) .

One consequence of convexity is continuity, as stated in Theorem 1.6. Another

approach to prove continuity of convex functions is showing the existence of finite
left-hand and right-hand derivatives, see Problem 1.45.
Theorem 1.6. Let f be a real-valued convex function defined on (a, b). Then f is
continuous on (a, b).
Proof. Let x0 be any point in (a, b) and a positive real number such that the closed
ball of center x0 and radius is contained in (a, b), i.e.

B (x0 ) = x R : |x x0 | (a, b) .

Let M = max f (x0 ) , f (x0 + ) . We note that any x B (x0 ) = (y1 , y2 ) where
y1 = x0 and y2 = x0 + can be written in the following manner
y2 x x y1
x= y1 + y2
y2 y1 y2 y1
and we obtain
y2 x x y1
f (x) f (y1 ) + f (y2 )
y2 y1 y2 y1
which implies that f (x) M, and this means that f is bounded in B (x0 ).
1
For x
= x0 , define u = sgn (x x0 ) , then x has two possibilities:
(a) x is in (x0 , x0 + u), or
(b) x is in (x0 u, x0 ).
Consider the possibility (a), i.e., x0 < x < x0 + u. From this we obtain
x x0
0< <1
u
writing
x x0 |x x0 |
t= =
u
we get
x x0 = tu (1.6)
operating properly in (1.6) we obtain
x t
x = t (x0 + u) + (1 t) x0 , x0 = + (x0 u) .
1+t 1+t
Since f is convex
1 t
f (x) t f (x0 + u) + (1 t) f (x0 ) , f (x0 ) f (x) + f (x0 u) (1.7)
1+t 1+t
considering that f is bounded on B (x0 ) and operating properly in (1.7) we obtain

t M f (x0 ) f (x) f (x0 ) t M f (x0 )

f (x) f (x0 ) t M f (x0 ) .
|xx0 |
Since t = we have

M f (x )
f (x) f (x0 ) 0
|x x0 | . (1.8)

When considering (b) also gives (1.8), concluding that f is continuous at (a, b).

We cannot drop the hypothesis in Theorem 1.6 that the interval is open.
Theorem 1.7. The following claims, for f : [a, b] R a differentiable function, are
equivalent:
(a) f is convex;
(b) f : [a, b] R is a nondecreasing monotone function;
1.2 Young Inequality 7
(c) For all x, y [a, b] we have f (x) f (y) + f (y)(x y), in other words, the graph
of f lies above its tangent lines at each point.
Proof. (a) (b): Let < x < , then by the fundamental inequalities (1.3) and
making x + and then x , we obtain that
f ( ) f ( )
f+ ( ) f (b).

(b) (c): Let y < x. By the mean value theorem, there exists z (y, x) such that
f (x) = f (y) + f (z)(x y). Since f is a nondecreasing monotone function, we get
that f (x) f (y) + f (y)(x y). For y > x the proof is analogous.
(c) (a): Let x1 < x < x2 , then by (c) we have
f (x1 ) f (x)(x1 x) + f (x) and f (x2 ) f (x)(x2 x) + f (x).
The convexity of f now follows multiplying the first inequality by = (x2 x)/
(x2 x1 ), the second inequality by 1 and taking the sum.

The next corollary is quite useful since it characterizes in an easy way the set of
convex function which are regular enough.
Corollary 1.8. Let f be a real-valued function defined in (a, b) which is twice dif-
ferentiable. Then f is convex if and only if f (x) 0, for all x (a, b).
1.2 Young Inequality
In this section we study Youngs inequality, or to be more precise, different versions

of Youngs inequality. We give an alternative analytic proof of Youngs inequal-
ity different from the usual one which is based upon geometric considerations, see
Problem 1.40 for the classical proof of (1.9).
Theorem 1.9 (Youngs inequality). Let y = f (x) be a strictly increasing function
on [0, ) with f (0) = 0. Suppose f C1 [a, b] with a and b nonnegative real numbers.
Then
a b
ab f (x) dx + f 1 (y) dy, (1.9)
0 0
1
where f (y) is the inverse function of f . The equality holds if b = f (a).
Proof. If f C1 [a, b], then by integration by parts we get
b b
f (x) dx = b f (b) a f (a) x f (x) dx. (1.10)
a a
Let y = f (x), then dy = f (x)dx, and x = f 1 (y). Replacing in (1.10) we obtain
b f (b)
f (x) dx = b f (b) a f (a) f 1 (y) dy. (1.11)
a f (a)
Now, if r x a, then f (r) f (x), so

a
(a r) f (r) f (x) dx
r
a
a f (r) r f (r) f (x) dx. (1.12)
r
Note that
a 0 a
f (x) dx = f (x) dx + f (x) dx
r r 0
r a
= f (x) dx + f (x) dx.
0 0
By (1.12), we have
r a
a f (r) r f (r) f (x) dx + f (x) dx. (1.13)
0 0
By (1.11)
r f (r)
f (x) dx = r f (r) f 1 (y) dy. (1.14)
0 0
Replacing (1.14) in (1.13) we get
f (r) a
1
a f (r) r f (r) r f (r) + f (y) dy + f (x) dx
0 0
which entails
a f (r)
a f (r) f (x) dx + f 1 (y) dy.
0 0
If 0 < b < f (a), we can choose r = f 1 (b). Thus,
a b
ab f (x) dx + f 1 (y) dy.
0 0
Finally, by (1.14) for r = a and b = f (a) we have
a f (a)
f (x) dx = a f (a) f 1 (y) dy
0 0
then
a b
f (x) dx = ab f 1 (y) dy
0 0
giving
a b
ab = f (x) dx + f 1 (y) dy.
0 0

For a particular choice of f in Theorem 1.9, we can obtain such inequalities

as (1.15) and (1.16) which are also called Youngs inequality.
Corollary 1.10 (Youngs inequality) Let 1 < p < q < be such that 1
p + 1q = 1.
Then
a p bq
ab + (1.15)
p q
for a and b positive real numbers. The equality holds if a p = bq .

ap q
Proof. First, if a p = bq , then a = bq1 . Thus, ab = bq 1p + 1q , i.e., ab = p + bq .
Now, consider f (x) = x with > 0 and f 1 (y) = y1/ , note that f satisfies the
hypothesis of Theorem 1.9, then
a b
a +1 b1/ +1
ab x dx + y1/ dy = + .
+ 1 1/ + 1
0 0
+1 ap q
If p = + 1 and q = , thus ab p + bq , since 1/p + 1/q = 1.

It is noteworthy to mention that inequality (1.15) can be demonstrated in several

conceptually different ways, see Problem 1.38 for another approach.
Corollary 1.11 (Youngs inequality) For a > 0, b > 0, we have that
ab a log+ a + eb1 , (1.16)
where
+ log x, if x > 1;
log x =
0, if 0 x 1.
Proof. Let and be functions defined by

log x + 1, if x > 1;
(x) =
1, if 0 x 1.
and
ey1 , if y > 1;
(y) =
0, if 0 y 1.
Now, let us define
(x) = (x + 1) 1 and (y) = (y + 1) 1.
Note that is of class C1 on [0, ) and (0) = 0. Note also that is the inverse
function of , then by Theorem 1.9 for a > 1 and b > 1 we have
a1 b1
(a 1)(b 1) (x) dx + (y) dy

0 0
a1 b1
= (x + 1) dx (a 1) + (y + 1) dy (b 1)
0 0
a b
= (u) du + (t) dt (a + b) + 2.
1 1
Then
a b
ab (a + b) + 1 (u) du + (t) dt (a + b) + 2
1 1
a b
ab (u) du + (t) dt + 1
1 1
a b
ab (log u + 1) du + et1 dt + 1
1 1
= a log+ a + e1 [eb e] + 1
= a log+ a + eb1 1 + 1
finally
ab a log+ a + eb1 ,
which finishes the proof.

The following theorem is the integral version of Jensens inequality, which is

termed as Jensens integral inequality. Since we want to give a generalization of
this inequality in Corollary 1.14 in a general framework, we will also give the Jensen
integral inequality with the same generality.
Theorem 1.12 (Jensens integral inequality). Let be a positive measure on a
-algebra A in a set , such that ( ) = 1. Let f be an integrable function on
, i.e.

f d < .

If a < f (x) < b for all x and is a convex function on (a, b), then

f d f d . (1.17)

The equality is obtained if f (x) = c, for all x , where c is a real number.

Note: The cases a = and b = are not excluded.

Proof. Let t0 = f d . Since a < f (x) < b for all x and ( ) = 1, we have

that
a < t0 < b,
and by Corollary 1.3 yields
(t0 ) (s) (u) (t0 )

(1.18)
t0 s u t0
for all a < s < t0 < u < b.
Let

(t0 ) (s)
= sup . (1.19)
a<s<t0 t0 s
We affirm that
(y) (t0 ) + (y t0 )
for all y (a, b). Indeed

(i) If y = t0 , there is nothing to prove.
(ii) If t0 < y < b, then by (1.18) and (1.19) we have
(y) (t0 )

y t0
from which we get (y) (t0 ) + (y t0 ).
(iii) If a < y < t0 , then by (1.19) we get (y) (t0 ) + (y t0 ).
From (i), (ii), and (iii) we concluded that
(y) (t0 ) + (y t0 )
for all y (a, b). Now taking y = f (x) then

f (x) (t0 ) + f (x) t0
integrating over

f (x) d (t0 ) + f (x) d t0 .

It follows that

f d f d .

Remark 1.13. The condition ( ) = 1 is necessary to the validity of Jensens in-
equality, as the next example shows. Let = [1, 16], f (x) = x3/4 and (x) = x2 be
defined in . We have

16 16
3/4
x dx = 16 > x3/4 dx = 3/2.
1 1
The formulation of Theorem 1.12 can be presented in various ways, depending

on the type of proof. One alternative route of demonstration is to show the result
for simple functions and use a density argument to obtain the result. For example,
taking (X, A , ) as a probability space, f a simple function with f (X) = {r1 , . . . , rn }
and the fact that is convex we have

f d = ri ( f 1 {ri }) (ri ) ( f 1 {ri }) = f d ,
X X
where the inequality follows from Problem 1.24. Now the result is a consequence
of the fact that the set of simple functions is dense in L1 (X, A , ) and the Lebesgue
monotone convergence theorem.
The following corollary generalizes Jensens integral inequality.
Corollary 1.14 Under the assumptions of Theorem 1.12 it holds that

f gd ( f ) gd

gd gd

where g is a positive and integrable function on .
Proof. In the proof of Theorem 1.12 it was shown that if is convex, there is
such that
(y) (t0 ) + (y t0 ) (1.20)
for all y (a, b). Now write y = f (x) and multiplying (1.20) by a positive g function
and integrating we obtain

( f ) gd (t0 ) gd + f gd t0 gd . (1.21)

Defining

f gd

t0 =
gd

and substituting in (1.21) we have

f gd f gd

( f ) gd gd + f gd gd
gd gd

where

f gd ( f ) gd

,
gd gd

and we finish the proof.

1.3 Problems
1.15. Show that Definition 1.1 is equivalent to the definition of convexity via convex
epigraph as given in Figure 1.2.
1.16. An increasing function f is called superadditive if f (x) f (y) f (x + y). If
f is a convex function with f (0) = 0 then f is superadditive.
1.17. Prove that Definition 1.1 is equivalent to the following:
For x, y (a, b), p, q 0, p + q > 0 we have

px + qy p q
f f (x) + f (y).
p+q p+q p+q
1.18. Prove that Definition 1.1 is equivalent to the following:

If x1 , x2 , x3 (a, b) such that x1 < x2 < x3 we have

x1 f (x1 ) 1

x2 f (x2 ) 1 = (x3 x2 ) f (x1 ) + (x1 x3 ) f (x2 ) + (x2 x1 ) f (x3 ) 0.

x3 f (x3 ) 1
1.19. Let : [0, +) [0, +) be a function such that: (i) is convex, and (ii)
(x) = 0 if and only if x = 0. Prove that:
(a) is strictly increasing on [0, +).
(b) If 0 < x < y, then (x) (y)
x y .
(c) If 0 x 1, then (x) x (1).
1.20. Show that the supremum of any collection of convex functions in (a, b) is
convex and that the specific limits of sequences of convex functions are too. What
can be said of the upper and lower limits of sequences of convex functions?
1.21. Suppose that is convex in (a, b) and is convex nondecreasing in the path
of . Prove that is convex in (a, b). For > 0, show that the convexity of
log implies that of , but not the other way.
Note: When log is a convex function, we say that is logarithmically convex,
log-convex or superconvex.
1.22. Prove that the composition of convex functions may not be convex.
1.23. Let f : (a, b) R be differentiable from the right at every point. If the deriva-
tive is increasing, show that f is convex.
1.24. If f is convex in (a, b), prove that

n n
f jx j j f (x j ). (1.22)
j=1 j=1
when nj=1 j = 1.
1.3 Problems 15

1.25. Suppose that ( ) = 1 and h : [0, +) is measurable. If A = h d ,

show that

1 + A2 1 + h2 d 1 + A.

1.26. Suppose that is a real-valued function such that

1 1

f (x) dx ( f (x)) dx
0 0
for every f bounded and measurable. Show that is convex.

1.27. Suppose that is strictly convex and ( ) = 1. Show that the Jensen
inequality

f d f d

is an equality if and only if f is almost everywhere constant.

1.28. Suppose that ( ) = 1 and f , g are nonnegative measurable functions in
with f g 1. Prove that

f d g d 1.

1.29.
Let be a positive measure on X and suppose that f : X (0, +) satisfies
f d = 1. Show that the inequalities
X

1
(a) log( f ) d (E) log ,
(E)

E
1p
(b) f p d (E) , 0 < p < 1,
E
are valid for all measurable set E with 0 < (E) < .
1.30. Let g be a nonnegative measurable function on [0, 1]. Show that

1 1
log g(t) dt log g(t) dt.
0 0
1.31. Let f be a positive measurable function on [0, 1]. Which of the two quantities
1 1 1
f (x) log f (x) dx or f (s) ds log f (t) dt
0 0 0
is greater?
1.32. Let {n }nN be a sequence of nonnegative numbers such that Nn=1 n = 1 and
{n }nN be a sequence of positive numbers. Show that
N N
n n
n n . (1.23)
n=1 n=1
Use inequality (1.23) to show that the geometric mean is always less or equal to the
arithmetic mean, namely
1 + 2 + . . . + n
n
1 2 . . . n . (1.24)
n
n
1.33. Show that the sequence xn = 1 + 1n is increasing using solely the arithmetic-
geometric mean inequality (1.24).
1.34. Show that the harmonic mean is always less or equal to the geometric mean,
namely
n
n x1 x2 . . . xn
x1 + x2 + . . . + xn
1 1 1
for nonnegative xi , i = 1, 2, . . . , n.
(a) Using (1.24) and reciprocals;
(b) Using the convexity of the function f (x) = x log x.
Hint: Obtain the inequality

pi xi pi xi pi xi log(xi )
log ,
pi pi pi
use properties of the log function and specify pi = 1/xi .
1.35. Show that

a b a + b
when , , a, b are nonnegative and + = 1.
Hint: Study the convexity of the function f (x) = ex .

1.36. Let ( , A , ) be a measure space such that ( ) = 1 and | f | d < with

a < f (x) < b for all x . Show that if is concave in (a, b) then

f d f d .

1.37. Let p and q be two real numbers with 0 0) and f (x) = ex to demonstrate that
a p bq 1 1
ab + with + = 1.
p q p q
1.39. Given a, b > 0 and > 0. Prove that
ab a p + c( )bq (1.25)
( p)q/p
where c( ) = .
q
Note: Inequality (1.25) is sometimes called the Peter-Paul inequality and examples
of its usefulness can be found in ODEs and PDEs.
1.40. Show the Young inequality (1.9) by purely geometric insight.

Hint: See Fig. 1.3.
b y = f(x)
b
f 1 (y)dy.
0
a
f(x)dx.
0
a x
Fig. 1.3 Youngs inequality via geometric inspection.
1.41. Prove that, for x > 0 and pi > 0, we have

n 1 p ni=1 pi xi
i=1
n
xipi i=1 i ,
ni=1 pi
studying the concavity of the function f (x) = log(x).
1.42. The Legendre transform, also known as Legendre-Fenchel transform, is

defined in the following way. Take f : R R a function and f : R R {+} is
its Legendre transform given by

f (y) = sup xy f (y)
xR
for y R. Prove:
(a) xy f (x) + f (y), for all x, y qR;
p
(b) Using (a) show that xy xp + yq , for 1/p + 1/q = 1.
p
Hint: Take f (x) = xp [0,) and calculate its Legendre transform.
(c) Using (a) show that xy ex + y log(y) y, for x, y 0.
Hint: Take f (x) = ex , x R and calculate its Legendre transform.
p p
1.43. Let 1 0.
r s
1.44. 1. Show that (x) = x log x defined in (0,) is a convex function.

2. If f (x)d = 1, and f is nonnegative with | f | d < , show that
X X

f (x) log( f (x))d 0.
X
1.45. Let f : [a, b] R be a convex function. Prove that for all x (a, b), the function
f has finite left-hand derivative and finite right-hand derivative.
1.46. Try to give a proof of Theorem 1.6 by using geometric insight and the defini-
tion of convexity.
1.47. Show the generalized Young inequality
a1p1 a pm
a1 am +...+ m .
p1 pm
where p1 1, . . . , pm 1 and m
k=1 1/pk 1.
1.48. Prove the inequality

r p r q
(AB)r A + B
p q
where A > 0, B > 0, p > 0, q > 0, and 1
p + 1q = 1r .
1.4 Notes and Bibliographic References 19
1.4 Notes and Bibliographic References
The subject of convexity is a vast field, we will give only some small historical
tidbits.
In 1889 Holder [32] considered the concept of convexity connected with real
functions having nonnegative second derivative. In 1893 Stolz [75] in his Grundzuge
der Differential- un Integralrechnung showed already that if a continuous real-
valued function is continuous and is mid-convex then it has lateral derivatives. On
the other hand Hadamard [25] obtained an inequality between integrals for func-
tions having increasing first derivative. It can be said that the father of convexity
was Jensen [37, 38] which gave a detailed study where the Holder and Minkowski
inequalities are derived from Jensens inequality.
A thrust in the study of convex functions was influenced by the classical book of
Hardy, Littlewood, and Polya [30]. For an encyclopedic monograph on inequalities
see Mitrinovic, Pecaric, and Fink [52] and for a thorough introduction to contempo-
rary convex function theory see Niculescu and Persson [54].
Part I
Function Spaces
Chapter 2
Lebesgue Sequence Spaces
Abstract In this chapter, we will introduce the so-called Lebesgue sequence spaces,
in the finite and also in the infinite dimensional case. We study some properties of
the spaces, e.g., completeness, separability, duality, and embedding. We also ex-
amine the validity of Holder, Minkowski, Hardy, and Hilbert inequality which are
related to the aforementioned spaces. Although Lebesgue sequence spaces can be
obtained from Lebesgue spaces using a discrete measure, we will not follow that
approach and will prove the results in a direct manner. This will highlight some
techniques that will be used in the subsequent chapters.
2.1 Holder and Minkowski Inequalities
In this section we study the Holder and Minkowski inequality for sums. Due to their
importance in all its forms, they are sometimes called the workhorses of analysis.
Definition 2.1. The space np , with 1 p < , denotes the n-dimensional vector
space Rn for which the functional
1p
n
xnp = |xi | p (2.1)
i=1
is finite, where x = (x1 , . . . , xn ). In the case of p = , we define n as
xn = sup |xi |.

i{1,...,n}
From Lemma 2.4 we obtain in fact that np defines a norm in Rn .

24 2 Lebesgue Sequence Spaces
Example 2.2. Let us draw the unit ball for particular values of p for n = 2, as in
Figs. 2.1, 2.2, and 2.3.
y
e2
e1 x
Fig. 2.1 Unit ball for 21
y
e2
e1 x
Lemma 2.3 (Holders inequality). Let p and q be real numbers with 1 < p <
such that 1p + 1q = 1. Then
1/p 1/q
n n n
|xk yk | |xk | p
|yk | q
. (2.2)
k=1 k=1 k=1
2.1 Holder and Minkowski Inequalities 25
y
e2
e1 x
for xk , yk R.
Proof. Let us take
|xk | |yk |
= 1/p , = 1/q .
k=1 |xk | p
n
k=1 |yk |q
n
By Youngs inequality (1.15) we get
|xk ||yk | 1 |xk | p 1 |yk |q

n 1/p n 1/q + .
k=1 |xk | p k=1 |yk |q p k=1 |xk |
n p q nk=1 |yk |q
Termwise summation gives
nk=1 |xk ||yk | 1 1

n 1/p n 1/q +
k=1 |xk | p k=1 |yk |q p q
and from this we get

1/p 1/q
n n n
|xk yk | |xk | p
|yk | q
.
k=1 k=1 k=1

We can interpret the inequality (2.2) in the following way: If x np and y nq
then x y n1 where stands for component-wise multiplication and moreover
x yn1 xnp ynq .

Lemma 2.4 (Minkowskis inequality). Let p 1, then

1/p 1/p 1/p
n n n
|xk + yk | p
|xk | p
+ |yk | p
(2.3)
k=1 k=1 k=1
for xk , yk R.
Proof. We have
n n
|xk + yk | p = |xk + yk | p1 |xk + yk |
k=1 k=1
n n
|xk ||xk + yk | p1 + |yk ||xk + yk | p1
k=1 k=1
By Lemma 2.3 we get

1/p 1/p 1/q
n n n n
p
|xk + yk | |xk | p
+ |yk | p |xk + yk | (p1)q
.
k=1 k=1 k=1 k=1
1 1
Since + = 1, then p = (p 1)q, from which
p q
1/p 1/p 1/q
n n n n
p
|xk + yk | |xk | p
+ |yk | p |xk + yk | p
,
k=1 k=1 k=1 k=1
then 1 1q 1/p 1/p

n n n
|xk + yk | p
|xk | p
+ |yk | p
,
k=1 k=1 k=1
which entails (2.3).

2.2 Lebesgue Sequence Spaces
We now want to extend the n-dimensional np space into an infinite dimensional
sequence space in a natural way.
Definition 2.5. The Lebesgue sequence space (also known as discrete Lebesgue
space) with 1 p < , denoted by p or sometimes also by p (N), stands for the set
of all sequences of real numbers x = {xn }nN such that k=1 |xk | p < . We endow
the Lebesgue sequence space with the norm,
1/p

x p = {xn }nN p = |xk | p , (2.4)
k=1
where x p .
2.2 Lebesgue Sequence Spaces 27
We leave as Problem 2.24 to show that this is indeed a norm in p , therefore

( p , p ) is a normed space.
We will denote by R the set of all sequences of real numbers x = {xn }nN .
Example 2.6. The Hilbert cube H is defined as the set of all real sequences {xn }nN
such that 0 xn 1/n, i.e.
H := {x R : 0 xn 1/n}.
By the hyper-harmonic series we have that the Hilbert cube is not contained in 1
but is contained in all p with p > 1.
Let us show that p is a subspace of the space R . Let x and y be elements of p

and , be real numbers. By Lemma 2.4 we have that
1/p 1/p 1/p
n n n
| xk + yk | p | | |xk | p + | | |yk | p . (2.5)
k=1 k=1 k=1
Taking limits in (2.5), first to the right-hand side and after to the left-hand side,
we arrive at
1/p 1/p 1/p

| xk + yk | p | | |xk | p + | | |yk | p , (2.6)
k=1 k=1 k=1
and this shows that x + y is an element of p and therefore p is a subspace of R .

The Lebesgue sequence space p is a complete normed space for all 1 p .
We first prove for the case of finite exponent and for the case of p = it will be
shown in Theorem 2.11.
Theorem 2.7. The space p (N) is a Banach space when 1 p < .
Proof. Let {xn }nN be a Cauchy sequence in p (N), where we take the sequence
(n) (n)
xn as xn = (x1 , x2 , . . .). Then for any > 0 there exists an n0 N such that if
n, m n0 , then xn xm p < , i.e.
1/p

|x(n) (m) p
j xj | < , (2.7)
j=1
whenever n, m n0 . From (2.7) it is immediate that for all j = 1, 2, 3, . . .

(n) (m)
|x j x j | < , (2.8)
(1) (2)
whenever n, m n0 . Taking a fixed j from (2.8) we see that (x j , x j , . . .) is a
(m)
Cauchy sequence in R, therefore there exists x j R such that limm x j = x j.
Let us define x = (x1 , x2 , . . .) and show that x is in p and limn xn = x.

From (2.7) we have that for all n, m n0
k
(m) (n)
|x j x j |p < p, k = 1, 2, 3, . . .
j=1
from which
k k
(n) p (m) (n)
|x j x j | = | m
lim x j x j |p p,
j=1 j=1
whenever n n0 , This shows that xxn p and we also deduce that limn xn = x.
Finally in virtue of the Minkowski inequality we have
1/p 1/p

|x j | p (n) (n)
= |x j + x j x j | p
j=1 j=1
1/p 1/p

(n) (n)
|x j | p + |x j x j | p ,
j=1 j=1
which shows that x is in p (N) and this completes the proof.

The next result shows that the Lebesgue sequence spaces are separable when the
exponent p is finite, i.e., the space p admits an enumerable dense subset.
Theorem 2.8. The space p (N) is separable whenever 1 p < .
Proof. Let M be the set of all sequences of the form q = (q1 , q2 , . . . , qn , 0, 0, . . .)
where n N and qk Q. We will show that M is dense in p . Let x = {xk }kN be an
arbitrary element of p , then for > 0 there exists n which depends on such that

|xk | p < p /2.
k=n+1
Now, since Q = R, we have that for each xk there exists a rational qk such that

|xk qk | <
p
,
2n
then
n
|xk qk | p < p /2,
k=1
which entails
n
x qpp = |xk qk | p + |xk | p < p ,
k=1 k=n+1
and we arrive at x q p < . This shows that M is dense in p , implying that p is
separable since M is enumerable.

2.2 Lebesgue Sequence Spaces 29
With the notion of Schauder basis (recall the definition of Schauder basis in Def-
inition B.3), we now study the problem of duality for the Lebesgue sequence space.
Theorem 2.9. Let 1 < p < . The dual space of p (N) is q (N) where 1
p + 1q = 1.
Proof. A Schauder basis of p is ek = {k j } jN where k N and k j stands for the

Kronecker delta, i.e., k j = 1 if k = j and 0 otherwise. If f ( p ) , then f (x) =
kN k f (ek ), x = {k }kN . We define T ( f ) = { f (ek )}kN . We want to show that
(n)
the image of T is in q , for that we define for each n, the sequence xn = (k )k=1
with
| f (ek )|q
(n)
k = f (ek ) if k n and f (ek )
= 0,
0 if k > n or f (ek ) = 0.
Then
n
(n)
f (xn ) = k f (ek ) = | f (ek )|q .
kN k=1
Moreover
f (xn ) f xn p
1p
n
(n)
= f |k | p
k=1
1p
n
= f | f (ek )|qpp
k=1
1p
n
= f | f (ek )| q
,
k=1
from which
1 1p 1q
n n
| f (ek )|q = | f (ek )|q
k=1 k=1
f .
Taking n , we obtain
1q

| f (ek )|q f
k=1
where { f (ek )}kN q .

Now, we affirm that:
(i) T is onto. In effect given b = (k )kN q , we can associate a bounded linear

functional g ( p ) , given by g(x) = k=1 k k with x = (k )kN p (the
boundedness is deduced by Holders inequality). Then g ( p ) .
(ii) T is 1-1. This is almost straightforward to check.
(iii) T is an isometry. We see that the norm of f is the q norm of T f

| f (x)| = k f (ek )
kN
1p 1q
|k | p | f (ek )|q
kN kN
1q
= x | f (ek )| q
.
kN
Taking the supremum over all x of norm 1, we have that

1q
f | f (ek )| q
.
kN
Since the other inequality is also true, we can deduce the equality
1q
f = | f (ek )| q
,
kN
with which we establish the desired isomorphism f { f (ek )}kN .

The p spaces satisfy an embedding property, forming a nested sequence of

Lebesgue sequences spaces.
Theorem 2.10. If 0 n0 ,
by which |xn |q < |xn | p if n > n0 . Let M = max{|x1 |qp , |x2 |qp , . . . , |xn0 |qp , 1}, then

|xn |q = |xn | p |xn |qp < M |xn | p < +,
n=1 n=1 n=1
implying that x q .
2.3 Space of Bounded Sequences 31
To show that p (N)

= q (N), we take the following sequence xn = n1/p for all
q
n N with 1 p < q , and since p < q, then > 1. Now we have
p

1
|xn |q = nq/p < .
n=1 n=1
The last series is convergent since it is a hyper-harmonic series with exponent bigger
than 1, therefore x q (N). On the other hand

1
|xn | p = n
n=1 n=1
and we get the harmonic series, which entails that x

/ p (N).

2.3 Space of Bounded Sequences
The space of bounded sequences, denoted by or sometimes (N), is the set of

all real bounded sequences {xn }nN (it is clear that is a vector space). We will
take the norm in this space as
x = x = sup |xn |, (2.9)

nN
where x = (x1 , x2 , . . . , xn , . . .). The verification that (2.9) is indeed a norm is left to
the reader.
An almost immediate property of the -space is its completeness, inheriting this
property from the completeness of the real line.
Theorem 2.11. The space is a Banach space.

(n) (n)
Proof. Let {xn }nN be a Cauchy sequence in , where xn = (x1 , x2 , . . .). Then
for any > 0 there exists n0 > 0 such that if m, n n0 then
xm xn < .
Therefore for fixed j we have that if m, n n0 , then

(m) (n)
|x j x j | < (2.10)
(1) (2)
resulting that for all fixed j the sequence (x j , x j , . . .) is a Cauchy sequence in R,
(m)
and this implies that there exists x j R such that limm x j = x j .
Let us define x = (x1 , x2 , . . .). Now we want to show that x and
limn xn = x.
From (2.10) we have that for n n0 , then

(n) (m) (n)
x j x j = lim x j x j , (2.11)
n

(n) (n)
since xn = {x j } jN , there exists a real number Mn such that x j Mn for
all j.
By the triangle inequality, we have

x j x j x(n) + x(n) + Mn
j j
whenever n n0 , this inequality being true for any j. Moreover, since the right-hand
side does not depend on j, therefore {x j } jN is a sequence of bounded real numbers,
this implies that x = {x j } jN .
From (2.11) we also obtain

(n)
xn x = sup x j x j < .
jN
whenever n n0 . From this we conclude that limn xn = x and therefore is

complete.

The following result shows a natural way to introduce the norm in the space
via a limiting process.
Theorem 2.12. Taking the norm of Lebesgue sequence space as in (2.4) we have
that lim p x p = x .
1
Proof. Observe that |xk | nk=1 |xk | p p , therefore |xk | x p for k = 1, 2, 3, . . . , n,
from which
sup |xk | x p ,
1kn
whence
x lim inf x p . (2.12)
p
On the other hand, note that

1p p 1p
n n
|xk | p sup |xk | n p x ,
1
k=1 k=1 1kn
then for all > 0, there exists N such that

1p 1p
N 1p
x p |xk | p
+ xp N + x N+
xp
,
k=1
therefore
2.3 Space of Bounded Sequences 33
lim sup x p x . (2.13)

p
Combining (2.12) and (2.13) results
x lim inf x p lim sup x p x ,

p p
and from this we conclude that lim p x p = x .

Now we study the dual space of 1 which is .
Theorem 2.13. The dual space of 1 is .
Proof. For all x 1 , we can write x = k=1 k ek , where ek = (k j )j=1 forms a

Schauder basis in 1 , since
n
x k ek = (0, . . . , 0, n+1 , . . .)
k=1
! "# $
n
and % % % %
% n % % %
% % % %
%x k ek % = % k ek % 0
% k=1
% %k=n+1
%
1 1
since the series k=1 k ek is convergent.

Let us define T ( f ) = { f (ek )}kN , for all f (1 ) . Since f (x) = kN k f (ek ),
then | f (ek ) f , since ek 1 = 1. In consequence, supkN | f (ek )| f , therefore
{ f (ek )}kN .
We affirm that:
(i) T is onto. In fact, for all b = {k }kN , let us define q : 1 R as g(x) =

kN k k if x = {k }kN . The functional g is bounded and linear since
|g(x)| |k k | sup
kN
|k | |k | = x 1
sup |k |,
kN
kN kN
then g (1 ) . Moreover, since g(ek ) = jN k j j ,
T (g) = {g(ek )}kN = {k }kN = b.
(ii) T is 1-1. If T f1 = T f2 , then f1 (ek ) = f2 (ek ), for all k. Since we have

f1 (x) = kN k f1 (ek ) and f2 (x) = kN k f2 (ek ), then f1 = f2 .
(iii) T is an isometry. In fact,
T f = sup | f (ek )| f (2.14)

kN
and

| f (x)| = k f (ek ) sup | f (ek )| |k | = x1 sup | f (ek )|.
kN jN kN kN
Then
f sup | f (ek )| = T f . (2.15)
kN
Combining (2.14) and (2.15) we get that T f = f . We thus showed that

the spaces (1 ) and are isometric.

One of the main difference between p and spaces is the separability issue. The
space of bounded sequence is not separable, contrasting with the separability of
the p spaces whenever 1 p < , see Theorem 2.8.
Theorem 2.14. The space is not separable.
Proof. Let us take any enumerable sequence of elements of , namely {xn }nN ,
where we take the sequences in the form

(1) (1) (1) (1)
x1 = x1 , x2 , x3 , . . . , xk , . . .

(2) (2) (2) (2)
x2 = x1 , x2 , x3 , . . . , xk , . . .

(3) (3) (3) (3)
x3 = x1 , x2 , x3 , . . . , xk , . . .

(k) (k) (k) (k)
xk = x1 , x2 , x3 , . . . , xk , . . .

We now show that there exists an element in which is at a distance bigger than
1 for all elements of {xn }nN , showing the non-separability nature of the space.
Let us take x = {xn }nN as

(n)
0, if |xn | 1;
xn = (n) (n)
xn = xn + 1, if |xn | < 1.
It is clear that x and x xn > 1 for all n N, which entails that is not
separable.

We now define some subspaces of , which are widely used in functional anal-
ysis, for example, to construct counter-examples.
Definition 2.15. Let x = (x1 , x1 , . . .).
By c we denote the subspace of such that limn xn exists and is finite.
By c0 we denote the subspace of such that limn xn = 0.
By c00 we denote the subspace of such that supp(x) is finite.
2.4 Hardy and Hilbert Inequalities 35
These newly introduced spaces enjoy some interesting properties, e.g., c0 is the
closure of c00 in . For more properties, see Problem 2.20.
2.4 Hardy and Hilbert Inequalities
We now deal with the discrete version of the well-known Hardy inequality.
Theorem 2.16 (Hardys inequality). Let {an }nN be a sequence of real positive
numbers such that n=1 anp < . Then
p p

1 n p
ak p 1 anp .
n=1 n k=1 n=1
Proof. Let n = An
n where An = a1 + a2 + + an , i.e., An = nn , then
a1 + a2 + + an = nn , (2.16)
from which we get that an = nn (n 1)n1 . Let us consider now

p p & '
np np1 an = np nn (n 1)n1 np1
p1 p1
pn p(n 1)
= np n np1 + n1 np1 .
p1 p1
In virtue of Corollary 1.10 we have
p
p(n 1) n1 p(n 1) n
q(p1)
p(n 1)
n1 np1 +
p1 p1 p p1 q

n1 p p(n 1) 1
= + 1 np
p 1 n1 p1 p
n1 p
= + (n 1)np ,
p 1 n1
therefore
p pn p n 1 p
np p1 an np + + (n 1)np
p1 n p 1 n p 1 n1
p
pnp np pnnp (n 1)n1 + (p 1)(n 1)np
= +
p1 p1
p
pn n pnn + (n 1)n1 + (pn p n + 1)np
p p p
=
p1
1 & p '
= (n 1)n1 nnp ,
p1
from which
N
p N
1 N & '
np p 1 np1 an p 1 p
(n 1)n1 nnp
n=1 n=1 n=1
1 & '
= 1p + 1p 22p + N Np
p1
N Np
= 0.
p1
Then
N N
p
np p 1 np1 an .
n=1 n=1
By Holders inequality we have that

1p 1q

p
np
p1 anp nq(p1)
n=1 n=1 n=1
1p 1q

p
=
p1 anp np ,
n=1 n=1
then 1 1q 1p

p
np
p1 anp
n=1 n=1
and this implies p

p
1 p
ak
n k=1

p1 anp .
n=1 n=1

We now want to study the so-called Hilbert inequality. We need to remember

some basic facts about complex analysis, namely

1 1 1
= + (1)n + . (2.17)
sin(z) z n=1 z+n zn
Let us consider the function

1
f (z) = (p > 1)
p
z(z + 1)
defined in the region D1 = {z C : 0 < |z| < 1}. We want to obtain the Laurent
expansion. In fact, if |z| < 1, then

1 1
= = (z)n = (1)n zn ,
1 + z 1 (z) n=0 n=0
therefore
(1)n zn
1
f (z) = p . (2.18)
n=0
By the same reasoning, let us consider

1
g(z) =
1+ 1p
z 1 + 1z

defined in the region D2 = {z C : |z| > 1}. Since 1z < 1, then
n
1 1 1
1 + 1z
= =
1 ( 1z ) n=0

z
= (1)n zn .
n=0
Therefore
(1)n zn1
1
g(z) = p . (2.19)
n=0
We now obtain some auxiliary inequality before showing the validity of the
Hilbert inequality (2.20).
Theorem 2.17 For each positive number m and for all real p > 1 we have
1

mp
1 .

n=1 n (m + n)
p
sin p
Proof. Note that
1 1
mp mp
1 1 dx
n=1 n p (m + n) x p (m + x)
0

dz
= 1
z (1 + z)
p
0
1
dz dz
= 1 + .
1+ 1p
z (1 + z)
p
z 1 + 1z
0 1
By (2.18) and (2.19) we deduce that
1 1

mp
1 (1) z n n 1p
dz + (1) z n n1 1p
dz
n=1 n p (m + n) n=0 n=0
0 1
1
(1) n 1p
dz + (1) zn1 p dz
1
= n
z n
n=0 n=0
0 1

(1) n
(1) n
= n 1 +1 +
n=0 p + n
1
n=0 p

(1)n (1)n
= 1 + p+ 1
n=1 p n n=1 p + n

1 1
= p + (1) n
+ 1
p n p +n
1
n=1

= .
sin p
This last one is obtained by (2.17) with z = 1p .

Remark 2.18. In fact the proof of Theorem 2.17 is a two line proof if we remember
that

x 1
dx = B( , )
(1 + x) +
0

and the fact that B(1 , ) = sin , 0 < < 1, see Appendix C.
Before stating and proving

the Hilbert inequality we need to digress into the
concept of double series. Let xk, j j,kN be a double sequence, viz. a real-valued
function x : N N R. We say that a number L is the limit of the double sequence,
denoted by
lim xk, j = L,
k, j
if, for all > 0 there exists n = n( ) such that
|xk, j L| <
whenever k > n and j > n. We can now introduce the notion of double series using
the known construction for the series, namely

xk, j =
k, j=1
if there exists the double limit
lim k, j =
k, j
where k, j is the rectangular partial sum given by
k j
k, j = xm,n .
m=1 n=1
A notion related to the double series is the notion of iterated series, given by

xk, j and xk, j .
k=1 j=1 j=1 k=1
We can visualize the iterated series in the following way. We first represent the
double sequence as numbers in an infinite rectangular array and then sum by lines
and by columns in the following way:
x1,1 x1,2 x1,3 j=1 x1, j =: L1

x2,1 x2,2 x2,3 j=1 x2, j =: L2
x3,1 x3,2 x3,3 j=1 x2, j =: L3
.. .. ..
. . .

C1 := k=1 xk,1 C2 := k=1 xk,2 C3 := k=1 xk,3
and now the iterated series are given by j=1 C j and k=1 Lk .
It is necessary some caution when dealing with iterated series since the equality
j=1 C j = k=1 Lk is in general not true even if the series converges, as the following
example shows
2 2 0 0 0 0
1 1
0 4 43 0 0 0
3
0 0 78 87 0 0
0 0 0 15 16 16 0
15
.. .. .. .. ..
. . . . .

1 1 1 1 1
2 4 8 16 32
and clearly the obtained series are different. Fortunately we have a Fubini type the-
orem for series which states that when a double series is absolutely convergent then
the double series and the iterated series are the same, i.e.

xk, j = xk, j = xk, j .
k, j=1 k=1 j=1 j=1 k=1
Not only that, it is also possible to show a stronger result, that if the terms of an
absolutely convergent double series are permuted in any order as a simple series,
their sum tends to the same limit.
Theorem 2.19 (Hilberts inequality). Let p, q > 1 be such that 1p + 1q = 1 and

{an }nN , {bn }nN be sequences of nonnegative numbers such that m=1 amp and
n=1 bn are convergent. Then
q
1p 1q

am bn
am p
bn .
q
(2.20)
m,n=1 m + n sin m=1 n=1
p
Proof. Using Holders inequality and Proposition 2.17 we get

am bn
m +n
m,n=1
1 1

m pq am n pq bn
= 1 1 1 1
m,n=1 n (m + n) m (m + n) q
pq p pq
1p 1q
1 1

m q n p
1 amp 1 bqn
m,n=1 n q (m + n) m,n=1 m p (m + n)
1p 1q
1 1

m q n p
= 1 amp 1 bqn
m=1 n=1 n q (m + n) n=1 m=1 m p (m + n)
1p 1q

p q
am bn
m=1 sin q n=1 sin p
1p 1q

p q
am bn
m=1 sin p n=1 sin p
1p 1q 1p 1q

=
sin p sin p am p
bn q
m=1 n=1
1p 1q

= amp
sin p m=1 bqn ,
n=1
which shows the result.

2.5 Problems
2.20. Prove the following properties of the subspaces of introduced in Defini-

tion 2.15
(a) The space c0 is the closure of c00 in .
(b) The space c and c0 are Banach spaces.
(c) The space c00 is not complete.
2.5 Problems 41
2.21. Show that (s, ) is a complete metric space, where s is the set of all sequences
x = (x1 , x2 , . . .) and is given by

1 |xk yk |
(x, y) = 2k 1 + |xk yk| .
k=1
2.22. Let p (w), p 1 be the set of all real sequences x = (x1 , x2 , . . .) such that

|xk | p wk <
k=1
where w = (w1 , w2 , . . .) and wk > 0. Does N : p (w) R given by

1p

N (x) := |xk | p
wk
k=1
defines a norm in p (w)?
2.23. As in the case of Example 2.2, draw the unit ball for 31 , 3 , and 32 .
2.24. Prove that (2.4) defines a norm in the space p (N).
2.25. Prove the Cauchy-Bunyakovsky-Schwarz inequality

2
n n n
xi yi xi2 y2i
i=1 i=1 i=1
without using Jensens inequality. This inequality is sometimes called Cauchy,

Cauchy-Schwarz or Cauchy-Bunyakovsky.
Hint: Analyze the quadratic form ni=1 (xi u + yi v)2 = u2 ni=1 xi2 + 2uv ni=1 xi yi +
v2 ni=1 y2i .
2.26. Let {an }nZ and {bn }nZ be sequences of real numbers such that

k= |an | < and |bm | p <
n= m=
where p > 1. Let Cn = m= anm bm . Prove that

1/p
(a) |Cn | k1/q m= |anm ||bm | p where 1p + 1q = 1.

k n= |bn | p
1/p 1/p
(b) n= |Cn | p .
2.27. If an > 0 for n = 1, 2, 3, . . . show that

n
a1 a2 an e an .
n=1 n=1
If a1 a2 ak an 0 and > 0. Demonstrate that

1/ 1/
n n

ak ak .
k=1 k=1
2.28. Use Theorem 10.5 to show the Theorem 2.16.

Hint: Choose a sequence {an }nN of positive numbers such that an+1 an n N.
Consider AN = Nn=1 an and define f = n=1 an (n1,n) .
2.29. Demonstrate that 1 is not the dual space of .
2.30. Show that

xq x p (2.21)
whenever 1 p < q < .
Hint: First, show the inequality (2.21) when x p 1. Use that result and the ho-
mogeneity of the norm to get the general case.
The history of Holders inequality can be traced back to Holder [32] but the paper of
Rogers [61] preceded the one from Holder just by one year, for the complete history
see Maligranda [48].
The Minkowski inequality is due to Minkowski [51] but it seems that the classical
approach to the Minkowski inequality via Holders inequality is due to Riesz [58].
The Hardy inequality (Theorem 2.16) appeared in Hardy [26] as a generalization
of a tool to prove a certain theorem of Hilbert.
According to Hardy, Littlewood, and Polya [30], the Hilbert inequality (Theo-
rem 2.19) was included by Hilbert for p = 2 in his lectures, and it was published by
Weyl [82], the general case p > 1 appeared in Hardy [27].
The Cauchy-Bunyakovsky-Schwarz inequality, which appears in Problem 2.25,
was first proved by Cauchy [6].
Chapter 3
Lebesgue Spaces
There is much modern work, in real or complex function theory,

in the theory of Fourier series, or in the general theory of
orthogonal developments, in which the Lebesgue classes Lk
occupy the central position.
GODFREY HAROLD HARDY, JOHN EDENSOR LITTLEWOOD &

GEORGE POLYA
Abstract Lebesgue spaces are without doubt the most important class of function
spaces of measurable functions. In some sense they are the prototype of all such
function spaces. In this chapter we will study these spaces and this study will be used
in the subsequent chapters. After introducing the space as a normed space, we also
obtain denseness results, embedding properties and study the Riesz representation
theorem using two different proofs. Weak convergence, uniform convexity, and the
continuity of the translation operator are also studied. We also deal with weighted
Lebesgue spaces and Lebesgue spaces with the exponent between 0 and 1. We give
alternative proofs for the Holder inequality based on Minkowski inequality and also
study the Markov, Chebyshev, and Minkowski integral inequality.
The reader will notice that some of the results are not given in full generality. We
invite the reader to try to obtain such statements in an appropriate more general
setting.
3.1 Essentially Bounded Functions
Definition 3.1. Let (X, A , ) be a measure space and f an A -measurable function.

For each M > 0 define EM = {x X : | f (x)| > M}. We have EM A since f is an
A -measurable function. Let
A = {M > 0 : (EM ) = 0} = {M > 0 : | f (x)| M -a.e.}.
The essential supremum of f , denoted by ess sup f or f , is defined by
f = f L = ess sup f = inf(A),
/ = +.
with the usual convention that inf(0)

44 3 Lebesgue Spaces
/ then 0 is a lower bound on A, and thus inf(A) R. Let =

Note that if A
= 0,
f < , we state that A. Notice that

(
E = {x X : | f (x)| > } = {x X : | f (x)| > + 1/n}
n=1
moreover, for each n the set {x X : | f (x)| > + 1/n} A. As = inf(A), then
for every n N there exists n A such that n < + 1/n, hence
{x X : | f (x)| > + 1/n} {x X : | f (x)| > n }
then
({x X : | f (x)| > + 1/n}) ({x X : | f (x)| > n }) = 0,
therefore (E ) = ({x X : | f (x)| > }) = 0, showing that A, then if =
f < we get
| f (x)| f -a.e.
Now we define
f (x) if x
/ E ,
f (x) =
0 if x E ,
since f (x) = f (x) -a.e. it follows
f = f = sup | f (x)| = sup | f (x)|.

xX xX\E
Definition 3.2. We define L (X, A , ), called the set of essentially bounded func-
tions, by

L (X, A , ) = f : X R is an A -measurable function and f < .

The set L (X, A , ) is a very large set, since it includes all bounded functions in X.
Example 3.3. Let f be a Dirichlet-type function given by

1 if x (R \ Q) [0, 1],
f (x) =
if x Q [0, 1].

Since f = inf M > 0 : ({x [0, 1] : | f (x)| > M}) = 0 = 1 we have that
f L (X, A , ).
Example 3.4. Let X = R, A = L , = m, and Q = {r1 , r2 , . . . , rn , . . .} be an enu-
meration of the rational numbers in R. Define

n if x = rn Q,
f (x) =
1 if x R \ Q.
3.2 Lebesgue Spaces with p 1 45

We want to show that A = M > 0 : m({x X : | f (x)| > M}) = 0 = [1, ). In fact,
let M [1, ), then
{x X : | f (x)| > M} Q,
therefore
m({x X : | f (x)| > M}) m(Q) = 0,
which gives M A, i.e.
[1, ) A. (3.1)
/ [1, ), then y < 1, which implies
On the other hand, suppose that y
R \ Q {x X : | f (x)| > y},
and we obtain that

m({x X : | f (x)| > y})
= 0
which means that y
/ A, then
A [1, ). (3.2)
From (3.1) and (3.2) we have
A = {M > 0 : m({x X : | f (x)| > M}) = 0} = [1, ).
Note that
inf M > 0 : m({x X : | f (x)| > M}) = 0 = 1,
therefore f L (X, A , ).
Example 3.5. Let X = N, A = P(N), = # the counting measure and the function
f : N N given by n n . We state that
A = {M > 0 : #({x X : | f (x)| > M}) = 0} = 0.

/
In fact, let M > 0 be arbitrary, and choose k > M, k N then
#({x X : | f (x)| > M}) #({k}) = 1,
which implies that M

/ A and since M is arbitrary, we conclude that A = 0,
/ therefore
f = .
3.2 Lebesgue Spaces with p 1
We now study the set of p-th integrable functions.
Definition 3.6. Let (X, A , ) be a measure space and p a positive real number. The
function
p f : X R is said to belong to the pre-Lebesgue space L p (X, A , ) if
| f | d < , that is,
X

L p (X, A , ) = f : X R is an A -measurable and | f | p d < .

X
Sometimes we use other notation, e.g., L p (X) or L p ( ) if it will be clear from the
context and we want to emphasize the underlying space or the measure.
We now give some examples.
, -1
Example 3.7. Let X = [0, 1/2] and f : X R be defined by f (x) = x log2 1x ,
then f L1 (m).
Example 3.8. Let X = (0, ) and f : X R be defined by f (x) = (1 + x)1/2 , then
f L p (X, A , ) for 2 < p < .
The following example show us that, in general, the spaces L p are not comparable
for different values of p.
Example 3.9. Let X = [0, 16] and f : X R be defined by f (x) = x1/4 . We have
that f L1 (m) but f
/ L4 (m), where m denotes the Lebesgue measure.
The next theorem tells us under what conditions it is possible to compare L p
spaces with different exponents.
Theorem 3.10. Let (X, A , ) be a measure space such that (X) < . Then
Lq (X, A , ) L p (X, A , )
for any 1 p q .
Proof. We first prove when p = . Indeed, let f L (X, A , ), thus | f | f
-a.e., then
| f | p d f p d = (X) f p < ,
X X
so f L p (X, A , ).
For the remaining cases, let f Lq (X, A , ) if A = {x X : | f (x)| 1}, then
X = A + X\A and | f (x)| p < | f (x)|q for x X \ A and | f (x)| 1, for x A, then

f p = | f | d = A | f | d + X\A | f | p d
p p p
X X X

A d + X\A | f | d (A) +
p
X\A | f |q d
X X X
(X) + f qq < ,
therefore f L p (X, A , ).

The inclusion in Theorem 3.10 is strict. To see this, consider the following
example.
Example 3.11. Let X = [0, 1] and 1 p < < q , where = p+q

2 then if p <
< q we have that p/ < 1 and q/ > 1. Choose = 1/ and define

1
if x
= 0,
f (x) = x
0 if x = 0.
then consider
1 1 1
dx dx
| f (x)| p dx = = < ,
x p x p/
0 0 0
since p/ < 1, then f L p (m), on the other hand,
1 1 1
dx dx
| f (x)| dx =
q
= ,
xq xq/
0 0 0
and this last integral is divergent since q/ > 1, which gives that f
/ Lq (m). Thus
Lq (m) L p (m).
We cannot drop the condition (X) = in Theorem 3.10 as the next example
shows.
Example 3.12. Consider the constant function f (x) = c with c

= 0 in (0, ), it is
easy to see that f L ( ) but f
/ L p (X, A , ) for 0 < p < . On the other hand,
let X = [1, ) and define f : X R with f (x) = 1x , then

1
dx = 1,
x2
1
implying that f L2 (m), but the integral

dx
x
1
is divergent, therefore f
/ L1 (m).
It is not difficult to verify that L p , with 1 p < , is a vector space. In fact, note
that if f , g L p (X, A , ), then by the inequality
| f + g| p (| f | + |g|) p (2 max{| f |, |g|}) p = 2 p max{| f | p , |g| p } 2 p (| f | p + |g| p ),

we have that f + g L p (X, A , ). Moreover, if f L p (X, A , ) and R, then

f L p (X, A , ). On the other hand, the inequalities 0 f + | f |, 0 f | f |
imply that f + , f and | f | are in L p (X, A , ).
The following result permits to obtain p by means of L p (X, A , ) choosing an

appropriate measure space.
Theorem 3.13. Let X be a countable set and # be the counting measure over X, then
L p (X, P(X), #) = p .
Proof. Let # be the counting measure over X, i.e.

number of elements of E if E is a finite set;
#(E) =
if E is an infinite set.
Without loss of generality, we suppose that X = Z+ , since X, endowed with the

.
counting measure, is isomorphic to Z+ , then we can write Z+ = {k}. Let f
k=1
L p (Z+ , P(Z+ ), #) and
n
n = | f (k)| p {k}
k=1
be a sequence of simple functions such that
lim n (k) = | f (k)| p for each k,

n
now
n n n
n d# = | f (k)| p # Z+ {k} = | f (k)| p # {k} = | f (k)| p ,
k=1 k=1 k=1
Z+

since # {k} = 1.
It is clear that 1 2 3 . . . , and using the monotone convergence theorem

we get

| f (k)| p d# = lim n (k) d# = | f (k)| p ,
n
k=1
Z+ Z+

| f (k)| p
= | f (k)| p d#.
k=1
Z+
This last result shows that | f | p is integrable if and only if

| f (k)| p < .
k=1
In other words, to say that f belongs to L p (X, P(X), #) endowed with the count-
ing measure is equivalent to say that the sequence { f (k)}kN is a member of p ,
therefore
L p (X, P(X), #) = p
which ends the proof.

Let (X, A , ) be a measure space, define the functional p : L p (X, A , )

R+ by
1/p

f p = f L p = | f | p d
X
with 1 p < .
We now show that the functional p is not a norm since it does not hold the
definite positive property of the norm.
Example 3.14. Let X = [0, 1] and consider the Dirichlet function

1 if x Q [0, 1],
f (x) =
0 if x (R \ Q) [0, 1].
For p = 1, we have

f 1 = f (x) dm = 1 dm = m(Q [0, 1]) = 0.
[0,1] Q[0,1]
On the other hand, if p = , we obtain

f = inf M > 0 : m({x [0, 1] : | f (x)| > M}) = 0 = 0.
However f (x)
= 0 for all x X. This shows that both 1 and do not define
a norm in L1 and L respectively.
To correct this nuisance we resort to the notion of quotient space, i.e., we will split
all the elements of L p into equivalence classes. In other words, two functions f
and g in L p are said to belong to the same equivalence class if and only if f = g
-almost everywhere, in symbols f g f = g -almost everywhere. It is just
a matter of routine calculations to verify that the relation defines an equivalence
relation. Once this is verified, we denote the class generated by f as
[ f ] = {g L p (X, A , ) : g f } (3.3)
and we define the norm of g as g p = [ f ] p for g [ f ]. For arbitrary g1 [ f ]

and g2 [ f ] we have that g1 = g2 -a.e. since g1 f and g2 f . This tell us
that [ f ] p = g p is well defined being independent of the representative of the
class [ f ].
With the above taken into account, we now define a normed space based upon
the pre-Lebesgue space.
Definition 3.15. We define the Lebesgue space L p (X, A , ) as the set of equiva-
lence classes

L p (X, A , ) = [ f ] : f L p (X, A , ) ,
where [] is defined in (3.3).
We went to a lot of work to define the Lebesgue space L p space via quotient
spaces just to have f p = 0 if and only if f = [0], but in practice we never think of
L p spaces as equivalence classes. With some patience, we can see that L p is a vector
space over R.
We now show that the functional p satisfies the triangle inequality.
Theorem 3.16 (Minkowskis inequality). Let 1 p and f , g L p (X, A , ).

Then f + g L p (X, A , ) and
f + g p f p + g p .
The equality holds if A| f | = B|g| -a.e. for A and B of the same sign and not simul-
taneously zero.
Proof. Let us check equality. Let A and B be numbers of the same sign and not
simultaneously zero such that A| f | = B|g| -a.e., then A f p = Bg p , i.e., f p =
A g p . Moreover,
B
% %
%B %
f + g p = % g + g% = B + A g p = B g p + g p = f p + g p .
%A % A A
p
When p = and p = 1 the inequality is immediate, as well as when f p = g p

= 0. Suppose that 1 < p < and f p =
= 0 and g p =
= 0, then there are
functions f0 and g0 such that | f | = f0 and |g| = g0 with f0 p = g0 p = 1.

Now, consider = + and 1 = + note that 0 < < 1, then
| f (x) + g(x)| p (| f (x)| + |g(x)|) p

= ( f0 (x) + g0 (x)) p
= [( + ) f0 (x) + ( + )(1 )g0 (x)] p (3.4)
= ( + ) ( f0 (x) + (1 )g0 (x))
p p
( + ) p [ ( f0 (x)) p + (1 )(g0 (x)) p ].
Since (t) = t p is convex in [0, ), integrating in (3.4) we have

| f (x) + g(x)| p d ( + ) p [ f0 pp + (1 )g0 pp ]
X
= ( + ) p < ,
i.e., f + g L p (X, A , ). Finally,
f + g pp ( f p + g p ) p
thus
f + g p f p + g p ,

We are now in condition to introduce a norm in the Lebesgue space.

Definition 3.17. The Lebesgue space L p (X, A , ),L p is a normed space with
the norm 1p

f p = f L p := | f | p d , (3.5)
X
whenever 1 p < +.
To see that (3.5) does not define a norm when p < 1, we can take f = [0,1/2] ,
1
g = [1/2,1] and we see that we have a reverse triangle inequality in L 2 ([0, 1], L , m).
1
We could hope to define another norm in L 2 that could turn the vector space into a
normed space but this is not possible, see Theorem 3.79.
We now want to see if the product of two functions in some L p is still in L p . The
following example shows us that this is not always true.
Example 3.18. Consider the function

|x|1/2 if |x| < 1,
f (x) =
0 if |x| 1.
note that
dx
f (x) dx = = 4,
|x|
R [1,1]
therefore f L1 (m), but

dx
f 2 (x) dx =
|x|
R [1,1]
is a divergent integral, therefore f

/ L1 (m).
2

Now, we study under which conditions the product of two functions stays in
L1 (X, A , ). The following result says that if f L p (X, A , ) and g Lq (X, A , )
for p and q conjugated numbers, i.e., 1p + 1q = 1, we have that f g L1 (X, A , ).
Prior to the demonstration of this powerful result, we need the following lemma.
Lemma 3.19. Let 1 p < . Then for nonnegative numbers a, b, and t we have
(a + tb) p a p + ptba p1 .
Proof. Let us define
(t) = (a + tb) p a p ptba p1 .
Note that (0) = 0 and (t) = bp[(a + tb) p1 a p1 ] 0 since p 1 and a, b,

t are nonnegative numbers. Therefore is increasing in [0, ) which gives that is
nonnegative for t 0. Thus, (t) (0) and (a + tb) p a p + ptba p1 .

The next proof of the Holder inequality is not the standard textbook proof. Tra-
ditionally, the Minkowski inequality is obtained using the Holder inequality as was
done in the case of Lebesgue sequence space in Lemma 2.4. Here we get the Holder
inequality from Minkowskis inequality, which highlights the fact that both inequal-
ities are intertwined in some sense. If we carefully analyze the situation in question,
we can see that the Young inequality (Corollary 1.10) provides us with a tool which
allows us to prove Holders inequality without using Minkowskis inequality as was
done in Lemma 2.3.
Theorem 3.20 (Holders inequality.). Let p and q be extended nonnegative num-
bers such that 1p + 1q = 1 and f L p (X, A , ), g Lq (X, A , ). Then f g
L1 (X, A , ) and
| f g| d f p gq . (3.6)
X
Equality holds if there are constants a and b, not simultaneously zero, such that
a| f | p = b|g|q -a.e.
Proof. First consider p = 1 and q = , then clearly
|g| g -a.e.

since | f | 0, we have that | f g| | f |g -a.e. therefore

| f g| d | f | d g ,
X X
thus
| f g| d f 1 g .
X
Now, suppose that 1 < p < , 1 < q < and f 0, g 0. Define h(x) = [g(x)]q/p ,
then
g(x) = [h(x)] p/q = [h(x)] p1 .
Using Lemma 3.19 we have
pt f (x)g(x) = pt f (x)[h(x)] p1 (h(x) + t f (x)) p [h(x)] p .
thus,

pt f (x)g(x) d (h(x) + t f (x)) d
p
[h(x)] p d = h + t f pp h pp .
X X X
From Minkowskis inequality (Theorem 3.16) we have

(h p + t f p ) p h pp
p f (x)g(x) d .
t
X
Taking f (t) = (h p + t f p ) p , we get f (0) = h pp . Then

f (t) f (0)
p f g d lim = f (0)
t0 t
X
= p(h p ) p1 f p .
Note that
p1 1 1p
p

[h(x)] p d = [g(x)]q d
X X
1q

= [g(x)]q d ,
X
then, h p1
p = gq . Thus

f g d f p gq .
X
Finally, choosing a = gqq and b = f pp such that a| f | p = b|g|q , then
|g|q/p
| f | = f p q/p
,
gq
and integrating we get (3.6).

We will give another proof of the Holder inequality using Minkowskis inequal-
ity, but first an auxiliary lemma.
Lemma 3.21. Let a, b, and be real numbers such that 0 < < 1 and a, b 0.
Then / 0n
lim a1/n + (1 )b1/n = a b(1 ) .
n+
/ 0n
Proof. Let a, b > 0. Taking I(n) := a1/n + (1 )b1/n , we have
/ 0
I(n) = exp n log a + (1 )b
1/n 1/n

1n (0)

= exp

1
n

& '
where (t) = log at + (1 )bt . Passing now to the limit, we get

lim I(n) = exp (0)
n+

= exp log(a) + (1 ) log(b)
= a b1 ,

We are now in a position to provide one more alternative proof of the Holder in-
equality.
Proof (Alternative proof of Theorem 3.20). Let f L p and g Lq . Define F = | f | p

and G = |g|q , which entails that F 1/p L p and G1/p Lq . Now we get
% % % % % %
% 1/p % % % % %
% F + (1 )G1/p % % F 1/p % +%(1 )G1/p %
Lp Lp Lp
% % % %
% 1/p % % 1/p %
= %F % + (1 )%G %
Lp Lp
or in integral terms
p
F 1/p + (1 )G1/p d
X
1/p 1/p p

Fd + (1 ) Gd . (3.7)
X X
Applying Lemma 3.21 and Lebesgue theorem in (3.7) we obtain

(1 )

F G(1 ) d Fd Gd
X X X
which is exactly
(1 )

| f | p |g|q(1 ) d | f | p d |g|q d .
X X X
Taking = 1/p we get Holders inequality (3.6).

The Holder inequality can be extended in the following way.
Corollary 3.22 Let pk > 1 be such that nk=1 p1k = 1. If fk L pk (X, A , ), for all
k = 1, 2, . . . , n, than we have that f1 f2 fn L1 (X, A , ) and
n n

fk d f pk .
k=1 k=1
X
Proof. We give the proof for n = 3. Let 1p + 1q + 1s = 1 and take 1p , then ps + qs = 1,

implying that 1s + 1r = 1. We want to show that f g Ls (X, A , ). Indeed, by
Theorem 3.20
s/p s/q

| f g|s d | f |sp/s d |g|sq/s d
X X X
i.e. 1/s

| f g| d f p gq ,
s
X
therefore f g Ls (X, A , ). Finally, once again invoking Theorem 3.20 we get

1/s 1/r

| f gh| d | f g|s d |h|r d f p gq hr .
X X X
The general case follows by similar arguments.

Example 3.23. As an application of Holders inequality, we show that the Gamma

function (see Appendix C for more details) : (0, ) R given by

(p) = et t p1 dt
0
is a log-convex function, i.e., it satisfies ( x + (1 )y) (x) (y)1 for 0 <

< 1 and x, y in the domain of . Let x, y (0, ), 0 < < 1, p = 1/ and q =
1/(1 ). Let us take
y1
e p , e q ,
x1 t t
f (t) = t p g(t) = t q
and now by Holders inequality we get

1p 1q
N N N

f (t)g(t)dt f (t) p dt g(t)q dt .

Now taking 0 and N we get

x y 1 1
+ (x) p (y) q
p q
since f (t)g(t) = t x/p+y/q1 et , f (t) p = t x1 et and g(t)q = t y1 et .
There is a reverse Holder type inequality where we can obtain information from
one of the integrand functions knowing an a priori uniformly bound with respect to
the other integrand function, see Lemma 3.40 and Lemma 3.41.
The following result provides us with another characterization of the norm p .
Theorem 3.24. Let f L p (X, A , ) with 1 p < , then

1 1 1
f p = f L p = sup f g1 gq : g
= 0, + = 1 . (3.8)
gLq (X,A , ) p q
Proof. Using Holders inequality we have


f g1 = | f g| d f p gq ,
X
then
f g1 g1
q f p
for g
= 0, which implies

1 1 1
sup f g1 gq : g
= 0, + = 1 f p . (3.9)
gLq (X,A , ) p q
Moreover, suppose f
= 0 and g = c| f | p1 (c constant), then
| f g| = c| f | p ,
thus
f g1 = c f pp .
If we choose c = f 1p
p we obtain
f g1 = f 1p
p f p = f p.
p
(3.10)
Now
|g|q = cq | f |q(p1)
and integrating both sides give us
1/q

gq = c | f | p d = f 1p
p f p = f p f p
p/q 1p p1
=1
X
since f
= 0, then g1
q = 1.
Thus, we can write (3.10) as

1 1
f p = f g1 g1
q sup 1
f g1 gq : g
= 0, + = 1 . (3.11)
gLq (X,A , ) p q
combining (3.9) and (3.11) we obtain the result.

We now give a result, sometimes called the integral Minkowski inequality or
even generalized Minkowski inequality, which is a corollary of the characterization
of the Lebesgue norm given in (3.8). Nonetheless this inequality is widely used, for
example in the theory of integral equations, among many others.
Theorem 3.25 (Integral Minkowski inequality). Let (X, A1 , ) and (Y, A2 , ) be
-finite measure spaces. Suppose that f is a measurable A1 A2 function and
f (, y) L p ( ) for all y Y . Then for 1 p < we have
% %
% %
% % % %
% % % f (, y)%
% f (, y)dy% dy (3.12)
% % L p (X)
%Y % Y
L p (X)
where the dot means that the norm is taken with respect to the first variable.

Proof. Let us define a(x) = f (x, y)dy. We have
Y

aL p (X) = sup |a(x)g(x)|dx
gLq (X)
gq =1 X

= sup f (x, y)g(x)dy dx

gq =1 X Y
gLq (X)

sup | f (x, y)g(x)|dxdy
gLq (X)
gq =1 Y X

% %
= % f (, y)% dy
L p (X)
Y
where the first and last equalities are just consequences of the characterization given
in (3.8) for the norm of an L p function whereas the inequality is a consequence of

Fubini-Tonelli theorem and the inequality | f | | f |.

As an immediate consequence of the integral Minkowski inequality we get the

so-called Youngs Theorem for convolution, see Chapter 11 for definitions and in
particular Theorem 11.10 for a different proof.
Theorem 3.26. Let k L1 (Rn ) and f L p (Rn ). Then

% %
% %
% %
% %
% k(x t) f (t)dt % kL1 (Rn ) f L p (Rn ) .
% %
%Rn % n L p (R )
Proof. By a linear change of variables we have

k(x t) f (t)dt = k(t) f (x t)dt,
Rn Rn
which gives
% % % %
% % % %
% % % %
% % % %
% k(x t) f (t)dt % = % k(t) f (x t)dt %
% % % %
%Rn % %Rn %
L p (Rn ) L p (Rn )

% %
%k(t) f ( t)% dt
L p (Rn )
Rn

% %
|k(t)|% f ( t)%L p (Rn ) dt
Rn

|k(t)| f L p (Rn ) dt
Rn
= kL1 (Rn ) f L p (Rn ) .
The first inequality is a consequence

% of the
% integral Minkowski inequality, the third
inequality is due to the fact that % f ( t)%L p (Rn ) = f L p (Rn ) , see Problem 3.85.

We now show that the L -norm can be obtained from the L p -norm by a limiting
process.
Theorem 3.27. Let f L1 (X, A , ) L (X, A , ). Then
(a) f L p (X, A , ) for 1 < p < .
(b) lim f p = f .
p
Proof. (a) Let f L1 (X, A , ) L (X, A , ). Since | f | f -a.e., then we

have | f | p1 f p1 therefore | f | p f p1 | f | whence
1 1 1
f p f p f 1p , (3.13)
i.e., f L p (X, A , ).
(b) By (3.13) we have

lim sup f p f . (3.14)
p
On the other hand, let 0 < < 12 f and
A = {x X : | f (x)| > f },
note that (A) > 0, then

| f | d | f | p d ( f ) p (A),
p
X A
then 1
lim inf f p ( f ) lim inf[ (A)] p ,
p p
since is arbitrary, we get

lim inf f , (3.15)
p
combining (3.14) and (3.15) we get
f lim inf f p lim sup f p f .

p p
So lim p f p = f .

The following result gives an upper bound for the measure of a set that depends
on the function f using an integral upper bound depending on the function f ,
namely:
Lemma 3.28 (Markovs inequality). Let f L p (X, A , ) and g be an increasing
function in [0, ). Then

1
({x X : | f (x)| > }) g | f |d , (3.16)
g( )
X
where g(x)
= 0 for all x [0, ).
Proof. Let A = {x X : | f (x)| > } with > 0. Then, for all x A , we have
< | f (x)|, and thus
g( )A (x) g(| f (x)|)A (x).
Now integrating both sides we obtain (3.16).

In the case g is the identity function, the Markov inequality is widely known as
Chebyshevs inequality.
The next results show that the Lebesgue spaces L p , 1 p , are not only
normed spaces, but are in fact Banach spaces.
Theorem 3.29. Let 1 p . Then (L p (X, A , ), p ) is a complete space.
Proof. We will split the proof in two cases.
Case 1. When 1 p < . Take { fn }nN a Cauchy sequence in L p (X, A , ). Then,
for all > 0 there exists n0 N such that
fn fm pp < p
if n, m n0 . By the Markov inequality with g( ) = p , we obtain
p ({x : | fn (x) fm (x)| }) fn fm pp
if n, m n0 . The latter tells us that { fn }nN is a Cauchy sequence in measure, there-

fore there exists a subsequence { fnk }kN of { fn }nN that converges -a.e. to a mea-
surable function f (see Theorems 5.7 and 5.8). By Fatous lemma we have

f pp = | f | p d lim inf | fnk | p d < .
k
So f L p (X, A , ). Invoking again Fatous lemma we see that

fn f pp = | fn f | p d lim inf | fn fnk | p d fk }
and for each n, m N, let
Bn,m = {x : | fn (x) fm (x)| > fn fm }.
Note that each Ak and each Bn,m have measure zero. Let

(
(
E= Ak Bn,m ,
k=1 n,m
then (E) = 0. Note that each fn (x) is a real function and also
| fn (x) fm (x)| fn fm , x X \ E.
The latter tells us that { fn }nN is a uniform Cauchy sequence in X \ E. Now, let us
define
lim fn (x) if x X \ E,
f (x) = n
0 if x E.
Then f is measurable since f = limn fn E c , i.e., fn f uniformly in E c . Finally,
we show that
lim fn f = 0.
n
Indeed, since > 0, there n1 N such that | fn (x) f (x)| < /4 x X \ E when
n1 . Thus,
{x : | fn (x) f (x)| /2} E for n n1 .
Since (E) = 0 we conclude that
fn f /2 < if n n1 ,
i.e., limn fn f = 0, in particular fn1 f < and fn1 f L (X, A , ).

now, as fn1 L (X, A , ) and L (X, A , ) is a vector space, then f = fn1 ( fn1
f ) L (X, A , ).

We now characterize the sequence of almost everywhere convergent functions

that converge in norm.
Theorem 3.30. Let { fn }nN be a sequence of functions in L p (X, A , ) with 1 p <

, which converge -a.e. to a function f L p (X, A , ). Then
lim fn f p = 0 iff lim fn p = f p .

n n
Proof. Since (t) = t p is convex in [0, ) when 1 p < we obtain

p
a b p
|a| + |b| 1
(|a| p + |b| p ),
2 2 2
which implies
|a b| p 2 p1 (|a| p + |b| p ). (3.17)
Taking fn f a.e., then | fn f | 0 -a.e. and by (3.17) we get
p

0 2 p1 | fn | p + | f | p | fn f | p ,
then / 0
lim 2 p1 | fn | p + | f | p | fn f | p = 2 p | f |.
n
By Fatous lemma we have that

/ 0

2 p | f | p d = lim inf 2 p1 | fn | p + | f | p | fn f | p d
n
X X
/ 0

lim inf 2 p1 | fn | p + | f | p | fn f | p d
n
X

= 2p | f | p d + lim inf | fn f | p d ,
n

X X
i.e.
2p | f | p d 2 p | f | p lim sup | fn f | p d ,
X X X
therefore
lim sup | fn f | p d 0.
X
Since
0 | fn f | p d lim sup | fn f | p d 0,
X X
3.3 Approximations 63
then
lim fn f p = 0
n
if lim fn p = f p .
n
Now, if lim fn f = 0, then we have the inequality
n

f n p f p f n f p
and the result follows.

It should be pointed out, that for p = , the Theorem 3.30 is false. In fact, let
{ fn }nN L ([0, 1]) be defined by fn = (1/n,1] and note that fn 1 -a.e. in [0, 1].
Moreover,

fn = inf M : x [0, 1] : (1/n,1] (x) > M =0 =1

and 1 = 1 then lim fn = 1 , but

n

fn 1 = sup (1/n,1] (x) 1 = 1.
x(0,1]
3.3 Approximations
Let (X, A , ) be a measure space. A simple function s vanishes outside a set of

finite measure means that
({x X : s(x)
= 0}) < .
Now, suppose that s = nk=1 k Ek where k

= 0 for 1 k n and Ek A . If s
vanishes outside a set of finite measure, then (Ek ) < for 1 k n, whence
n
s pp = |k | p (Ek ).
k=1
So s L p (X, A , ) if and only if s vanishes outside a set of finite measure.
Lemma 3.31. For 1 p < , the set of simple A -measurable functions which van-
ish outside a set of finite measure is dense in L p (X, A , ).
Proof. Let 1 p < and f L p (X, A , ), we show that given > 0 there exists
an A -measurable s simple function which vanishes outside a set of finite measure
such that f s p < . To do this we consider two cases:
Case 1 f 0. We know that there exists a sequence {sn }nN of simple nonnega-
tive and A -measurable function such that sn f pointwise at X, since 0 sn f
for all n and f L p (X, A , ) implies that sn L p (X, A , ) and this means that
every sn vanishes outside a set of finite measure. Now, note that
lim |sn f | p = 0 in X
n
and
|sn f | p (|sn | + | f |) p (2| f |) p = 2 p | f | p ,
since f L p (X, A , ), then 2 p | f | p L1 (X, A , ). By the dominated convergence
theorem we have that
lim |sn f | p d = 0,
n
X
i.e.
lim sn f pp = 0,
n
then, since > 0 exists n0 N such that
sn f pp < p ,
now, we choose s = sn0 , then

s f p < .
Case 2 Let f be A -measurable, then f = f + f where f + and f are nonnegative
A -measurable functions. Using the Case 1 exist nonnegative simple functions s1
and s2 which are A -measurable and which vanish outside a set of finite measure
and such that
f + s1 p < /2 and f s2 < /2.
Let s = s1 s2 , note that s is a simple A -measurable function which vanishes outside
a set of finite measure. Finally, by the Minkowski inequality we have
f s p = ( f + s1 ) ( f s2 ) p f + s1 p + f s2 p < ,
which entails the denseness.

For the case of L we need to suppose a stronger condition on the dense set.
Lemma 3.32. The set of simple functions is dense in L (X, A , ).
Proof. Let > 0 and f L (X, A , ), then | f | f -a.e. in X, so there exists
E A with (E) = 0 such that | f (x)| f for all x X \ E. Define

f (x) if x X \ E,
f (x) =
0 if x E.
Then, | f (x)| f for all x X, then there exists a sequence {tn }nN of simple
functions such that tn f uniformly in X so there exists n0 N such that
|tn (x) f (x)| < /2,
for all x X, then

|tn0 (x) f (x)| < /2
for all x X \ E. This means that with s = tn0 we get s f /2 < .

Let (X, d) be a metric space and E X. Define, as usual, the distance of an

element x to the set E as
d(x, E) = inf{d(x, e) : e E}.
It is almost immediate that

(a) d(x, E) = 0 if and only if x E.
(b) d(, E) : X R+ is continuous on X.
The following lemma is a well-known result in the theory of metric spaces.
Lemma 3.33 (Urysohn lemma). Let (X, d) be a metric space. Let F be a closed
set in X and V an open set in X such that F V . Then there exists a function
g : X [0, 1] such that g is continuous in X, g(x) = 1 for all x F and g(x) = 0 for
all x X \V .
Proof. For x X, define
d(x, X \V )
g(x) = .
d(x, F) + d(x, X \V )
By (b) it is clear that g is continuous in X.

If x F, then g(x) = 1. If x X \ V , then d(x, X \ V ) = 0, and g(x) = 0 for all
x X \V . Now, since d(x, X \V ) 0 and d(X, F) 0 we can see that 0 g(x) 1,
which completes the proof.

The next theorem is reminiscent of Luzins theorem.
Theorem 3.34. Let f L p (R, L , m) with 1 p < . For all > 0, there is a con-
tinuous function g L p (R, L , m) such that f g p < .
Proof. We proceed by cases.

Case 1 Let f = E , then E L and m(E) < ,sowe can find a closed set F and
open set V such that F E V and m(V \ F) < 2 . Consider now g as defined
p
in the Uryshon lemma, then g is continuous in R, g = 1 in F and g = 0 in X \ V .

Moreover,
{x : g(x)
= f (x)} V \ F,
indeed, if x0
/ V \ F, then x0 (V \ F)c and x0 V c F, then if x V c , then f (x0 ) =
g(x0 ) = 0, which means that x0 / {x : g(x)
= f (x)}, so we have shown that
{x : g(x)
= f (x)} V \ F.
Then
| f g| dm p
| f g| p dm.
R V \F
But | f g| 2, then

| f g| p dm 2 p dm
R V \F
= 2 m(V \ F)
p
p
< 2p p ,
2
i.e.
f g p < ,
and thus showing the Case 1.
Case 2 Let F be a simple A -measurable function, which vanishes outside a set
of finiteness measure, is
n
f= k E , k
where k
= 0 for 1 k n
k=1
and m(Ek ) < , Ek A .

Using the Case 1, for all k N exists a continuous function gk such that

Ek gk p < .
n|k |
Note that g = nk=1 k gk is a continuous function on R therefore by Minkowski

inequality
% %
% n %
% %
g f p = % k (gk Ek )%
%k=1 %
p
n
|k |gk E p k
k=1
n

< |k | n|k |
k=1
= .
proving the Case 2.

Case 3 Let f be an arbitrary function. By Lemma 3.31 exists a simple function s
which vanishes outside a set of finite measure such that
f s p < /2,
by the Case 2 there is a continuous function g such that
s g p < /2.
Then
f g p f s p + s g p < ,
which completes the proof.

Theorem 3.34 is not true for p = . To see this, consider the following example.
Let 0 < < 1/2 and f = (a,b) with a < b, a, b R. Suppose there is a continuous
function g such that f g < , hence we obtain that |(a,b) (x) g(x)| < -a.e.
Now, for each > 0 we can find x0 (a, a + ) and x1 (a , a) such that
|(a,b) (x0 ) g(x0 )| < /2
and
|(a,b) (x1 ) g(x1 )| < /2,
i.e.
|1 g(x0 )| < /2 and |g(x1 )| < /2. (3.18)
As g is continuous in a, then
g(a+) = g(a) = g(a). (3.19)
By the definitions of g(a+) and g(a) there exists > 0 such that
|g(x) g(a+)| < /2 if a < x < a +

(3.20)
|g(x) g(a)| < /2 if a < x < a.
For this > 0, by (3.18) we have
1 /2 < g(x0 ) < 1 + /2
and
/2 < g(x1 ) < /2. (3.21)
By (3.20)
|g(x0 ) g(a+)| < /2
and
|g(x1 ) g(a)| < /2.
By (3.21)
g(a+) > g(x0 ) /2
> 1 /2 /2
= 1
> 1/2
and
g(a) < g(x1 ) + /2
< /2 + /2
=
< 1/2,
this means that g(a+)

= g(a), which contradicts (3.19), therefore such g does not
exist.
Definition 3.35. A step function is a function of the form

n
k I k
k=1
where k
= 0, 1 k n and each Ik is a bounded interval.
Remark 3.36. Note that each step function vanishes outside a set of finite measure.
Thus, every step function is a member of L p (R, L , m). Moreover, the set of all step
functions forms a vector subspace of L p (R, A , m).
Theorem 3.37. Let 1 p < . Then the set of all step functions is dense in
L p (R, L , m).
Proof. Let f L p (R, L , m) and > 0.

Case 1 If f = E , then E L , as f L p (R, L , m), we have m(E) < , we
can conclude that there
.
is a finite union of disjoint open intervals, say I such that
m(EI) < p , is I = nk=1 Ik , choose = nk=1 Ik = I then

| f | p dm = |E i | p dm
R R

= |EI | p dm
R
= m(EI)
< ,
thus
f p < .
which shows the case 1.
Case 2 f = nk=1 k Ek where k

= 0 for all k and m(Ek ) < . Using the case 1
there is a step function k such that

Ek k p < .
n|k |
Note that
n
= k k
k=1
is a step function
n n
f p = k (Ek k ) p |k |E k
k p < ,
k=1 k=1
thus demonstrating case 2.

Case 3 Let f an arbitrary function, by virtue of Lemma 3.32 there exists a simple
function s which vanishes outside a set of finite measure such that f s p < /2,
for case 2 we can find a step function such that s p < /2. Gathering every-
thing we get that f p < .

Another interesting property of the Lebesgue space is that it is a separable space,

i.e., it has an enumerable dense set.
Theorem 3.38. The space L p (R, L , m) is separable for 1 p < .

3
n
S= bk J k
: n N, bk Q ,
k=1
where Jk is a finite interval with rational endpoints 1 k n. Let > 0 and f

L p (R, L , m), then there exists a step function (Theorem 3.37)
n
ak I k
k=1
such that % %
% n %
% %
% ak Ik f % < /2.
%k=1 %
p
Now, let > 0. For all 1 k n, choose bk Q such that |bk ak | < /2 and
Jk an interval with rational endpoints to Ik Jk with m(Jk \ Ik ) < /n. Using the
Minkowski inequality, we have
% % % %
% n n % % n n %
% % % %
% ak Ik bk Jk % = % (ak bk )Ik + bk Ik Jk %
%k=1 k=1
% %k=1 k=1
%
p p
% % % %
% n % % n %
% % % %
% (ak bk )Ik % + % bk Ik Jk %
%k=1 % %k=1 %
p p
n % % n % %
|ak bk | %Ik % p + |bk | %Ik Jk % p
k=1 k=1
n 1/p n 1/p
= |ak bk | m(Ik ) + |bk | m(Jk \ Ik )
k=1 k=1

n 1/p
< m(Ik ) + + max |ak | 1/p
2 k=1 2 1kn
= 0 ,
since |bk | |ak bk | + |ak | 2 + max1kn |ak |. Note that 0 0 if 0, so we

can choose such that 0 < /2. Again invoking the Minkowski inequality we get
% % % % % %
% n % % n % % n n %
% % % % % %
% f bk jk % % f ak ik % + % ak ik bk jk %
% k=1
% % k=1
% % k=1 k=1
%
p p p
< /2 + /2
= .
Finally, note that S is a countable set since

(
QQQ = Q Q {q}
qQ
is countable. Thus we have shown that the set of all step functions is dense in
L p (R, L , m) with 1 p < .

3.4 Duality
Let g be a fixed function in Lq (X, A , ), we will show that F given by

F( f ) = f g d
X
defines a linear functional in L p (X, A , ). In effect, let and be real numbers

and f and h elements of X, then

F( f + h) = ( f + h)g d
X

= f g d + hg d
X X
= F( f ) + F(h).
On the other hand

3.4 Duality 71

|F( f )| = f g d | f g| d f p gq

X X
from this it follows that

|F( f )|
gq
f p
meaning
F gq ,
and this shows that F is bounded. Moreover, for 1 < p < , let us define
f = |gq1 | sgn(g),
then
f g = |g|q1 sgn(g)g = |g|q .
Furthermore,
| f | = |g|q1 | sgn(g)|,
from which | f | = |g|q1 , then | f | p = |g| p(q1) and | f | p = |g|q . We now have

F( f ) = f g d = |g|q d = gqq ,
X X
then
gqpq
|g|q d = gqq = gqp(q1) = ,
gqp
X
where
gqp |g|q d = gqpq ,
X
therefore
gqp | f | p d = gqpq ,
X
from which we get

gqq = f p gq ,
which entails
F( f ) = f p gq ,
so
|F( f )|
gq ,
f p
then there is f = |g|q1 sgn(g) for which
|F( f )|
gq ,
f p
therefore, f gq . Consequently the norm attains the supremum and
F = gq .
Now consider the case p = 1 and p = . Let g L1 (X, A , ) and f = sign(g), then
f = 1 and

f g d = g sgn(g) d = |g| d = g1 ,
X X X
then
F( f ) = f g1
thus
F( f )
= g1 ,
f
therefore
F g1 .
The another inequality is obtained using the Holder inequality, and we get
F = g1 .

Now, if g L given > 0, let E = x X : g(x) > g and let f = E . Then

f g d = g d
X E

g d
X

= g f 1 ,
thus
F( f )
g .
f 1
By the arbitrariness of > 0 we have
F( f )
g , (3.22)
f 1
from which it follows that F f .

On the other hand, |g| g -a.e. Then | f g| | f |g , therefore
3.4 Duality 73

| f g| d | f | d g
X X
but

f g d | f g|d ,

X X
therefore

|F( f )| | f | d g ,
X
so
|F( f )|
g ,
f 1
from here we obtain
F g , (3.23)
in view of (3.22) and (3.23) is
F = g .
Thus, we have proved the following theorem.
Theorem 3.39. Each function g Lq (X, A , ) defines a linear functional F bounded

in L p (X, A , ) given by
F( f ) = f g d ,
X
and F = gq .
We now investigate a reverse Holder type inequality.
Lemma 3.40. Let g be an integrable function in [0, 1] and suppose that there exists
a constant M such that
1

f g d M f p

0
for every bounded measurable function f . Then g Lq ([0, 1], L , m) and gq M,
where q is the conjugate exponent.
Proof. First suppose that 1 n.
and define
fn = |gn |q1 sgn(gn ).
Since
| fn | p = |gn | p(q1) ,
then
fn pp = gn qq
and further, | fn | p = |gn |q , moreover,
fn gn = gn |gn |q1 sgn(gn ) = |gn |q
but fn gn = fn g, then
1
gn qq = fn g d M fn p = Mgn q/p
q ,
0
here
gn qq Mgn q/p
q ,
therefore
q qp
gn q M
but
qp q q(p 1) p
= = = 1,
p p p
then
gn q M
and
1
|gn |q d M q
0
since
lim |gn |q = |g|q
n
almost everywhere [0, 1], then by Fatous lemma
1 1
|g| d lim
q
|gn |q d M q ,
n
0 0
this means that g Lq [0, 1] and also
gq M.
For the case p = 1, let > 0 and consider the set

3.4 Duality 75
E = {x : |g(x)| M + }
and function f = sgn(g)E , then
f 1 = (E),
where
1

M (E) = M f 1 f g d (M + ) (E),

0
from this it follows that 0 (E) 0 therefore (E) = 0 consequently f 1 = 0

and g M.

The previous lemma can be extended to any finite measure space in the following
sense.
Lemma 3.41. Let (X, A , ) be a finite measure space. Let g L1 (X, A , ) be such
that for any M > 0 and for every simple function s it holds that

sg d Ms p

X
1 p < . Then g Lq (X, A , ) and gq M, where q is the conjugate expo-

nent p.
Proof. Case p = 1. Let A = {x : g(x) > M} and B = {x : g(x) < M}. Note that A
and B are in A . If we choose s = A , then by hypothesis we have

A g d MA 1 ,

X
namely

g d M (A) = Md ,

A A
where
(g M) d 0
A
as g > M, we conclude that (A) = 0.

Similarly, choose s = B , then we can show that
(B) = 0.
and (A B) = 0, which means that |g(x)| M -a.e., then g M, and thus the
lemma is proved for the case p = 1.
Case 1 0 we can find {sn }nN a sequence of nonnegative
simple functions such that sn |g|q pointwise.
1/p
Let us define tn = sn (sgn(g)), n N, note that each tn is a simple function and
1/p

tn p = |tn | p d
X
1/p

= sn d .
X
Since
gtn = s1/p
n g sgn(g)
= s1/p
n |g|
s1/p
n sn
1/q
= sn ,
then
0 sn d gtn d Mtn p ,
X X
from which we get

sn d M q ,
X
and by the monotone convergence theorem we conclude that

|g|q d M q ,
X
where g Lq (X, A , ) and gq M.

The Riesz representation theorem is an important theorem in functional analysis

since it characterizes the dual of Lebesgue spaces in a very easy way. We will give
different proofs of this key result. We start with the simple case of X = [0, 1].
Theorem 3.42 (Riesz Representation Theorem). Let F be a bounded linear func-

tional on L p [0, 1], 1 p < , then there exists a function g Lq [0, 1] such that
3.4 Duality 77
1
F( f ) = f g d
0
for any f L p [0, 1] and also

F = gq .
Proof. Let S be the characteristic function of the interval [0, s]. Let us define the
function : [0, 1] R such that (s) = F(s ). We will show that is absolutely
continuous. Let {sk , s4k }nk=1 be any collection of disjoint subintervals of [0, 1] such
that
n
|4sk sk | < ,
k=1
then if
k = sign (4
sk ) (sk ))
we have
n n
| (S4k ) (Sk )| = (S4k ) (Sk ) sgn (S4k ) (Sk )
k=1 k=1
n
= F(S4k ) F(Sk ) k
k=1
n
= F(k (S4 S )) k k
k=1

n
=F k (S4 S ) k k
,
k=1
then
n
(4sk ) (sk ) = F( f ),
k=1
where
n
f= k (s4 s ).
k k
k=1
On the other hand consider

1
f pp = | f | p d
0
1 n p

= k s4k sk d
k=1
0
1 p
n
|k s4k sk | d
k=1
0
1 p
n
=
s4k sk d
k=1
0
1 p
n
= [s ,4s ]
k k
d
k=1
0
1 p
= .nk=1 [sk ,4sk ] d
0
since [sk , s4k ] are disjoint, continuing
1 p 1
.n
k=1 [sk ,4
sk ] d = .nk=1 [sk ,4sk ] d
0 0

(
n
= [sk , s4k ]
k=1
n
= ([sk , s4k ])
k=1
n
= |4sk sk |
k=1
<
implying that
f pp < .
Now
n
| (4sk ) (sk )| = F( f ) F f p < F 1/p ,
k=1
if
p
= ,
f p
then
n
| (4sk ) (sk )| <
k=1
if < , which shows that is absolutely continuous in [0, 1]. Since all abso-
f pp
lutely continuous function is integrable, then there exists g [0, 1] such that
3.4 Duality 79
s
(s) = g(t)d ,
0
hence
1
F(s ) = g(t)s (t)d .
0
On the other hand, since any step function of [0, 1] can be written as
n
= ck s ,
k=1
then we have in particular
1
F(sk ) = gsk d
0
1
ck F(sk ) = ck gsk d
0
1
F(ck sk ) = gck sk d
0
n n 1
F(ck s ) = k
gck sk d
k=1 k=1
0
1
n n
F ck sk = g ck sk d
k=1 k=1
0
1
F( ) = g d .
0
Now, consider a measurable and bounded function f in [0, 1], then by a known the-
orem in measure theory, there exists a sequence {n }nN of step functions such that
f a.e., with the result that the sequence {| f | p }nN is uniformly bounded
and tends to zero in almost all [0, 1], then by the dominated convergence theorem
lim n f p = 0
n
and since f is bounded, then
|F( f ) F(n )| = |F( f n )| F f n p ,

which entails
lim F(n ) = F( f ).
n
On the other hand, there is M > 0 such that
|n | M
since {n }nN is convergent, whence
gM gn gM
then
|gn | gM M|g|,
therefore
1 1
lim gn d = f g d
n
0 0
1
lim F(n ) = f g d
n
0
1
F( f ) = f gd
0
for each measurable and bounded function f since
|F( f )| F f p
i.e.
1

f g d F f p ,

0
then by Lemma 3.40 g Lq [0, 1] and
gq F.
Now we only have to show that
1
F( f ) = f g d
0
for each f L p [0, 1]. Let f be an arbitrary function in L p [0, 1]. By virtue of Theo-
rem 3.37 for each > 0 there exists a step function such that
3.4 Duality 81
f p < .
Since is bounded, then we have
1
F( ) = gd ,
0
then

1 1

F( f ) f g d = F( f ) F( ) + F( ) f g d

0 0

1

|F( f ) F( )| + F( ) f g d

0

1

= |F( f )| + ( f )g d

0
F f p + gq f p

< f + gq ,
and now by the arbitrariness of we get
1
F( f ) = f gd .
0
Equality F = gq follows from Theorem 3.39.

Theorem 3.42 can be extended to a -finite measure space using a standard ap-
proach from passing to finite to -finite measure spaces.
Theorem 3.43 (Riesz Representation Theorem). Let (X, A , ) be a -finite space

and T a linear functional in L p (X, A , )(1 p < ). Then there exists a unique
g Lq (X, A , ) such that
T(f) = f g d (3.24)
X
for all f L p (X, A , ) and

T = gq . (3.25)
where q is the conjugate exponent of p.
Proof. We first show the uniqueness of g. Suppose that there exists g1 and g2 in
Lq (X, A , ) such that satisfy (3.24) namely

g1 d = g2 d
E E
for all E A with (E) < . Since is -finite, we can find a sequence of disjoints
sets {Xn }nN in A such that (Xn ) < for all n and

(
X= Xn .
n=1

Let A := x X : g1 (x) > g2 (x) and B := x X : g1 (x) < g2 (x) .
Then
g1 d = g2 d ,
Xn A Xn A
so
(g1 g2 ) d = 0,
Xn A
but g1 > g2 in Xn A, which means that (Xn A) = 0 for all n N, then

(A) = (A Xn ) = 0.
n=1
Similarly (B) = 0 therefore g1 = g2 -a.e. and this proves the uniqueness.

We now prove the existence of g by cases.
Case 1. (X) < then for each E A define (E) = T (E ). Note that (X) <
implies (E) < , so
E L p (X, A , ).
We now show that is a signed measure on A . Clearly 0/ is the zero function
L p (X, A , ), then
(0)
/ = T (0/ )
Note that T is a real function, then also is a real function. In the same way, choose
{En }nN a sequence of sets in A disjoint. Now, let us define

( (
n
E= En and An = Ei ,
n=1 i=1
then
(
An = E,
n=1
3.4 Duality 83
note that {An }nN is an increasing sequence, by induction it is easy to show that
n
An = E , k
k=1
by linearity of T , it must be
n
T (An ) = T (E ), k
k=1
namely
n
T (An ) = (Ek ).
k=1
To show that An E in L p (X, A , ) we consider

An E pp = |An E | p d
X

= E\An d
X
= (E \ An )
= (E) (An ).
.
Since {An }nN is an increasing sequence of sets such that E = n=1 An , then
(E) = lim (An ),

n
namely limn [ (E) (An )] = 0 so limn An E pp = 0, which shows that
lim An E p = 0.
n
Under the continuity of T in Lq (X, A , ), it follows that
lim T (An ) = T (E ),
n
then
(E) = T (E )
= lim T (An )
n
n
= lim
n
(Ek )
k=1
and the latter tells us that is a signed measure. Now we want to prove that .
Suppose that E A with (E) = 0, then
1/p

E p = E d
X
= [ (E)]1/p
= 0.
This shows that E is the zero function in L p (X, A , ) and T (E ) = 0, i.e., (E) = 0
therefore v . Using the Radon-Nikodym theorem for measures (signed) finite,
there is a measurable function g such that

(E) = g d
E
for all E A . Then

g d = (X)
X
= T ( X )
= T (1)
< ,
and g L1 (X, A , ).
Let us verify that g satisfies the hypotheses of Lemma 3.41. Let s L p (X, A , )
a simple A -measurable function with canonical representation
n
s= k E , k
k=1
then

n
T (s) = T k E k
k=1
n
= k (Ek )
k=1
n
= k g d
k=1
Ek

n
= g k E k
d
k=1
X

= gsd .
X
3.4 Duality 85
therefore
T (s) = sg d
X
for every simple function s L p (X, A , ), hence it follows that

sg d = |T (s)|.

X
If M = T then 0 < M < which shows that g satisfies the conditions of

Lemma 3.41, therefore we can conclude that g Lq (X, A , ) and
gq M = T . (3.26)
We will prove that

T(f) = f g d
X
for all f L p (X, A , ).
Let f L p (X, A , ) and for arbitrary > 0, there is a simple function s L p

(X, A , ) such that

f s p <
gq + T + 1
by Lemma 3.31. Then

T ( f ) f g d = T ( f ) T (s) + T (s) f g d

X X

|T ( f s)| + sgd f g d

X X

|T ( f s)| + |s f ||g| d
X
T f s p + s f p gq

= T + gq f s p

T + gq
<
T + gq + 1
< .

Since is arbitrary, we conclude that T ( f ) = f g d for all f L p (X, A , ).
X
Finally by the Holder inequality (Theorem 3.20) we have |T ( f )| gq f p where
T gq . (3.27)
Now from (3.26) and (3.27) we have T = gq , thus showing the case 1.
.
Case 2. (X) = . Under the -finiteness of exists {Xn }nN such that X =
n=1 Xn with Xn Xn+1 and (Xn ) < for all n. We apply the case 1 to the measure
space (Xn , A Xn , n ) where n = |A Xn .
Let Tn = T |L p (n ) , for case 1 for all n N there exists gn Lq (n ) such that

Tn (h) = hgn dn (3.28)
Xn
for all h L p (X, A , ) which vanishes outside Xn , and
gn q = Tn T . (3.29)
Define

gn (x) if x Xn ,
gn (x) =

0 / Xn .
if x
then we can write (3.28) as

T (h) = hgn d (3.30)
X
for all h L p (X, A , ) which vanishes outside Xn .
Now, since gn+1 restricted to Xn have the same properties as gn under the uniqueness
we have gn = gn+1 in Xn . Now we define
g(x) = gn (x) if x Xn .
Since
|gn (x)| |gn+1 (x)|
for all x X and
lim gn (x) = g(x),
n
then by the monotone convergence theorem

|g| d = lim |gn |q d
q
n
X X
3.4 Duality 87
T q ,
which implies that g Lq (X, A , ) and
gq T . (3.31)
Let f L p (X, A , ) and fn = f Xn and note that fn vanishes outside Xn and fn f

(pointwise) in X. Clearly
| fn f | | f |,
so
| fn f | p | f | p ,
and by the dominated convergence theorem we have

lim | fn f | p d = 0.
n
X
By the continuity of T it follows that T ( fn ) T ( f ) when n . Moreover, note

that | fn g| | f g|, f g L1 (X, A , ) and limn fn g = f g. Now, invoking the domi-
nated convergence theorem to obtain

f g d = lim fn g d
n
X X

= lim f Xn g d
n
X

= lim f Xn gXn d
n
X

= lim fn gn d
n
X
= lim T ( fn )
n
= T ( f ).
Thus, we have demonstrated (3.24) and once again invoking the Holder inequality
we get
|T ( f )| f p gq ,
from which T gq , and by (3.31) we get T = gq , which ends the proof.

3.5 Reflexivity
In this section we will show that the Lebesgue spaces are reflexive whenever 1
p < . We recall the following result, which is a consequence of the Hahn-Banach
norm-version theorem.

Theorem 3.44. Let X, be a normed space, Y a subspace of X and x0 X such
that
= inf x0 y > 0
yY
i.e., the distance from x0 to Y is strictly positive. Then, there exists a bounded and
linear functional f in X such that f (y) = 0 for all y Y , f (x0 ) = 1 and f = 1/ .
Suppose that X is a normed spaces. For each x X let (x) be a linear functional
in X defined by
(x)( f ) = f (x)
for each f X . Since
| (x)( f )| f x,
the functional (x) is bounded, indeed (x) x. Then (x) X .
Theorem 3.45 Let (X, ) be a normed space. Then for each x X
x = sup{| f (x)| : f X ; f = 1}.
Proof. Let us fix x X. If f X with f = 1, then
| f (x)| f x x.
On the other hand, if x

= 0, then
= dist(x, {0}) = inf x y = x > 0,

y{0}
by the Theorem 3.44 there exists g X such that

1
g(x) = 1 and g = .
x
Let f = xg, and note that
1
f = xg = x =1
x
and
f (x) = xg(x) = x,
therefore
x sup{| f (x)| : f X , f = 1} x,
3.5 Reflexivity 89
which gives
x = sup{| f (x)| : f X , f = 1}.

Remark 3.46. By the previous result it is not hard to show that
(x) = x,
which states that is an isometric isomorphism from X to (X). To the functional

we will call it the natural immersion from X into X .
We denote by X := (X ) the dual space of X , which is called the bidual space
of X.
Definition 3.47. A normed space (X, ) is called reflexive if
(X) = X ,
where is the canonical isomorphism. In this case X is isometrically isomorphic

to X .
We now show that Lebesgue spaces are reflexive, whenever 1 p < . Some-
times the following reasoning is given for justifying the reflexivity of the L p spaces:

(L p ) = (Lq ) = L p
where the equalities follow from the Riesz representation theorem. In fact we need
to show the following:
L p = ((L p ) ) ,
which means that we have an isometric isomorphism between L p and its bidual
space ((L p ) ) by the natural immersion .
Theorem 3.48. The space L p ( ) with 1 p < is reflexive.
Proof. If 1 < p < and 1
p + 1q = 1, let us consider

: Lq ( ) L p ( ) ,
defined by
(g) = (Fg )

for g Lq ( ) where Fg ( f ) = g f d .
X
Observe that is a linear and bounded functional, the boundedness is ob-
tained by
| (g)| = | (Fg )| Fg = gq ,
where the last inequality is a consequence of Theorem

3.43. Again by Theorem 3.43
there exists some f L p ( ) such that (g) = g f d for all g Lq ( ).
X
On the other hand, for w (L p ( )) we have

w(Fg ) = Fg ( f ) = f gd = (g) = (Fg )
X
for all g Lq ( ). Theorem 3.43 guarantees that w = . It means that the natural
immersion
: L p ( ) (L p ( ))
is onto. This shows that L p ( ) is reflexive.

3.6 Weak Convergence
Consider the function x cos(nx) for n = 1, 2, . . .. Note that
2
cos2 (nx)dx = ,
0
for all n N.
Thus the sequence {cos nx}nN of functions in L2 ([0, 2], L , m) does not con-
verge to zero in the L2 ([0, 2], L , m) sense. However, such a sequence converges to
zero in the following sense. Let g = [a,b] where [a, b] [0, 2]. A direct calculation
shows that
2
1
[a,b] cos(nx)dx = [sin(nb) sin(na)] 0
n
0
when n . Now consider {(a j , b j )}mj=1 a finite collection of disjoint subintervals

of [0, 2] and simple function of the form
m
= j [a ,b ] .
j j
j=1
Observe that
2
lim (x) cos(nx)dx = 0.
n
0
The above considerations motivate the following definition.
Definition 3.49. Let (X, A , ) be a measure space and 1 p < and

q = p/(p 1) with the convention q = + if p = 1. A sequence of functions
{ fn }nN in L p (X, A , ), 1 p < is said to converge weakly to f L p (X, A , ) if
3.6 Weak Convergence 91

lim fn gd = f gd
n
X X
for all g Lq (X, A , ). We denote this convergences as fn f .
By the Riesz representation theorem fn f , fn , f X = L p if F( fn ) F( f ) for

all F X = Lq .
The next theorem characterizes weak convergence in Lebesgue spaces.
Theorem 3.50. Let (X, A , ) be a finite measure space and 1 < p < . Let { fn }nN
be a sequence of functions in L p (X, A , ) such that fn f -a.e. Then
lim ( fn ) = ( f )
n
for all Lp (X, A , ) if and only if { fn p }nN is bounded.
Proof. (). Suppose that limn ( fn ) = ( f ) for all Lp (X, A , ). Define n :

Lq R by g fn d and note that n = fn p . By hypothesis supnN |n (g)| < .
X
By the uniform boundedness principle we get that supnN n < C, from which we
get supnN fn p < C.
(). Now, if fn p M, then by Fatous lemma we have

| f | d = lim inf | fn | p d
p
n
X X

lim inf | fn | p d
n
X
M.
On the other hand, by the Riesz representation Theorem 3.42 for all Lp (X, A , )
there exists g Lq (X, A , ) such that

(h) = hgd
X
for all h L p (X, A , ). Since g Lq (X, A , ), therefore |g|q L1 (X, A , ), then

there exists > 0 that for all E A such that (E) < implies

q
|g|q d < ,
4M
E
since (X) < we can use Egorovs theorem to guarantee that there exists n0 N
and A A such that (A) < and

| fn (x) f (x)| <
2(g1 + 1)
for all x Ac and all n n0 .
Finally, by Holders inequality we have

| ( fn ) ( f )| = ( fn f )gd

X

= ( fn f )gd + ( fn f )gd

A Ac
1/q

fn f p |g| d + | fn f ||g|d
q
A Ac
g1
2M +
4M 2(g1 + 1)
=
if n n0 , which ends the proof.

Corollary 3.51 Let { fn }nN be a sequence of functions in L p 1 < p < which
converges -a.e. to a function f L p and moreover, suppose that exists a constant
M such that fn p M, for all n N. Then for all g Lq we have

lim fn gd = f gd .
n
Remark 3.52. The Corollary 3.51 is not true for p = 1. Let X = [0, 1] and n N.
Consider fn (x) = n[0,1/n] (x) and take g(x) = 1. Since fn f = 0 we have
1 1/n
fn gdx = n dx = 1
0 0
but
1
f g dx = 0.
0
Nevertheless, the Corollary 3.51 is true for p = . Let { fn }nN be a sequence of

functions in L such that fn M for all n N and fn f -almost everywhere.
Then we get | fn | M almost everywhere. Let g L1 , then | fn g| M|g| L1 . From
the Lebesgue dominated convergence theorem we obtain

lim fn g d = f g d .
n
The next result is a type of Lebesgue dominated convergence theorem tailored

for the p-th integrable functions.
Theorem 3.53. Let 1 < p < and 1/p + 1/q = 1. Suppose that { fn }nN L p (R)
with M = supn fn p < . Then, there exists f L p (R, L , m) such that f p M
and a subsequence { fnk }kN { fn }nN such that

lim fnk g dm = f g dm,
n
R R
with g Lq (R, L , m).
Proof. Let us first suppose that g belongs to the family {gn }nN Lq (R). We want
to show that there exists
lim fnk g dm.
k
R
Let us define
Ck,n = fk gn dm.
R
By Holders inequality we have that

Ck,1 = fk g1 dm

R
fk p g1 q ,
and, since fk L p (R) and the hypothesis, we get

Ck,1 Mg1 q . (3.32)
Since {Ck,1 }kN is a sequence of real numbers and is also bounded by (3.32), we can
invoke Bolzano-Weierstrass Theorem and obtain a subsequence {Ck1 ,1 } {Ck,1 }
such that there exists
lim Ck1 ,1
k1
We can repeat the argument with {Ck1 ,1 } to obtain a new subsequence {Ck2 ,h } with
h = 1, 2 such that there exists
lim Ck2 ,h .
k2
We can now proceed inductively and using Cantors diagonal argument and we ob-
tain a subsequence {Ckm ,h } such that limkm Ckm ,h exists.
On the other hand, we can choose from {gn }nN a dense family in Lq (R), let us
denote it by G and define

T (g) = lim fkm g dm
m
R
for all g G . Note that

T gn1 + gn2 = T gn1 + T gn2
for all gn1 , gn2 G . Again, by Holders inequality we obtain
|T (g)| fkm p gq

Mgq ,
and we showed that T is a linear bounded functional, i.e., T is continuous. We now

want to extend T to all Lq (R). For all g Lq (R) there exists a sequence {gn }nN in
G such that
lim g gn q = 0
t
and
lim gn q = gq .
n
Observe that
|T (gn ) T (gL )| Mgn gL q 0
when n , this means that {T (gn )}nN is a Cauchy sequence in R, therefore it
converges in R, let us say that the limit is T (g), i.e.,
T (g) = lim T (gn ),

n
which is well defined in Lq (R). Moreover, note that

T (g) lim sup T (g) T (gn ) + lim sup T (gn )
n n

lim sup T (gn )
n
M lim sup gn q
n
= Mgq
for all g Lq (R). By the Riesz representation theorem, there exists f L p (R) such
that
T = f p ,
but T M, then f p M and

T (g) = f g dm,
R
therefore
lim fkm g dm = f g dm,
n
R R

The next theorem is quite important since it permits to calculate an integral in a
general space via a one-dimensional integral. Formula (3.33) is sometimes denoted
as Cavalieris principle or even by the fancy designation of layer cake representa-
tion.
Theorem 3.54. Let (X, A , ) be a -finite measure space and f an A -measurable
function. Let : [0, ) [0, ) be a C1 class function such that (0) = 0. Then,

(| f |)d = ( ) ({x X : | f (x)| > })d . (3.33)
X 0
Proof. If ({x X : | f (x)| > }) = there is nothing to prove.

Therefore, let us suppose that ({x X : | f (x)| > }) < . We want to show
that {x X : | f (x)| > } is measurable over [0, ). Let us consider the set
E = {(x, ) X [0, ) : 0 < < | f (x)|}.
We now show that the E set is measurable in X [0, ). Since | f | 0, therefore,

there exists a sequence {sn }nN of simple functions such that sn f . We can write

sn = anj A , n
j
j=1
with Anj A and j = 1, 2, . . . , n N. Therefore
En = {(x, ) X [0, ) : 0 < < sn (x)}

(
= Anj (0, anj )
j=1
is measurable in X [0, ). Observe now that
lim En (x) = E (x),

n
since En is a measurable function in X [0, ) because En is measurable in X

[0, ), therefore E is measurable since it is the limit of a sequence of measurable
functions. As a consequence
E = {(x, ) X [0, ) : 0 < < | f (x)|}
is measurable, therefore
E = {x X : | f (x)| > }
is measurable in [0, ).
On the other hand, since is C1 , therefore
(x, ) ( )E (x)
is measurable, moreover, since (0) = 0 we get
t
(t) = ( )d .
0
We now obtain
| f |
(| f |)d = ( )d d
X X 0

= [0,| f |] ( ) ( )d d
X 0

= {xX: | f (x)|> } (x) ( )d d
0 X

= ( ) ({x X : | f (x)| > })d ,
0
ending the proof.

In the particular case (t) = t p we get the following result.
Corollary 3.55 Let (X, A , ) be a -finite measure space and f where 0 })d .
p
(3.34)
X 0
The following theorem gives us information regarding the size, at the origin and
at the infinite, of the distribution function D f (t) := ({x X : | f (x)| > t}), see
Chapter 4 for a comprehensive study of the distribution function.
Theorem 3.56. Let f L p (X, A , ) with 1 p < . We have
lim t p ({x X : | f (x)| > t}) = lim t p ({x X : | f (x)| > t}) = 0.
t0 t
Proof. Let f L p (X, A , ), 1 p < , and now using the Markov inequality
(Lemma 3.28) with g(t) = t p , we obtain

1
({x X : | f (x)| > t}) p | f | p d < ,
t
X
then by (3.34) we have
lim t p ({x X : | f (x)| > t}) = 0.

t0
On the other hand, let us define

| f |, if | f | > t;
ft = (3.35)

0, if | f | t,
with f L p (X, A , ), then | f | < -a.e. To see that, note

5
{x : | f (x)| = } = {x : | f (x)| > n}.
n=1
Therefore
1
({x : | f (x)| > n}) | f | p d ,
np
X
from which
lim ({x : | f (x)| > n}) = 0,
n
and we get
({x X : | f (x)| = }) lim ({x X : | f (x)| > n}) = 0,

n
resulting in | f | < -a.e. Going back to (3.35), observe that limt ft = 0 -a.e.
implies that we have limt ftp = 0 -a.e., and now by the dominated convergence
theorem we get
lim ftp d = 0.
t
X
Then
lim | f | d = lim
p
ftp d = 0,
t t
{x:| f (x)|>t} X
and finally

lim t ({x X : | f (x)| > t}) lim
p
| f | p d = 0.
t t
{x:| f (x)|>t}
The proof is complete.

Now we can define a Borel measure in (0, ) given by
((a, b]) = D f (b) D f (a)
for all a, b > 0, where D f stands for the distribution function D f : [0, ) [0, ),
given by D f ( ) = ({x X : | f (x)| > }). For further properties of the distribution
function see Proposition 4.3.
In this sense we can consider the Lebesgue-Stieltjes integral

dD f = d ,
0 0
where is a nonnegative and Borel measure function in (0, ).

The following results show us that the integral over X of the function | f | can be
expressed as a Lebesgue-Stieltjes integral.
Theorem 3.57. If D f ( ) < for all > 0 and is a nonnegative Borel measurable
function in (0, ). Then

| f |d = ( )dD f ( ).
X 0
Proof. Let be a Borel measure in (0, ) given by

((a, b]) = D f (b) D f (a) (3.36)
for all a, b > 0. We affirm that
D f (a) D f (b) = ({x : a < | f (x)| b}).
Indeed, since b > a, then
{x X : | f (x)| > b} {x X : | f (x)| > a}.
By the fact that D f (a) < we have
({x X : | f (x)| > a}) < ,
then
{x X : a < | f (x)| b} = {x X : | f (x)| > a} {x X : | f (x)| b}

= {x X : | f (x)| > a} {x X : | f (x)| > b}c

= {x X : | f (x)| > a} \ {x X : | f (x)| > b}.
Therefore
({x X : a < | f (x)| b})
= ({x X : | f (x)| > a}) ({x X : | f (x)| > b})
= D f (a) D f (b).
By (3.36) we can write
((a, b]) = [D f (a) D f (b)]

= ({x X : a < | f (x)| b})
= (| f |1 (a, b]).
Using the unique extension theorem for measure, we obtain
(E) = (| f |1 (E))
for all Borel set E [0, ).
Now, let us consider

(a) = E and observe that

if | f (x)| E;
1,
| f |(x) = E | f |(x) =

0, if | f (x)|
/ E,

if x | f |1 (E);
1,
=

0, / | f |1 (E),
if x
= | f |1 (E) (x).
Thus

| f |d = | f |1 (E) (x)d
X X
= (| f |1 (E))
= (E)

= E d
0

= d
0

= dD f .
0
(b) If = nk=1 ak Ek , then

n
| f |d = ak | f |1 (Ek ) (x)d
k=1
X X
n
= ak (| f |1 (Ek ))
k=1
n
= ak (Ek )
k=1
n
= ak Ek d
k=1
0

= d
0

= dD f .
0
(c) If is any nonnegative Borel measurable function, then there exists a sequence
{sn }nN of simple functions such that sn , therefore sn | f | | f |, and
using (b)

sn | f |d = sn dD f ,
X 0
now by the monotone convergence theorem we have

lim sn | f |d = lim sn dD f ,
n n
X X

| f |d = dD f .
X 0

3.7 Continuity of the Translation 101
3.7 Continuity of the Translation
Let Rn be a measurable set. For f L p ( ) and h Rn , define the translation

of f as
f (x + h) if x + h
Th f (x) =
0 if x + h Rn \ .
Sometimes the translation operator is introduced in a slightly different way, namely
h f (x) = Th f (x), where h is the other definition of the translation operator.
The following result shows that the translation operation is continuous in the
topology generated by the L p ( ) norm for p [1, +).
Theorem 3.58 Let Rn be a measurable set and f L p ( ) for 1 p < . For

any > 0 there exists = ( ) such that
sup Th f f p .
|h|
Proof. First suppose that is a bounded subset of Rn , i.e., it is contained in a ball

BR (0) centered at the origin and radius R, for any R > 0 sufficiently large. Without
loss of generality we can assume that = BR (0) and define f = 0 in Rn \ . For
E and R define
E = {x Rn : x + E}.
By the absolute continuity of the integral, for > 0 there exists > 0 such that for
all E measurable with m(E) < then

p
| f | p dm < p+1 .
2
E
Since the Lebesgue measure is translation invariant, we have that

m (E ) < .
Therefore

p1 p
|Th f f | dm 2 | f | p dm +
p
| f | p dm .
2
E E (Eh)
Since f is measurable, by Lusins theorem, f is quasi-continuous. Therefore, we set

a positive number

= ,
2 + m( )
then there exists a closed set such that m( \ ) and f is uniformly

continuous on . In particular, there exists > 0 such that
p
|Th f (x) f (x)| ,
2m( )
whenever |h| < , and x, x + h belong to .

For any h, we have

1
|Th f f | p dm p .
2
( h)
For any Rn such that | | < , we get

m \ ( ) = m ( + ) \

m( \ ) + m ( + ) \
+ m( ).
We now obtain

m( \ [ ( )]) m( \ ) + m \ ( ) 2 + m( ) = .
We now consider the case when is an unbounded subset of Rn . Then since

> 0 exists R > 0 sufficiently large such that for all |h| < 1

1
|Th f f | dm 2
p p
| f | p dm p p .
2
{|x|>2R} {|x|>R}
For such R, there is 0 = 0 ( ) such that
1
sup Th f f p, {|x|<2r} .
|h|<0 2
Therefore
sup Th f f p, Th f f p, {|x|<2r} + 2 f p, {|x|>r} < .

|h|<0

It should be mentioned that Theorem 3.58 is false when p = .

3.8 Weighted Lebesgue Spaces 103
3.8 Weighted Lebesgue Spaces
A weight is a nonnegative locally integrable function on Rn that takes values in

(0, ) almost everywhere. Therefore, weights are allowed to be zero or infinite only
on a set of Lebesgue measure zero. Hence, if w is a weight and 1/w is locally
integrable, then 1/w is also a weight.
Given a weight w and a measurable set E, we use the notation w(E) = w(x)dx
E
to denote the w-measure of the set E. Since weights are locally integrable functions,
w(E) < for all sets E contained in some finite ball.
From now on in this section we will restrict to work on = R+ .
Definition 3.59. The weighted L p spaces are denoted by L p (w), for 1 p < it
consists of all measurable functions f such that
1/p

f L p ((0,),w) = f L p (w) = | f (x)| p w(x)dx < ,
0
i.e. 1/p

L p (w) = f : f L p (w) = | f (x)| w(x)dx < .
p

0
We also denote
d

L p (w) = f L p (w) : f is decreasing .

Some authors define the weighted Lebesgue spaces with the weight as a multiplier,
i.e., f L p (w) w f L p .
The next result gives another characterization of the norm of weighted Lebesgue
spaces based on the so-called Minkowski functional. This type of norm will be fully
exploited in Chapter 7.
Theorem 3.60 Let f L p (w) where 1 p < . Then

f (x) p
f L p (w) = inf > 0 : w(x)dx 1 .
(3.37)

0
Proof. On the one hand, let us take = f L p (w) , then


p

f (x)
inf > 0 : w(x)dx 1 f L (w) . (3.38)

p

On the other hand, if | f (x)/ | p w(x)dx 1, then | f (x)| p w(x)dx p and thus
0 0

( | f (x)| p w(x)dx)1/p . Therefore
0

p

f (x)
f L p (w) inf > 0 : w(x)dx 1 . (3.39)

0
Combining (3.38) and (3.39) we have (3.37).

We define the duality on the weighted Lebesgue space L p (w) with 1 < p < by
the inner product

f , g = f (x)g(x)dx, f L p (w).
0
Theorem 3.61 Let 1

p + 1q = 1 and g Lq (w1q ). Then
sup | f , g | = gLq (w1q )

f L p (w) =1

and L p (w) = Lq w1q .
Proof. By Holders inequality we have

| f (x)|(w(x)) p |g(x)|(w(x)) p dx
1 1
| f , g | =
0
1p 1q

q
| f (x)|w(x)dx |g(x)|q w(x) p dx .
0 0
Since q/p = q 1 and if

|g|q1 (sgn g)w1q
f=
gq1
Lq (w1q )
then f L p (w) = 1 and f , g = gLq (w1q ) . Hence
gLq (w1q ) sup | f , g | gLq (w1q )

f L p (w) =1
and the result follows.

We now obtain a Cavalieris type principle for the weighted Lebesgue decreasing
functions.
d
Theorem 3.62 If f L p (w) then for any measurable weight function w we have

Df ( )

| f (x)| p w(x)dx = p p1 w(x)dx d , 0 .
d
Proof. First of all, notice that since f L p (w) , then

t (0, ) : f (t) > = 0, D f ( ) .

Let us denote E f ( ) = t (0, ) : f (t) > , then D f ( ) = m E f ( ) . Now, by
Fubinis theorem, we obtain

|f (x)|

| f (x)| p w(x)dx = p p1 d w(x)dx
0 0 0

=p p1 E f (x) (x)d w(x)dx
0 0

=p p1 E f ( ) (x)w(x)dx d
0 0

=p p1
w(x)dx
d
0 E f ( )

=p p1
w(x)dx
d
0 (0,D f ( )
Df ( )
=p p1
w(x)dxd ,
0 0

The weighted Lebesgue spaces enjoy the same embedding type result than the
Lebesgue spaces.
Theorem 3.63 Let 1 p < q . Then Lq (E, w) L p (E, w) for any finite mea-
surable set E (0, ).
Proof. Let f Lq (w) and E (0, ) a measurable set. Let r = q/p and s = r/(r
1), then 1/r + 1/s = 1. Observe that

| f (x)| w(x)dx =
pr
| f (x)|q w(x)dx < .
0 0
By the Holder inequality we have

| f (x)| E (x)w(x)dx =
p
| f (x)| p E (x)(w(x))1/r (w(x))1/s dx
0 0
1/r 1/s

| f (x)|q w(x)dx w(x)dx
0 E
1/r

= w(E)1/s | f (x)|q w(x)dx ,
o
which shows the embedding.

The Hardy inequality is valid in the framework of weighted Lebesgue spaces in the
following form.
Theorem 3.64 Let f L p (w) with 1 < p < . If w is a nondecreasing weight, then
p 1/p 1/p
x
1 p
f (t)dt w(x)dx f (x) w(x)dx .
p
(3.40)
x p1
0 0 0
Proof. Making a convenient change of variable twice and using the Minkowski in-
tegral inequality we have
p 1/p p 1/p
x 1
1 1
f (t)dt w(x)dx = f (xu)xdu w(x)dx
x x
0 0 0 0
p 1/p
1

=
f (xu)du w(x)dx
0 0
1/p
1
p
f (xu) w(x)dx du
0 0
1/p
1
p v dv
= f (v) w du.
u u
0 0
Since 0 1 and so w(v/u) w(v) since w is nonincreasing,
therefore we have
1/p 1/p
1 1
p v dv du
f (v) w du ( f (v)) w(v)dv
p
u u u1/p
0 0 0 0
1/p
1
p
= u1/p du f (v) w(v)dv
0 0
1/p

p p
= f (v) w(v)dv .
p1
0
Finally, gathering all of these inequalities we obtain (3.40).

Theorem 3.65 Let f L p (w) with 1 0 where B = C 1, C = p/(p 1).
Proof. Let C = (p/(p 1)), then

p
x
1
f (t)dt w(x)dx C [ f (x)] p w(x)dx.
x
0 0 0
Now, let us take f = [0,r] for r > 0, then

p
x / 0p
1
[0,r] (t)dt w(x)dx C [0,r] (x) w(x)dx
x
0 0 0
and this finishes the proof.

3.9 Uniform Convexity
Definition 3.66. A Banach space (R,V, +, , ) is said to the uniformly convex if

for all > 0 there exists a number > 0 such that for all x, y V the conditions
x = y = 1, x y
imply % %
%x+y%
% %
% 2 % 1.
The number

% % 3
%x+y%
( ) = inf 1 % %
% 2 % : x = y = 1, x y
is called the modulus of convexity. Note that if 1 < 2 , then (1 ) < (2 ) and
(0) = 0 since x = y if = 0.
The immediate example of an uniformly convex space is the Hilbert space since its
norm satisfies the parallelogram law,
% % % %2
% x + y %2 1 % %
% % = (x2 + y2 ) % x y % ,
% 2 % 2 % 2 %
in this sense, if x = y = 1 and x y , then

% %
% x + y %2
% 1 ,
2
%
% 2 % 4
from which we obtain

3.9 Uniform Convexity 109
6 % %
2 %x+y%
1 1 %
1% %,
4 2 %
which entails 6
2
( ) 1 . 1
4
In order to prove the main result in this section, namely that the L p spaces are
uniformly convex whenever 1 < p < , we need some auxiliary lemmas dealing
with inequalities.
Lemma 3.67. If p 2 then
1/p 1/2
|a + b| p + |a b| p |a + b|2 + |a b|2 (3.41)
for all a, b R.
Proof. Let us consider the function
f (t) = (1 + t p )1/p (1 + t 2 )1/2
for all t [1, 1]. It is clear that f is differentiable in [1, 1] and calculating the first
derivative of f we obtain
f (t) = (1 + t p ) p 1 (1 + t 2 )3/2t(t p2 1),

1
which entails that f (1) = 0 and f (0) = 0. We also observe that f (t) < 0 if t (0, 1)
and f (t) > 0 if t (1, 0), which means that the function f attains its maximum at
t = 0. Let t
= 0, then
f (t) f (0),
i.e., f (t) 1 since f (0) = 1, from which we get
(1 + t p )1/p (1 + t 2 )1/2 1,
therefore
(1 + t p )1/p (1 + t 2 )1/2 .
Choosing
|a b|
t= ,
|a + b|
we get (3.41).

We will also need the following inequality.
Lemma 3.68. If p 2 for all a, b R. Then
|a + b| p + |a b| p 2 p1 (|a| p + |b| p ).
Proof. In virtue of Lemma 3.67 and the parallelogram law we can write
(|a + b| p + |a b| p )1/p (|a + b|2 + |a b|2 )1/2

= [2(|a|2 + |b|2 )]1/2

2(|a|2 + |b|2 )1/2 . (3.42)
By the Holder inequality for

2 p2
+ = 1,
p p
we get
p2
|a|2 + |b|2 (|a| p + |b| p )2/p (1 + 1) p
p2
2 p (|a| p + |b| p )2/p ,
from which we obtain

p2
2(|a|2 + |b|2 )1/2 2 2 2p (|a| p + |b| p )1/p
p1
=2 p (|a| p + |b| p )1/p .
By (3.42) it follows that

p1
(|a + b| p + |a b| p )1/p 2 p (|a| p + |b| p )1/p ,

Lemma 3.69. Let a 0, b 0, and s 2, then

s/2
as + bs a2 + b2
and s
a b as bs
+ + .
2 2 2 2
Proof. Consider the functions

(t) = t s + 1
and s/2
(t) = t 2 + 1
for t 0 and s > 2. Observe that
(t) = st s1
and
s 2 s/21
(t) = t +1 (2t) = st(t 2 + 1)(s2)/2
2
for all t 0. For t > 0, note that t 2 < t 2 + 1 from which
(t 2 )s2 < (t 2 + 1)s2
t 2s4 < (t 2 + 1)s2

t 2(s1) < t 2 (t 2 + 1)s2
s2
t s1 < t(t 2 + 1) 2
s2
st s1 < st(t 2 + 1) 2 .
This tell us that (t) < (t) for all t > 0, moreover since (0) = 0 = (0). We
have
(t) (t),
for all t 0. Thus, for every x > 0,
x x

(x) (0) = (t) dt (t) dt = (x) (0),
0 0
but (0) = 1 = (0). Therefore
xs + 1 (x2 + 1)s/2 .
In particular, for x = a/b with a 0 and b 0, we obtain

s , -s/2
a a 2
+1 ( ) +1
b b
s/2
a2 + b2
a +b b
s s s
b2
s/2
a2 + b2
=b s
(bs )s/2
= (a2 + b2 )s/2
s/2
Finally as + bs a2 + b2 . Note that this last inequality is valid for b = 0, thus
s/2
as + bs a2 + b2
for all a 0, b 0 and s > 2.

On the other hand, the function p(t) = t s is convex on [0, ) for s > 2, then
p (t) = s(s 1)t s2 > 0
for all t > 0 without lost of generality we might suppose that a 0,
we also have
p(ta + (1 t)b) t p(a) + (1 t)p(b),
for 0 t 1. By the definition of p and for t = 1/2 it follows that
s
a b as bs
+ +
2 2 2 2
for all a 0, b 0 and s > 2.

We now show the uniform convexity of Lebesgue spaces.
Theorem 3.70. If 1 < p < , the space L p is uniformly convex.
Proof. Let us distinguish two cases:

First case p 2. In virtue of Lemma 3.68 we have that
|a + b| p + |a b| p 2 p1 (|a| p + |b| p ).
for a, b R. If f and g are L p functions, then
| f + g| p + | f g| p 2 p1 (| f | p + |g| p ),
and integrating, we get
f + g pp + f g pp 2 p1 ( f pp + g pp ).
Now, if f p = g p = 1 and f g p , then
f + g pp 2 p1 ( f pp + g pp ) f g pp
which implies that
f + g pp 2 p1 2 p
= 2p p,
therefore % %
% f + g %p
% % 1 ,
% 2 % 2
p
from which
% % 1/p p
% f +g%
% % 1 1

,
% 2 % 2 2
p
and from this we have p % %

% f +g%
%
1% % ,
2 2 %p
therefore p

L p ( ) .
2
Second case 1 2 and we have
% % % % % % % % q % % % % q
% f + g %q % f g %q % f % %g% % f % %g%
% % % % % % % % + % % % %
% 2 % +% 2 p % % 2 % +% 2 % % 2 % +% 2 %
p p p p p
% % % % q
% f % %g%
2 % % % %
% 2 % +% 2 %
p p
% % % % p1 p
% f % %g%
%
2 % % +% % % % %
2 p 2 p
% % % % p1 1
% f %p % g %p
2 % % % %
% 2 % +% 2 %
p p
, - p1
1
1 p p
2 p f p +g p
2
1 p1
1
2 p/(p1) f pp +g pp
2
p1
1
=2 1q
f pp +g pp
1
p1
1
= 2 p1 f pp +g pp
p1 1
p1
1
1
= f pp +g pp
2
1
f pp +g pp p1
= .
2
Therefore we conclude that

% % % % 1
% f + g %q % f g %q f pp +g pp p1
% % +% % .
% 2 % % 2 % 2
p p
from which the result follows.

Remark 3.71. The uniform convexity is a geometric property of the norm, an equiv-
alent norm is not necessarily uniformly convex. On the other hand, the reflexivity is
a topological property, i.e., a reflexive space continues to be reflexive for its equiv-
alent norms. The Theorem of Milman-Pettis (see, e.g., Brezis [3]) give us an un-
usual tool, it states that a geometric property imply a topologies property. In other
words, all uniformly convex Banach space is reflexive. Before talking about the re-
ciprocal, let us analyze the following example. Consider in R2 the Euclidean norm
(x, y)2 = (|x|2 + |y|2 )1/2 and the taxicab norm (x, y)1 = |x| + |y|, it is not difficult
to show that
1
(x, y)1 (x, y)2 2(x, y)1
2
in other words, the norms (x, y)1 and (x, y)2 are equivalent, moreover R2 with
the Euclidean norm is uniformly convex space, but with the norm 1 it is not,
nonetheless R2 is reflexive with respect to both norms. The following result, proved
by Day [14], affirms that the reciprocal of the Milman-Pettis theorem is not valid.
Theorem 3.72 (M.M. Day). There exist Banach spaces which are separable, reflex-
ive, and strictly convex, but are not isomorphic to any uniformly convex space.

3.10 Isometries
Definition 3.73. The linear operator T : L p ( ) L p ( ) is said to be an isometry if
T ( f ) p = f p ,
for all f L p ( ).
Lemma 3.74. Let and be real numbers. Then if 2 p <
| + | p + | | p 2(| | p + | | p ),
and
| + | p + | | p 2(| | p + | | p ).
for p < 2. If p
= 2, the inequality occurs if or is zero.
Proof. If p = 2, we have the equality for all and . If 2 < p < , then 1 p/2,
then with the conjugate exponent p/2 and p/(p 2) we apply the Holder inequality
to 2 + 2 (see Lemma 2.3), therefore
2 p2
2 + 2 ( p + r ) p (1 + 1) p
3.10 Isometries 115
from which we obtain 2p p

p +p 2 2 ( 2 + 2 ) 2 . (3.43)
If 0 < p < 2, we replace p by 4/p in (3.43), we get
4 4 p2 2
p + p 2 p ( 2 + 2 ) p .
p p
If we replace by 2 and by 2 , the last inequality is transformed into
p2 2
2 + 2 2 p ( p + p ) p
or 2p p
p +p 2 2 ( 2 + 2 ) 2 . (3.44)
Since
2
0 1
2 + 2
and
2
0 1
2 + 2
for 2 < p, results
| |2(p2)
0 1
( 2 + 2 ) p2
and
| |2(p2)
0 1
( 2 + 2 ) p2
which is equivalent to
| | p2
0 p2 1
( 2 + 2 ) 2
and
| | p2
0 p2 1.
( 2 + 2 ) 2
Therefore
| | p | |1
0
2 + 2
p
( 2 + 2 ) 2
and
| | p | |1
0 .
2 + 2
p
( 2 + 2 ) 2
Summing these last inequalities we obtain
p
| | p + | | p ( 2 + 2 ) 2 if 2 < p. (3.45)
In a similar fashion, we get

p
| | p + | | p ( 2 + 2 ) 2 if p < 2. (3.46)
Note that the equality in (3.45) and (3.46) happens if and only if = 0 and = 0.
Finally if p > 2, we replace and in (3.43) by | + | and | |. Therefore
2p p
| + | p + | | p 2 p (| + |2 + | |2 ) 2
2p p
=2 p (2[| |2 + | |2 ]) 2
p
= 2( 2 + 2 ) 2
2(| | p + | | p ).
Therefore we obtain the first inequality. The second inequality is obtained in a sim-
ilar way using = 0 and = 0.

As a consequence of the previous lemma we obtain the following integral version.

Lemma 3.75. Let 1 p < , p
= 2 and suppose that f , g L p ( ). Then
f + g pp + f g pp = 2( f pp + g pp )
if and only if f g = 0 -a.e.
Proof. If f g = 0 -a.e., then (supp f supp g) = 0. Then

f + g p =
p
| f + g| d +
p
| f + g| d +
p
| f + g| p d
supp(g) supp g X\(supp f supp g) (3.47)
= f pp + g pp
In a similar way we obtain
f g pp = f pp + g pp (3.48)
Summing (3.47) and (3.48) we get
f + g pp + f g pp = 2( f pp + g pp ).
() Now, if f + g pp + f g pp = 2( f pp + g pp ), then

| f + g| p d + | f g| p d 2 | f | p d + |g| p d = 0
X X X X
i.e.
& '
| f + g| p + | f g| p 2(| f | p + |g| p ) d = 0.
X
Now by Lemma 3.74 we get
| f + g| p + | f g| p 2(| f | p + |g| p ) 0
3.10 Isometries 117
or
| f + g| p + | f g| p 2(| f | p + |g| p ) 0.
In both cases, by a known result in the Lebesgue integration theory we arrive at
| f + g| p + | f g| p 2(| f | p + |g| p ) = 0
-a.e. This clearly implies that for almost all x X, f (x) = 0 when g(x)
= 0 and
g(x) = 0 when f (x)
= 0, or in alternative (supp( f ) supp(g)) = 0.

The next result gives a characterization of linear operators that are also isometries
between L p (m) spaces.
Theorem 3.76 (Lamperti). Let the linear operator T : L p (m) L p (m) be an isom-
etry in L p (m) where 1 p < , p
= 2. Then there exists a Lebesgue measurable
function : R R and a unique Lebesgue measurable function h defined m-a.e.
such that
T ( f )(x) = h(x) f ( (x)).
The function is defined m-a.e. on supp(h) and for each Lebesgue measurable set
E with m(E) < , we get

m(E) = |h(t)| p dt.
1 (E)
Proof. For each Lebesgue measurable set A R such that m(A) < , let us define
(A) by
(A) = supp(T (A )).
If A B = 0,
/ then by Lemma 3.75
A + B pp + A B pp = 2(A pp + B pp ).
Since T is an isometry in L p (m) and by Lemma 3.75 it follows that
T ( A ) T ( B ) = 0
m-a.e. in en R. Moreover AB = A + B and T (AB ) = T (A ) + T (B ), then
(A B) = (A) (B), if A B = 0.
/
Since for all set A and B we have that
(A) = (A \ (A B)) (A B),
and
(A B) = (A \ (A B)) (B).
It is clear that for Lebesgue measurable sets A and B such that m(A) < and m(B) <
we get
(A B) (A B) = (A) (B).
On the other hand, let {X j } jN be an increasing sequence of subsets of R such that
. .
m(X j ) < for j = 1, 2, . . . and R = j=1 X j . Moreover let E = j=1 (X j ). Then
sends measurable subsets in R in measurable subsets of E and (R \ A) = E \ (A).
Also, if {A j } jN is a sequence of Lebesgue measurable subsets of R with
.
m(A j ) < , j = 1, 2, . . . and if A = j=1 A j then A = limk kj=1 A j , from the
continuity and boundedness of T , we obtain that
k
T (A ) = lim T (A j ).
k
j=1
Nonetheless, the sequence {supp T (A j )} jN is a disjoint class, therefore

(
(
= (A j ).
j=1 j=1
This shows that is a -homomorphism, now invoking the Theorem A.20, we

can find a Lebesgue measurable function : E R such that
(A) = 1 (A)
for any Borel set A. Then, since the set (A) is unique m-a.e., then the function is
unique m-a.e. Given a Lebesgue measurable set C with m(C) < , let us define
hC = T (X ),
therefore 1
T (c ) p = hC p = (m(C)) p ,
then, for each measurable set A, we get
C = CA + CAc ,
and from where we obtain
hC = T (CA ) + T (CAc ).
Nonetheless, above we proved that

supp(T (AC )) (supp T (CAc )) = 0.
/
Then
T (CA ) = hC (CA) = hC CA ( ()).

3.10 Isometries 119
For the sequence {X j }iN considered above, let us define a Lebesgue measurable
function h given by
h = lim hX j .
j
Then, given any measurable subset A of R with m(A) < , it follows from the bound-
edness and continuity of T
T (A ) = lim T (X j A ) = hA ( ()).
j
Then for each simple and measurable function f we have
T ( f ) = h f ( ()).
Let f L p (m), then invoking Lemma 3.31 there exists a sequence {sn }nN of simple
functions such that
f sn p 0,
when n . Now
T ( f ) hSn ( ()) p = T ( f Sn ) p = f Sn p .
Then by Lemma 3.28 with g( ) = p we get that
m({x R : |T ( f )(x) hSn ( (x))| > }) p T ( f ) hSn ( ()) pp

= p f Sn pp .
Then, for > 0, we have that m({x R : |T ( f )(x) hSn ( (x))| > }) 0 when
n , and from this it follows that there exists a subsequence {Snk } jN such that
for almost all x R
T ( f )(x) = lim h(x)Snk ( (x))
j
= h(x) f ( (x)).
Finally, for each Lebesgue measurable set A with m(A) < , we have

m(A) = (A (x)) p dm = |T (A )(x)| p dm
R R

= |h(x)| p A ( (x))dm
R

= |h(x)| p dm.
1 (A)
The function is unique m-a.e., in fact let h0 be another function such that T ( f ) =
h0 f ( ()) given that f is arbitrary, we get equality m-a.e., i.e., h = h0 .

3.11 Lebesgue Spaces with 0 < p < 1
We now study the Lebesgue space whenever the exponent is strictly less than one.
Since many of the properties of the L p spaces with p 1 rely heavily on the con-
vexity property of the function x x p , it is expected that many of those properties
will not be valid when the exponent p is between 0 < p < 1.
Theorem 3.77 Let

1

L p = f : [0, 1] R such that f is L -measurable and | f (t)| dt < .
p

0
Then,
1
(a) d( f , g) = | f (t) g(t)| p dt is a metric in L p .
0
(b) d is translation invariant.
(c) (L p ) = {0}.
Proof. (a) Since | f g| p 0 for all f , g L p then

1
| f g| p dt 0,
0
therefore d( f , g) 0.
If d( f , g) = 0, then
1
| f g| p dt = 0,
0
therefore | f g| p = 0 a.e., which implies that | f g| = 0 a.e., from which

f = g a.e.
On the other hand, if f = g for f , g L p , then f g = 0 from which | f g| p = 0,
which entails
1
| f g| p dt = 0,
0
i.e., d( f , g) = 0.
For f and g in L p note that
1 1
d( f , g) = | f g| dt =
p
|g f | p dt = d(g, f )
0 0
i.e., d( f , g) = d(g, f ).
3.11 Lebesgue Spaces with 0 < p < 1 121
Finally, if a and b are real positive, then a+b b and a+b a, since 0 < p < 1,
then p 1 < 0, therefore
(a + b) p1 b p1
and
(a + b) p1 a p1
from which
b(a + b) p1 b p
and
a(a + b) p1 a p ,
and summing
a(a + b) p1 + b(a + b) p1 a p + b p
(a + b)(a + b) p1 a p + b p
(a + b) p a p + b p
Now, using this last inequality, we can show the triangle inequality. Let f , g and
h in L p , then
| f g| p = | f h + h g| p | f h| p + |h g| p
for 0 < p < 1, therefore
1
d( f , g) = | f g| dt
0
1 1
| f h| p dt + |h g| p dt
0 0
= d( f , h) + d(h, g),
in other words, d( f , g) d( f , h) + d(h, g).

(b) Now we can show that d is translation invariant. In fact
1
d( f + h, g + h) = | f + h (g + h)| p dt
0
1
= | f g| dt
0
= d( f , g).
(c) Let us suppose that (L p )

= {0} . Let us take a non-null linear continuous func-
tional T (L p [0, 1]) . There exists a function f L p [0, 1] such that T ( f ) = 1.
We now take the function
: [0, 1] R
x T ( f [0,x] )
which is a continuous real-valued function with (0) = 0 and (1). By the inter-
mediate value property, there exists a point 0 < x0 < 1 such that (x0 ) = 1/2.
We now define the functions 1 = f [0,x0 ] and 2 = f [x0 ,1] . We observe that
since T (1 ) = 1/2 it implies, taking into account that T (1 + 2 ) = T (1 ) +
T (2 ), that T (2 ) = 1/2. On the other hand, since
1 1
|1 (x)| + |2 (x)| dx =
p p
| f (x)| p dx
0 0
% %
we have that at least one of the norms % j % p , j = 1, 2 should be less or equal to
f p /2. From this we have that one of the norms ( j = 1 or j = 2) satisfy
% %
%2 j % p 2 p1 f p . (3.49)
p p
From the above construction, we obtain a function f1 L p , which is defined as

f1 = 2 j where j satisfy (3.49), such that:
(i) T ( f1 ) = 1, and
(ii) f1 pp 2 p1 f pp .
By repeating the above argument, we construct a sequence of functions ( fn )nN
belonging to L p [0, 1] such that
(a) T ( fn ) = 1, and
(b) fn pp 2n(p1) f pp .
But the conditions (a) and (b) will imply a contradiction, since fn 0 in L p [0, 1]
but T ( fn ) = 1.
With the metric given in Theorem 3.77(a), the L p space is a complete space.
Theorem 3.78. The space L p ( ) with 0 < p < 1 is a complete space.
Proof. Let { fn }nN be a Cauchy sequence in L p ( ) with 0 < p < 1, then

d( fn , fm ) = lim | fn (x) fm (x)| p d = 0,
n
m X
from here it follows that for each natural number k there exists a small natural num-
ber nk such that

1
| fn (x) fm (x)| p d < for m nk , n nk ,
3k
X
in particular, we can take n = nk+1 and m = nk such that

1
| fnk +1 (x) fnk (x)| p d < k for k = 1, 2, 3, . . . (3.50)
3
X
Let us define
1
Ek = x X : | fnk +1 fnk (x)| > k/p ,
2
then, p
1 1
| fnk +1 (x) fnk (x)| p d d = (Ek )
2k/p 2k
Ek Ek
therefore for (3.50) we have that

k
2
(Ek ) < .
3
Let us consider now

( ( 1
Ek = x X : | fnk +1 fnk (x)| > . (3.51)
k=N k=n
2k/p
If x does not belong to this set, it is clear that

1
| fnN +1 fnN (x)| ,
2N/p
1
| fnN +2 fnN +1 (x)| ,
2(N+1)/p
..
.
in such a way that the series

| fn +1 (x) fn (x)|
k k
(3.52)
k=1
converges, but the measure of (3.51) is

k N

2 2
(Ek ) < 3 = 3 3
k=N k=N
which tends to zero when N tends to infinity. This shows that the set of all x for
which (3.52) does not converge has zero measure, it means, the series (3.52) con-
verges almost everywhere, therefore the series

( fn +1 (x) fn (x))
k k
k=1
also converges, since an absolutely convergent series is convergent. Writing

k1
fnk (x) = fn1 (x) + ( fn j +1 (x) fn j (x))
j=1
it follows that
lim fnk (x) = fn1 (x) + ( fn j +1 (x) fn j (x))
k
j=1
the limit exists, we denote this limit by f (x), we see that limk fnk = f (x) almost
everywhere.
We need to prove that { fn }nN converges to f . To do that, we observe that by
Fatous lemma

| fnk (x) f (x)| d = lim inf | fnk (x) fn j (x)| p d
p
j
X X

lim inf | fnk (x) fn j (x)| p d
j
X
< p /2.
Finally

| fnk (x) f (x)| p d | fn (x) fnk (x)| p d + | fnk (x) f (x)| p d
X X X
< p
therefore, fn f L p ( ) and f = ( f fn ) + fn L p ( ).

We already know 7 from the observation given after Definition 3.17 that the func-

tional given by f p | f | p dm do not define a norm. The question remains: Is the
space L p ([0, 1], L , m) normalizable? The following results give a negative answer.
Theorem 3.79. Let { fn }nN be a sequence in L p ([0, 1], L , m). Then there is not a
norm in L p (m) such that if fn 0 in L p (m) implies that fn 0 when n ,
for any sequence { fn }nN L p (m).
Proof. Let us suppose that the norm exists. We state that there exists a positive
constant C < such that f C f p for all f L p (m). Since the application
f f is continuous, we can find a > 0 such that if f p < , then f 1,
therefore, for all f L p (m) we have that f fp B(0, ) with 0 < | | < 1, where
B(0, ) is the ball of center 0 and radius . Hence

% %
% f %
% %
% %1
% f p %
which implies that

1
f f p. (3.53)

If 1, then (3.53) is true for C = 1 . Let us choose

C = inf k : f K f p , for all f L p (m)
(Note that we do not exclude the possibility that C = 0). By the intermediate value
theorem, there exists c (0, 1) such that
c 1 1
1
| f | dm =
p
| f | dm =
p
| f | p dm.
2
0 c 0
Now, for g = f [0,c) and h = f (c,1] , we have that f = g + h and g p = h p =
1
2 p f p , by the triangle inequality
C
f g + h C(g p + h p ) = .
21/p1
Since p (0, 1), then
C
C,
21/p1
from which C = 0, therefore f = 0 for all f L p (m) which contradicts the fact
that is a norm.

Another way to see that L p (m) cannot be normalizable is to notice
that ifthis was
the case, the Hahn-Banach theorem would be true in L p (m), but L p (m) = {0},
which is a contradiction.
The following result shows that, although the space is not normalizable, we can
nevertheless obtain a quasi-triangle inequality in the framework of L p spaces with
0 < p < 1.
Theorem 3.80. Let (X, A , ) be a measure space and p a real number such that
0 < p < 1. Let f and g functions in L p (X), such that g
= 0, then
f + g p 2 p 1 ( f p + g p ).
1
(3.54)
Proof. Let 0 t < and 0 < p < 1, then p 1 < 0 and is clear that 1 + t t and
1 + t 1, by which
(1 + t) p1 t p1
and
(1 + t) p1 1. (3.55)
From (3.55) we obtain that
t(1 + t) p1 t p , (3.56)
adding (3.55) and (3.56) we obtain that
(1 + t p ) 1 + t p . (3.57)
|f|
Let us define t = |g| , substituting in (3.57) it results that
(| f | + |g|) p | f | p + |g| p ,
but | f + g| | f | + |g| and 0 < p < 1, then
| f + g| p | f | p + |g| p . (3.58)
1
Now, since the function f (t) = t p is convex in [0, ], therefore in virtue of (3.58)
we obtain
p
f + g pp | f + g| p d | f | d + |g| p d
= ,
2 2 2
therefore
1p 1p
f + g p | f + g| p d | f | p d + |g| p d
1 =
2p 2 2
& '
2 p 1 f p + g p
1
and this shows (3.54).

As already mentioned before, Holders inequality is closely related to convexity.

We now show that an inversion in the inequality sign in the Holder inequality holds
in the case of L p spaces with 0 < p < 1, since we do not have convexity in x x p .
Theorem 3.81. Let p and q be real numbers with 0 < p < 1 and < q < 0 such
that
1 1
+ = 1.
p q
Let f and g be positive functions such that f p and gq are integrable and, moreover,
suppose that f g is integrable, therefore

f p gq f g d .
X
Proof. Let us define r = 1/p and s = q/p, from which r and s are conjugate
exponents since

1 1 p 1
+ = p = p 1 = 1.
r s q q
Moreover, observe that s > 1 and write
f p = f p g p gp = ( f g) p gp ,
in order to prove that ( f g) p Lr (X) and gp Ls (X). In fact

[( f g) ] d = [( f g) ] d = f gd < ,
p r p 1/p
X X X
which shows that ( f g) p Lr (X). On the other hand,

p s p q/p
(g ) d = (g ) d = gq d < ,
X X X
then gp Ls (X), therefore in virtue of the Holder inequality we obtain that

1/r 1/s

f p d [( f g) p ]r d (gp )s d
X X X
p p/q

= [( f g) p ]1/p d (gp )q/p d
X X
p p/q

= f gd gq d ,
X X
from which
1/p 1/q

| f | p d f gd |g|q d ,
X X X

hence f p gq f gd .

X
A similar phenomenon to Holders inequality occurs with the Minkowski in-

equality in the case of L p with 0 < p < 1, namely, the sign of the inequality is
reversed.
Corollary 3.82 Let 0 < p < 1, f and g be positive functions in L p (X), then f + g
L p (X) and
f + g p f p + g p .
Proof. In virtue of Theorem 3.80 we have that f + g L p (X). On the other hand
( f + g) p = f ( f + g) p1 + g( f + g) p1 , (3.59)
hence
1/q
% %
% %
%( f + g) p1 % = | f + g|q(p1) d
q
X
1/q

= | f + g| p d
X
= f + g p/q
p
/ 1 0 p/q
1
2 p ( f p + g p ) ,
which shows that ( f + g) p1 Lq (X). Again by (3.59) and using the Theorem 3.81,
it follows
1/p 1/p 1/q

( f + g) p d
f d + g d ( f + g)
p p q(p1)
d
X X X X
1/p 1/p 1/q

=
f d + g d ( f + g) d ,
p p p
X X X
from which
1 1q 1/p 1/p

( f + g) p d f p d + g p d ,
X x X
therefore
1/p 1/p 1/p

( f + g) p d f p d + g p d ,
X x X
obtaining f + g p f p + g p .

3.12 Problems 129
3.12 Problems
3.83. Let us define the weighted Lebesgue space L 8 p (w) as the set of all measurable
functions such that w f L p . Find the dual space of L8 p (w).
3.84. Prove that L p (w) equipped with the norm defined by (3.37) is a Banach space.
% %
3.85. Let f L p (Rn ) and t be a fixed constant in Rn . Show that % f ( t)%L p (Rn ) =
f L p (Rn ) .
3.86. If f L (X, A , ) and (X) < , show that lim p f p = f .
3.87. Show that the result of item (1) is false if (X) = +.
3.88. Show that the following functions are essentially bounded and find its essential
norm.
(a) f (x) = ex for all x [0, 1].
(b) f (x) = x12 for all x [1, +).
f (x) = e x for all x R and > 0.
2
(c)
(d) f (x) = x for all x [0, a], n N and a R+ .
n
(e) f (x) = 1 ex for all x [0, 1].
3.89. In all the cases of Problem 3.88 show that lim p f p = f .

3.90. Let f (x) = log(1x). Show that f / L [0, 1), L , m but f L p [0, 1], L , m
with 1 p < .
3.91. Let f L (X, A , ) be such that f > 0. If 0 < (X) < , show that
n+1
lim = f
n n
where
n = | f |n d , n = 1, 2, 3, . . .
X
3.92. Let I = [0, 1], f L1 (I, L , m) and S = {x r : f (x) Z}. Prove that

lim | cos f (x)|n dm = m(S).
n
I
3.93. Let f L p (X, A , ) with (X) = 1 and p > 0. Prove that

lim f p = exp ( f )d .
p0
X
3.94. Let (X, A , ) a measure space and f L p (X, A , ), 1 p < . Suppose that
{En }nN is a sequence of measurable sets such that (En ) = 1n , n N. Prove that

p1
lim n p | f | d = 0.
n
En
3.95. Let (X, A , ) be a measure

space such that (X) < and f a positive A -
measurable function. If limn f n d < , show that
X

lim f n d = {x X : f (x) = 1} .
n
X
3.96. Let f L p0 (X, A , ) for some 0 < p0 < . Prove that

lim | f | p d = {x X : f (x)
= 0} .
p0
X
3.97. Let u, v L4 (X, A , ) and w L2 (X, A , ). Prove that

1/4 1/4 1/2

uvwd |u|4 d |v|4 d |w|2 d .

X X X X

3.98. Let p > 1 and f L p [1, +), L , m . Define g(x) = f (t)etx dt. Prove
1

(a) g L1 [1, +), L , m .
1/q
(b) g1 1 1p f p where 1
p + 1q = 1.
3.99. For 1 p < and 0 < (X) < let us define

1/p

1
Np ( f ) = | f | p d .
(X)
X
Prove that:
(a) If p1 < p2 then Np1 ( f ) Np2 ( f ).
(b) Np ( f + g) Np ( f ) + Np (g).

(c) 1
(X) | f g| d Np ( f )Nq (g) with 1
p + 1q = 1.
X
(d) lim p Np ( f ) = f .
3.12 Problems 131
3.100. Let (X, A , ) be a measure space,

f and g be positive
A -measurable func-
tions in X. Let 0 < t < r < m < . If f gt d < and f gm d < , show that
X X
mt mr rt

f g d f gt d f gm d .
r
(3.60)
X X X
Inequality (3.60) is known as Rogers inequality.

3.101. If f d < and f gm d < for M > 1. Prove that
X X
m m1

f gd f d f gm d .
X X X
3.102. Use the inequality given in (1.23) to give an alternative proof of the result:
Let p, q, and r be real numbers such that 1p + 1q + 1r = 1. Let f L p (X, A , ),
g Lq (X, A , ) and h Lr (X, A , ). Then

| f gh| d f p gq hr .
X
3.103. Prove Corollary 3.22.
3.104. Let I = [0, ] and f L2 ([0.], L , m). Is it possible to have

2 1
f (x) sin x dx 4 and ( f (x) cos x)2 dx
9
I I
simultaneously?
3.105. Let h be an increasing function in (0, +). If 0 < 1 and 0 show that

1 1
t h(t)dt t 1 [h(t)] dt.
0 0
3.106. Let f be a nonnegative and decreasing function in (0, +) for p 1. Prove

that p

f p dx p f dx .
0 0
3.107. Let f L1 (X, A , ). Prove that

{x X : | f (x)| > } 2e /2
2
cosh f d .
2
X
3.108. Let 0 < < 1, b > 1 and M > 1. Show that

(a) am bm m|b a| max{a m , b m }.
(b) |x y| p |x p y p | to x, y R+ and 1 p < .
(c) |log b log a| 1 |b a| max{a , b }.

(d) |b| p |a| p p|b a| max{|b| p1 , |a| p1 }(1 p < ).
3.109. Let I = [0, 1]. Prove that f L2 (I, L , m) if and only if f L1 (I, L , m) such
that there exists an increasing g function, such that for all closed interval [a, b]
[0, 1] we have
2
b

f (x)dx g(b) g(a) |b a|.

A
3.110. Let 1 p < . Prove that

p

|f|
f p = inf 0 : dm 1

X
coincides with the standard L p norm.

3.111. Let E = p (0, ) : f p < . Show that E is an interval.

3.112. Let { fn }nN be a sequence of real functions belonging to L4/3 (0, 1), L , m

such that fn 0 in measure as n and fn (x)4/3 dx 1. Prove that
(0,1)

lim fn (x) dx = 0.
n
(0,1)
3.113. Let (X, A , ) be a measure space with (X) = 1. If f L p (X, A , ) for

0 < p < , prove that
1/p

exp log | f |d | f | p d .
X X
3.12 Problems 133
3.114. Let (X, A , ) be a measure space and { fn }nN be a sequence of measurable

functions such that fn L p (X, A , ) for all n N. If n=1 fn p < , prove that
% %
% %
% %
% fn % fn p .
%n=1 % n=1 p
3.115. Prove that if f + g p = f p + g p , then
f g
= a.e.
f p g p
3.116. Let fn f in L p , 1 p < and let {gn }nN be a sequence of measurable

functions such that |gn | M, for all N and gn g -a.e. Prove that gn fn g f in L p .
3.117. Use the Corollary 1.10 to deduce the Holder inequality.
3.118. Use Problem 29 to derive the Minkowski inequality.
3.119. Let (X, A , ) be a measure space such that (X) = 1. Find all functions
in (0, +) such that
lim f p = ( f )d .
p0
X
3.120. Let p, q, r R+ such that 1p + 1q = 1r . If f L p (X, A , ) and g Lq (X, A , ),

show that f g Lr (X, A , ) and
f gr f p gq .
3.121. If 0 < p < q and (X) = 1, show that

1/p 1/q

| f | p d | f |q d .
X X
3.122. Use Corollary 1.10 to prove Theorem 3.20 ( Holders inequality).
3.123. The function f : [a, b] R is said to have p-bounded variation if

n
| f (xk ) f (xk1 )| p
Vp ( f , [a, b]) = sup < +,
k=1 |xk xk1 | p1
with 1 < p < , where the supremum is taken over all partitions of the interval
[a, b]. The set of all functions with p-variation is denoted by BVp ([a, b]). If f
BVp ([a, b]) show that f L p ([a, b], L , m) and also that
Vp ( f , [a, b]) = f p .
Let ={0 , 1 , . . . , m } be a finite partition of the interval [a, b] and let f

3.124.
L p [a, b], L , m where p 1. The function T defined by
k
1
T f (k ) = f (t) dt
k k1
k1
is called the -approximation of f in average. Prove that
T f p f p .

3.125. Let f L p [a, b], L , m . Show that T f f p 0 when the length of
the largest subinterval of tends to zero.

3.126. Prove that T f f when 0.

3.127. Let f L p [a, b], L , m , 1 p < . Show that given > 0 there exists a
measurable function fM such that | fM | M and f fM p < .
3.128. Let be a positive measure and assume that f , g L p (X, A , ). Demon-

strate:
(a) If 0 < p < 1, then

| f | p |g| p d | f g| p d
X X
(b) If 1 p < and f p M, g p M, then

p
| f | |g| p d 2pM p1 f g p .
X
3.129. If 0 0. Prove also that
f q f p f 1
r

.
3.130. If 0 < p < q < r , prove that
Lq (X, A , ) L p (X, A , ) + Lr (X, A , )
i.e., every f Lq (X, A , ) is the sum of a function in L p (X, A , ) and a function

in Lr (X, A , ).
3.131. Let 1 p < and g L p (X, A , ) be such that | fn | g -a.e. for all N. If
fn f -a.e. show that fn f in L p (X, A , ).
3.12 Problems 135
3.132. Let (X, A , ) be a positive measure space. Let f be an A -measurable func-

tion. Show that
f lim inf f p .
p
3.133. Let 1 p < q < . Suppose that for g Lq (X, A , ) we have

f gd = 0
X
for all f L p (X, A , ). Prove that g = 0 -a.e. in X.

3.134. Let (X, A , ) be a measure space and f L1 (X, A , ). Let us define

L f (h) = f hd
X
for h L (X, A , ). Show that L f is a linear and bounded operator in L (X, A , )

and moreover
L f = f 1 .
3.135. Let (X, A , ) be a -finite measure space. Given g L (X, A , ) and > 0,
show that there exists f L1 (X, A , ) such that f 1 = 1 and

g f gd > g .
X
3.136. Let (X, A , ) be a measure space with (X) = 1 and 1 p < . Suppose
that
(a) S is a closed subspace of L p (X, A , ),
(b) S L (X, A , ).
Prove that S has finite dimension.
3.137. Let X = C[0, 1] be the Banach space of continuous functions in [0, 1] endowed
with the supremum norm. Let S be a subspace of X which is closed as a subspace of
L2 ([0, 1], L , m). Show that
(a) S is a closed subspace of X.
(b) There exists a constant M such that
f M f 2
for all f S.
(c) For all y [0, 1] there exists ky L2 ([0, 1], L , m) such that
1
f (y) = ky (x) f (x) dx
0
for all f S.
3.138. Prove that f L p ([0, ), L , m), p > 1, if and only if

1 1

p+1 m | f | > + n p1
m | f | > n < .
n=1 n n n=1
1/p
3.139. Let x p = nk=1 |xk | p and np = {x Rn : x p < } for 1 p < . Let
us define B p (0, 1) = {x : x p 1} which stands for the unit ball of np (observe that
n
Rn
= np ). Let us denote
vn (p) = vol(Bnp ) = vol{x np : x p 1}.
Calculate vn (p).
Hint: Calculate the following integral

p
Ip = ex p dx.
Rn
3.140. Let (X, A , ) be a measure space and f an A -measurable functions. Prove

that

sin | f (x)|d (x) = cos x X : | f (x)| > d .
X 0
g Lq (X, A , ), let be a linear function in L p (X, A , ) defined by

3.141. For
( f ) = f gd . Without using the Riesz representation theorem, show that =
gq .
3.142. Let (X, A , ) be a finite measure spaces. Demonstrate that the dual space of
L1 (X, A , ) is L (X, A , ).

Let (X, A , ) be
3.143. a measure spaces and f : X R a measurable function. If
x X : | f (x)| > e for all 0, then show that f L p (X, A , ) for
all 1 p < .
3.144. Consider in R2 the Euclidean norm (x, y)2 = (|x|2 +|y|2 )1/2 and the taxicab
norm (x, y)1 = |x| + |y|. Prove that these norms are equivalent
1
(x, y)1 (x, y)2 2(x, y)1 .
2
3.145. Show that for any k > 0, k = 1, 2, . . . , n, we have
9 :p
n n
lim
p+
k (k )1/p = (k )k ,
k=1 k=1
where k > 0 and nk=1 k = 1.

Hint: Check Lemma 3.21.
In 1910 Riesz [57] published the foundational paper on L p ([a, b]) (1 < p < ) where
he showed many important properties of the Lebesgue spaces.
For bibliographic references to Holder and Minkowski inequality see 2.6. The
alternative proof of Theorem 3.20 (Holders inequality) given in p. 54 was taken
from Maligranda [49].
Uniform convexity results from 3.9 were first obtained by Clarkson [8].
A more advanced study of Lebesgue spaces with exponent 0 < p < 1 is given by
Day [13], see also Kothe [40].
Chapter 4
Distribution Function and Nonincreasing
Rearrangement
A mathematician is a person who can find analogies between

theorems; a better mathematician is one who can see analogies
between proofs and the best mathematician can notice analogies
between theories.
STEFAN BANACH
Abstract In this chapter we study the distribution function which is a tool that pro-
vides information about the size of a function but not about its pointwise behav-
ior or locality; for example, a function f and its translation are the same in terms
of their distributions. Based on the distribution function we study the nonincreas-
ing rearrangement and establish its basic properties. We obtain sub-additive and
sub-multiplicative type inequalities for the decreasing rearrangement. The maximal
function associated with the decreasing rearrangement is introduced and some im-
portant relations are obtained, e.g., Hardys inequality. In the last section of this
chapter we deal with the rearrangement of the Fourier transform.
4.1 Distribution Function
Suppose that (X, A , ) is a measure space and let F(X, A ) denote the set of all
A -measurable functions on X.
Definition 4.1. The distribution function D f of a function f in F(X, A ) is given by

D f ( ) := X(| f | > ) (4.1)
where
X(| f | > ) = {x X : | f (x)| > }
for 0. In case we need to emphasize the underlying measure, we can write

D f ( ).
Observe that the distribution function D f depends only on the absolute value of
the function f and its global behavior. Moreover, notice that D f may even assume
the value +.

140 4 Distribution Function and Nonincreasing Rearrangement
It should be pointed out that the notation for the distribution function (4.1) is not
standardized, other used notations include f , f , d f , f , among others.
Definition 4.2. Let (X, A , ) and (Y, M , ) be two measure spaces. Two functions
f F(X, A ) and g F(Y, M ) are said to be equimeasurable if they have the same
distribution function, that is, if

D f ( ) = Dg ( ) (4.2)
for all 0.
In what follows, we gather some useful properties of the distribution function.

Theorem 4.3. Let f and g be two functions in F(X, A ). Then for all , 1 , 2 0
we have:
(a) D f is decreasing and continuous from the right;
(b) |g| | f | -a.e. implies that Dg ( ) D f ( );

1
(c) Dc f (1 ) = D f for all c C \ {0};
|c|
(d) D f +g (1 + 2 ) D f (1 ) + Dg (2 );
(e) D f g (1 2 ) D f (1 ) + Dg (2 );
(f) If | f | lim inf | fn | -a.e., then D f ( ) lim inf D fn ( );
(g) If | fn | | f |, then lim D fn ( ) = D f ( ).

n
Proof. (a) Let 0 1 2 be arbitrary. Then

x X : | f (x)| > 2 x X : | f (x)| > 1 .
Hence by the monotonicity of the measure we have that D f (2 ) D f (1 ), that

is, D f is decreasing. To prove that D f is continuous from the right, let 0 0
and define
E f ( ) = x X | f (x)| > ,
:
then by the monotone convergence theorem, we have

lim D f (0 + 1n ) = lim E f (0 + 1n )
n n

(
= E f (0 + 1n )
n=1
4.1 Distribution Function 141

= E f ( 0 )
= D f ( 0 )
since E f (1 ) E f (2 ) E f (3 ) . . . when 1 2 3 . . ., and this estab-

lishes the right-continuity.
(b) Let f and g be two functions in F(X, A ) such that |g| | f | -a.e. then

x X : |g(x)| > x X : | f (x)| > ,
by the monotonicity of the measure we have that

{x X : |g(x)| > } {x X : | f (x)| > } ,
and thus Dg ( ) D f ( ).
(c) Let f F(X, A ) and c C \ {0}. Then

x X |c f (x)| > = x X |c|| f (x)| > = x X | f (x)| >
: : : ,
|c|

and thus {x X : |c f (x)| > } = x X : | f (x)| > /|c| which is
simply

Dc f ( ) = D f .
|c|
(d) Let f , g F(X, A ) and 1 , 2 0, then

x X : | f (x) + g(x)| > 1 + 2 x X : | f (x)| + |g(x)| > 1 + 2

x X : | f (x)| > 1 x X : |g(x)| > 2 .
Then

{x X : | f (x) + g(x)| > 1 + 2 } {x X : | f (x)| > 1 }

+ {x X |g(x)| > 2 } ,
:
which is D f +g (1 + 2 ) D f (1 ) + Dg (2 ).
(e) Let f , g F(X, A ) and 1 , 2 0, then

x X : | f (x)g(x)| > 1 2 = x X : | f (x)||g(x)| > 1 2

x X : | f (x)| > 1 x X : |g(x)| > 2 ,
and thus D f g (1 2 ) D f (1 ) + Dg (2 ).
(f) Fix 0 and let E = {x X : | f (x)| > } and En = {x X : | fn (x)| > }

where n = 1, 2, . . .. Clearly, E m=1 n>m En , therefore

5
En inf (En ) sup inf (En ) = lim inf (En )
n>m m n>m n
n>m
for each m = 1, 2, . . .. And thus, an appeal to the monotone convergence theorem

and the fact that n>m En n>m+1 En we get

5
( 5
(E) En = lim En lim inf (En ),
m n
m=1 n>m n>m
which gives D f ( ) lim infn D fn ( ).
(g) If | fn | | f |, then E f1 ( ) E f2 ( ) E f3 ( ) . . .. Hence

(
E f ( ) = E fn ( ),
n=1
and thus

(
D f ( ) = (E f ( )) = E f n ( ) = lim (E fn ( )) = lim D fn ( ).
n n
n=1

4.2 Decreasing Rearrangement
With the notion of distribution function we are ready to introduce the decreasing
rearrangement and its important properties (Fig. 4.1).
Definition 4.4. Let f F(X, A ). The decreasing rearrangement of f is the function

f : [0, ) [0, ] defined by
4.2 Decreasing Rearrangement 143

f (t) = inf 0 : D f ( ) t ,
/ = .
taking the usual convention that inf(0)
f f
Fig. 4.1 The graph of a function f and its decreasing rearrangement f .
Notice that

f (0) = inf 0 D f ( ) = 0 = f ,
:
since
f = inf 0 : {x X : | f (x)| > } = 0 .
Also observe that if D f is strictly decreasing, then

f D f (t) = inf 0 : D f ( ) D f (t) = t,
which shows that f is the left inverse function of the distribution function D f .
In general we have the following result

f D f ( ) . (4.3)
To see this fix 0 and suppose t = D f ( ) < . Then Definition 4.4 gives

f D f ( ) = f (t) = inf{ 0 : D f ( ) t = D f ( )} ,
which establishes (4.3).
On the other hand, we also have

D f f (t) t. (4.4)
In order to prove (4.4) let us assume = f (t) < , by Definition 4.4 there exists a
sequence {n }nN such that n and D f (n ) t, thus the right continuity of D f
gives
D f f (t) = D f ( ) = lim D f (n ) t,
n
which establish (4.4).
The next theorem establishes some basic properties of the decreasing rearrange-
ment.
Theorem 4.5. The decreasing rearrangement has the following properties:
(a) f is decreasing;
(b) f (t) > if and only if D f ( ) > t;
(c) f and f are equimeasurables, that is D f ( ) = D f ( ) for all 0;
(d) If f F(X, A ), then f (t) = DD f (t) for all t 0 (this result tell us that f is
right-continuous);
(e) ( f ) (t) = | | f (t); R;
(f) If | fn | | f |, then fn f ;
(g) If | f | lim inf | fn |, then f lim inf fn ;

n n

(h) For 0 0 and F = E f ( ) we get F (t) = E f ( ) (t).

Proof. (a) Let 0 t u, then

0 : D f ( ) t 0 : D f ( ) u ,
then
inf 0 : D f ( ) u inf 0 : D f ( ) t ,
and thus f (u) f (t).

(b) If s < f (t) = inf > 0 : D f ( ) t then s
/ > 0 : D f ( ) t which
gives D f (s) > t. Conversely,
if for some t < D f (s) we have f (t) s, then
D f (s) D f f (t) t which is a contradiction.
(c) By (b) we have

t 0 : f (t) > = 0 : D f ( ) > t = 0, D f ( ) ,
then

D f ( ) = m {t 0 : f (t) > } = m 0, D f ( ) = D f ( )
for all 0.
(d) Again by (b) we have

0 : D f ( ) > t = 0, f (t) ,
then

f (t) = m { 0 D f ( ) > t} = DD f (t).
:
Theorem 4.3 (a) shows us that f is right-continuous.
(e) Let f F(X, A ) and R, then

f (t) = inf 0 : D f ( ) t

= inf 0 : D f t
| |

= inf | | 0 : D f ( ) t

= | | inf 0 : D f ( ) t
= | | f (t),

where = | | .
(f) We already know by Proposition 4.3 (g) that if | fn | | f |, then lim D fn ( ) =

n
D f ( ). Let Fn (t) = D fn (t), then

fn (t) = m { > 0 D fn ( ) > t} = DFn (t),
:
since D fn (t) D fn+1 (t) we have Fn (t) Fn+1 (t) and thus

(
EF1 (t) EF2 (t) . . . and EF (t) = EFn (t)
n=1
therefore lim DFn (t) = DF (t). That is limn fn (t) = f (t).

n
(g) Let Fn (t) = inf | fm (t)| and observe that

m>n
Fn (t) Fn+1 (t)
for all n N and all t X. Taking h(t) = lim inf | fn (t)| = sup Fn (t), we get that
n n1
Fn h as n by the fact that Fn h and item (f).
By hypothesis we have | f | h, hence
f (t) h (t) = sup Fn (t).

n1
Since Fn | fm | for m n, it follows that Fn infmn fn (t). Putting these facts

together we have
f (t) h (t) = sup Fn (t) sup inf fm (t) = lim inf fn (t).
n1 n1 m>n
(h) Let 0 } = {x X : | f (x)| > 1/p } = D f ( 1/p ),
and

p
(| f | ) (t) = inf > 0 : D| f | p ( ) t

= inf > 0 : D f ( ) t
1/p

= inf u > 0 : D f (u) t
p
p
= inf u > 0 : D f (u) t
= [ f (t)] p ,
where u = 1/p .
(i) Let f , g F(X, A ) such that | f (x)| |g(x)| for all x X. Then D f ( ) Dg ( )
for all 0, which yields

> 0 : Dg ( ) t > 0 : D f ( ) t ,
therefore

inf > 0 : D f ( ) t inf > 0 : Dg ( ) t ,
and thus f (t) g (t).
(j) Let E A , if f = E then

E if 0 < 1
x X : E (x) > =

0/ if 1.
Hence

(E) if 0 < 1
D f ( ) = {x X : E (x) > } =

0 if 1.
and thus

1 if t < (E)
f (t) = inf 0 : D f ( ) t =

0 if t (E),
which prove that

f (t) = (0, (E)) (t).

(k) Since f E (x) f (x) for all x X, we have
D f E ( ) D f ( ),
then
0 : D f E ( ) > t 0 : D f ( ) > t .
Hence
DD f E (t) DD f (t),
f E (t) f (t), (4.5)
for all t 0.
(l) Let F = E f ( ) , then

F (t) = (t).
0, (E f ( ))

By Theorem 4.5 (b) we have E f ( ) = 0, (E f ( )) .
Thus
F (t) = E f ( ) (t),

Observe that property (c) of Theorem 4.5 does not hold if we remove the strict
inequalities, that is

{x X : | f (x)| } = m {t 0 : | f (t)| } ,
does not hold in the general case. This can be seen by taking
x
f (x) =
x+1
for all x [0, ). Then f (t) = 1 which means that

x
xX : 1 = 0
= = m {t 0 1 1} .
:
x+1
From Theorem 4.5 (c) we know that f and f are equimeasurables functions
and this is a very important property of the decreasing rearrangement, since it per-
mits to replace the function f by its decreasing rearrangement whenever we are
working with something that only requires global information of the function, cf.
Theorem 4.13. We now show that the decreasing rearrangement is the unique right-
continuous decreasing function equimeasurable with f .
Theorem 4.6. There exists only one right-continuous decreasing function f equimea-
surable with f .
Proof. Let f1 and f2 be two different right-continuous functions equimeasurable
with f . Then there exists a t0 such that f1 (t0 )
= f2 (t0 ), we may assume without loss
of generality that f1 (t0 ) > f2 (t0 ). Choose > 0 such that
f1 (t0 ) > f2 (t0 ) + .
And then by the right continuity of f1 there exists an interval [t0 ,t1 ] such that
f1 (t) > f1 (t0 ) +
for all t [t0 ,t1 ]. On the one hand, observe that if s (0,t1 ], then f1 (t1 ) f1 (s) and
thus f1 (s) f1 (t1 ) > f2 (t1 ) + , which means that s {t 0 : f1 (t) > f2 (t1 ) + }
that is
(0,t1 ] {t 0 : f1 (t) > f2 (t1 ) + .}
On the other hand, clearly

t 0 : f2 (t) > f1 (t1 ) + (0,t1 ].
Then

m {t 0 : f2 (t) > f1 (t1 ) + } t1 m {t 0 : f1 (t) > f2 (t1 ) + } ,
which is a contradiction to the equimeasurability with f . Hence f1 (t) = f2 (t).

Next, we take a look at some examples of distribution function and decreasing

rearrangement.
Example 4.7. Let f (x) = 1 ex for 0 < x < . Then

if 0 < 1;
D f ( ) = m {x (0, ) : | f (x)| > } =

0 if 1.
Since
f (t) = inf > 0 : D f ( ) t ,
we have f (t) = 1 for all t 0.
This example shows that a considerable amount of information may be lost in

passing to the decreasing rearrangement. Such information, however, is irrelevant
regarding rearrangement-invariant norms, such as L p -norms, cf. Theorem 4.13.
Thus, the L p -norm of f and f are both infinite whenever 1 p < , and the L -
norm are both equal to 1.
Example 4.8 (Decreasing rearrangement of a simple function). Let s be a simple

function of the following form
n
s(x) = j A (x),
j
j=1
where 1 > 2 > . . . > n > 0, A j = {x : s(x) = j } and A j is the characteristic

function of the set A j . Then if 1 clearly Ds ( ) = 0. If 2 < 1 , then
Ds ( ) = (A1 A2 ) = (A1 ).
In general, for 0 we have

n
Ds ( ) = B j [ j1 , j )
( )
j=1
where
j
B j = (Ai ).
i=1
This shows that the distribution function of simple function is a simple function
itself. Now

s (t) = inf 0 : Ds ( ) t
n
= inf 0 : B j [ j1 , j ) ( ) t
j=1
n
= j [B j1 ,B j )(t)
j=1
which is also a simple function.
Example 4.9. Let X = [0, ); A = {all Lebesgue measurable subsets of X} and

= m, where m denotes the Lebesgue measure on X.
Define f : [0, ) [0, ) as

1 (x 1)2 if 0 x 2,
f (x) =

0 if x > 2.
After some routine calculations we get

m {x R+ : | f (x)| > } = m {x [0, 2] : 1 (x 1)2 > }

= m {x [0, 2] : 1 1 < x < 1 + 1 }

= 2 1 for [0, 1].
Therefore

2 1 if 0 1,
D f ( ) =

0 if > 1.
Next, the decreasing rearrangement becomes


t2
1 if 0 t 2,
f (t) = 4

0 if t > 2.
Finally, observe that
2 1 2
t2 4
f (x) dx = (1 (x 1) ) dx = 2 1 d =
2
1 dt = .
4 3
0 0 0 0

The operation f f is neither subadditive, in the sense that the inequality
( f + g) (t) f (t) + g (t)
is not true in general, nor submultiplicative, that is
( f g) (t) f (t)g (t)
does not hold for any t. The next example shows this.
Example 4.10. Let A and B be measurable sets such that A B
= 0/ and 0 < (A) <
(B). Put f (x) = A (x) and g(x) = B (x). The decreasing rearrangements are
f (t) = [0, (A)) (t)
and
g (t) = [0, (B)) (t),
which means that

2 if 0 t < (A),

( f + g) (t) = 1 if (A) t < (B),

0 if t (B).
Moreover, since ( f + g)(x) = A (x) + B (x) it follows that

2 if 0 t < (A B),

f (t) + g (t) = 1 if (A B) t (A B),

0 if t (A B).

Hence, for any t such that A B < t < (A B), we have
( f + g) (t) = 1 > 0 = f (t) + g (t).
Similar calculations show that f f is not submultiplicative.

Despite the previous comments and examples, we have a subadditive and sub-
multiplicative type inequality regarding the decreasing rearrangement of a function,
as shown in the next theorem.
Theorem 4.11. Let (X, A , ) be a measure space and f and g be two functions in
F(X, A ). Then the inequalities
( f + g) (t + u) f (t) + g (u) (4.6)
and
( f g) (t + u) f (t)g (u) (4.7)
hold for all t, u 0. In particular
( f + g) (t) f (t/2) + g (t/2)
and
( f g) (t) f (t/2)g (t/2)
for all t 0.
Proof. If a and b are two numbers satisfying a = f (t0 ) and b = g (u), then

D f (a) = {x X : | f (x)| > a}

= {x X : | f (x)| > f (t0 )}
= D f ( f (t0 )) t0 .
Similar argument shows that D f (b) u, and thus

x : | f (x) + g(x)| > a + b x : | f (x)| > a x : |g(x)| > b ,
which entails
D f +g (a + b) D f (a) + Dg (b) t0 + u.
This shows that ( f + g) (t0 + u) a + b = f (t0 ) + g (u) for any such numbers
a and b.
The proof of the second inequality is similar.
By Theorem 4.3 (e) we have
D f g (ab) D f (a) + Dg (b) t0 + u.

Again, using the definition of the decreasing rearrangement, we get
( f g) (t0 + u) ab = f (t0 )g (u),
which is our desired inequality. The rest of the theorem now follows by taking
t0 = u = t/2.

We now show that the integral of a decreasing rearrangement function satisfies

an integration by parts type formula, namely:
Theorem 4.12. We have the following equality

t
f (s) ds = t f (t) + D f (t) ( ) d . (4.8)
0 f (t)
Proof. Let us start with

D f (t) ( ) d = m {s f (s) > } d .
:
f (t) f (t)
Next, we use Fubinis theorem and the fact that f is a decreasing function, thus
t
D f (t) ( ) d = {s: f (s)> } (s) dm(s) d
f (t) f (t) 0

t

= ( f (t),) ( ) (0, f (s)) ( ) dm(s) d
0 0
t
= ( f (t),) ( )(0, f (s)) ( ) d ds
0 0
t
= ( f (t), f (s)) ( ) d ds
0 0
t / 0
= f (s) f (t) ds,
0
which entails (4.8).

The next theorem is quite important. It shows, in particular, that the integral of a
function and the decreasing rearrangement have the same value.
Theorem 4.13. Let (X, A , ) be a -finite measure space and be a differentiable

and increasing function with (0) = 0. Then

(| f |) d = ( f (t)) dt.
X 0
Proof. By Theorem 3.54 and Theorem 4.5(c) we have

(| f |) d = ( ) x X : | f (x)| > d
X 0

= ( )m t [0, ] : f (t) > d
0

= ( ) (0, f (t)) ( ) dt d .
0 0
Next, applying the Fubini theorem

( ) (0, f (t)) ( ) dt d = ( )(0, f (t)) ( ) d dt
0 0 0 0

f (t)
= ( ) d dt
0 0

= ( f (t)) dt,
0

Remark 4.14. We now get some particular cases of Theorem 4.13, namely:
If (t) = t p for 1 p < , then
p
| f | d =
p
f (t) dt.
R 0
p
The above shows that % we can calculate
% % the L norm of%a function via its decreasing
rearrangement, i.e., % f | L p (R, )% = % f | L p (R+ , m)%.
The following inequality is due to Hardy and Littlewood.

Theorem 4.15. Let (X, A , ) be a -finite measure space and f , g be two functions
in F(X, A ). Then

| f g| d f (t)g (t) dt. (4.9)
X 0
Proof. Assume first that f = A and g = B where A and B are sets in A . We
suppose without loss of generality that (A) and (B) are finite. Then it follows
from Theorem 4.5 (j) that

| f g| d = AB d
X X
= (A B)
min{
(A), (B)}
dt
0
(A)

= (0, (B)) (t) dt
0
(A)

= g (t) dt
0

= (0, (A)) (t)g (t) dt
0

= f (t)g (t) dt.
0
In general let f and g be two functions belonging to F(X, A ). Then

| f | |g|

| f g| d = d d d
X X 0 0

= E f ( ) d Eg ( ) d d .
X 0 0
It follows from Fubinis Theorem and Theorem 4.5 (l) that

| f g| d = E f ( ) Eg ( ) d d d
X 0 0 X

E f ( ) (t) Eg ( ) (t) dt d d

0 0 0

= E f ( ) (t)Eg ( ) (t) dt d d

0 0 0

= E f ( ) (t) d Eg ( ) (t) d dt
0 0 0

f (t) g (t)

= d d dt
0 0 0

= f (t)g (t) dt,
0
and thus we obtain (4.9).

Corollary 4.16 Let (X, A , ) be a measure space and f F(X, A ). Then

(E)
| f | d f (t) dt,
E 0
for all E A .
Proof. By applying Theorem 4.15, we have

| f | d = | f | E d f (t) E (t) dt = f (t)(0, (E)) (t) dt,
E X 0 0

At this point, we will use some facts about atoms, see Section A.6 for more details
in atoms. In fact whenever invoking the necessity of nonatomic measure space we
want to exploit the continuous of values fact, i.e., if is a nonatomic measure and
A is a measurable set with (A) > 0, then for any real number b satisfying
(A) b 0,
there exists a measurable subset B of A such that (B) = b.

Theorem 4.17. Let (X, A , m) be a nonatomic measure space. Then

t
sup | f | dm : m(E) = t = f (s) ds.

E 0
Proof. Given the real number t > 0, we have

| f | dm = m E E f ( ) d
E 0

= m E E f ( ) d + m E E f ( ) d .
{ :D f ( )t} { :D f ( )>t}

Since (X, A , ) is a nonatomic measure space, if m E f ( ) t, then there exists
a set E A such that E E f ( ) and m(E) = t.
Hence

f (t)
sup | f | dm : m(E) = t = m E f ( ) d + t d

E f (t) 0

f (t)
= D f ( ) d + t d
f (t) 0

= D f ( ) d + t f (t)
f (t)

t f (s)
= d ds + t f (t)
0 f (t)
t
= f (s) ds
0

Remark 4.18. Observe that, if f and g are two A -measurable functions then as in
the proof of Theorem 4.17, we have for each set E A with m(E) = t

| f + g| dm | f | dm + |g| dm
E E E
t t

f (s) ds + g (s) ds (4.10)
0 0
since (X, A , m) is nonatomic, it follows from Theorem 4.17 that
t t t

( f + g) (s) ds f (s) ds + g (s) ds. (4.11)
0 0 0
Theorem 4.19 (Hardy). Let f and g be nonnegative measurable function on (0, )

and suppose
t t
f (s) ds g(s) ds (4.12)
0 0
for all t > 0. Let k be any nonnegative decreasing function on (0, ). Then

f (s)k(s) ds g(s)k(s) ds. (4.13)
0 0
Proof. Let k be a simple function given by

n
k(s) = a j (0,t ) (s), j
j=1
where the coefficients a j are positive and 0 < t1 < t2 < . . . < tn .
Using (4.12), we obtain
n t j n t j
f (s)k(s) ds = aj f (s) ds aj g(s) ds = g(s)k(s) ds,
j=1 j=1
0 0 0 0
which establishes (4.13). Next, let k be any nonnegative measurable function then
there exists a sequence of increasing measurable simple functions {n }nN such
that limn n = k. Since n are increasing, for all n N we have n k and thus
n f f k. By the monotone convergence theorem we obtain

f (s)k(s) ds = lim f (s)n (s) ds.
n
0 0
But n is a simple function, then

f (s)n (s) ds g(s)n (s) ds
0 0
for all n N. Hence

lim f (s)n (s) ds lim g(s)n (s) ds.
n n
0 0
Finally, we have

f (s)k(s) ds g(s)k(s) ds.
0 0

Corollary 4.20 Let (X, A , ) be a nonatomic measure space and let f , g and h be
three functions in F(X, A ). Then

| f gh| d f (t)g (t)h (t) dt.
X 0
Proof. By Remark 4.14 and Theorem 4.15 we have

( f g) (t) dt = | f g| d f (t)g (t) dt.
0 X 0
Next, we invoke Theorem 4.19 with h(t) = f (t) to obtain

| f gh| d f (t)g (t)h (t) dt.
X 0

Corollary 4.21 Let (X, A , ) be a nonatomic measure space and let f1 , f2 , . . . , fn

be functions in F(X, A ). Then
n n
| fk | d fk (t) dt
k=1 k=1
X 0
for n N.
Proof. This follows from Corollary 4.20 and the principle of induction.

We will take a closer look on the question if there is a function h in F(X, )

which is equimeasurable with g such that

| f h| d = f (t)g (t) dt.
X 0
The answer is in general no and it depends if the measure space is nonatomic or

completely atomic where all atoms are of equal measure and if the measure space is
finite. To make the terminology less cumbersome, we first make a definition.
Definition 4.22. A measure space or a measure is said to be resonant if it is finite
and either nonatomic or a countable union of atoms of equal measure.
The next theorem shed light in the posed question.
Theorem 4.23. Let (X, A , ) be a resonant measure space. Then

sup d =
| f g| f (t)g (t) dt, (4.14)
X 0
where the supremum is taken over all A measurable functions g equimeasurable

with g, that is, Dg ( ) = Dg ( ), 0.
Moreover, if (X) < , then there is an A measurable function g such that

d =
| f g| f (t)g (t) dt. (4.15)
X 0
Proof. We can clearly assume that both f and g are positive. Let (X) < . If is
completely atomic where all atoms are of equal measure, then g8 can be constructed
by permuting the atoms. More specific, this permutation is the composition of the
permutation that takes f to f and the permutation that takes g to g . That is, g8 is g,
but where all atoms are permutation so that the atom where g8 has its largest value is
the same as the atom where f has its largest value, the atom where g8 has its second
largest value is the same as the atom where f has its second largest value and so on.
Clearly, g8 and g are equimeasurable which means that we have proved (4.15) for the
case when is completely atomic where all atoms are of equal measure.
Now, let be nonatomic. Since g is positive we can find a sequence of simple
positive functions {gn }nN such that gn g. Then, for any arbitrary fixed integer
n 1, we can represent gn as
k
gn (x) = j D (x) j
j=1
where D1 D2 . . . Dk and j > 0, j = 1, 2, . . . , k since (X) < we can apply

Problem 4.44 with (t) = t for each (D j ) and get a sequence of sets E1 , E2 , . . . , Ek
such that (E j ) = (D j ), j = 1, 2, . . . , k and
(D j )
| f | d = f (t) dt. (4.16)

Ej 0
Define the simple function g8n : X [0, ) by

k
g8n (x) = j E (x). j
j=1
Since the measure of E j and D j is equal for all j = 1, 2, . . . , k the decreasing

rearrangement of gn and g8n are equal, that is
k
gn (t) = g8n (t) = j [0, (E )) (t). j
j=1
Hence, we get a sequence of positive simple functions {8 gn }nN such that g8n and
gn are equimeasurable with n = 1, 2, . . .. Using Proposition 4.3 (f) it also follows
that
g8 = lim g8n ,
n
is equimeasurable with g. Moreover, by (4.16)
(D j )
k k
f g8n d = j f d = j f (t) dt
j=1 j=1
X Ej 0
k
= f (t) j [0, (D )) (t) dt j
j=1
0

= f (t)gn (t) dt.
0
Thus, we have proved (4.15) for gn , n = 1, 2, . . . and by Theorem 4.3 (f), The-
orem 4.5 (d), the monotone convergence theorem and the fact that g8 and g are
equimeasurable, the general case follows.
Now, let (X) = , be nonatomic or completely atomic where all atoms are
of equal measure and > 0 be a real number such that

< f (t)g (t) dt.
0
Since f and g are assumed to be positive it will suffice to show that there exists a
positive function g8 equimeasurable with g such that

< f g8d .
X
Because is a finite measure we can find a sequence of pairwise disjoint sets

.
X1 , X2 , . . ., such that (Xn ) < , n = 1, 2, . . ., and X = Xn .
n=1
We can therefore find two sequences of positive functions { fn }nN and {gn }nN
such that fn f , gn g and both fn and gn have support in Xn , n = 1, 2, . . .. Since

fn (t)gn (t) dt f (t)g (t) dt,
0 0
by Theorem 4.3 (f), Theorem 4.5 (d) and the monotone convergence theorem it
follows that there exists an integer N 1 such that

0< fN (t)gN (t) dt.
0
Then (XN , A , ) is a finite measure space which is either nonatomic or com-

pletely atomic with all atoms of equal measure. We can therefore apply the first part
of the proof and find a positive function h on XN equimeasurable with gXN such
that

f h d = ( f XN ) (t)(gXN ) (t) dt.
XN 0
Since fN f XN and gN gXN by the construction of { fn } and {gn } it follows

that

< fN (t)gN (t) dt ( f XN ) (t)(gXN ) (t) dt
0 0

= f h d = f h d ,
XN X
where

h(x) if x XN ;
h(x) =

0 if x
/ XN .
Thus, if we take
g8(x) = h(x)XN (x) + g(x)X\XN (x), x X,
then g8 is equimeasurable with g and h g8.

Hence
< f h d f g8d ,
X X
which complete the proof.

We now introduce the notion of maximal function of f .
Definition 4.24. Let f F(X, A ). By f we denote the maximal function of f

defined by
t
1
f (t) = f (s) ds, (4.17)
t
0
for t > 0.
Some elementary attributes of the maximal function are listed below.

Theorem 4.25. We have the following properties:
(a) f f ;
(b) f is decreasing;
(c) ( f + g) f + g .
Proof. Property (a) follows directly from the fact that f is decreasing, thus
t t
1 1
f (t) = f (s) ds f (t) ds = f (t).
t t
0 0

(b) Since f is decreasing so f (v) f tv
s if 0 < t s, hence
s s t
1 1 tv 1
f (s) = f (v) dv f dv = f (u) du = f (t)
s s s t
0 0 0

and so f is decreasing.
(c) Follows directly from (4.11).

Theorem 4.26. Let (X, A , ) be a totally finite measure space and let us take
f L1 (X, A , ). Then
+ +
(a) | f | d = f (t) dt for all > 0, where (x)+ = max{x, 0};
X 0 +
d
(b) D f ( ) = | f | d ;
d
X

1
(c) f (t) = inf + (| f | )+ d , t > 0.
0
t

X
Proof. To show item (a), we note that

+
| f | d = | f | d
X {| f |> }

= | f | d {| f | > }
{| f |> }

= (0,| f |) ( )| f | d {| f | > } .
0
Then +
d
|f| d = {| f | > } . (4.18)
d
X
Moreover
+

f (t) dt = f (t) dt m { f (t) > } ,
0 { f (t)> }
and thus
+
d
f (t) dt = m { f (t) > } , (4.19)
d
0
since

m { f (t) > } = {| f | > } ,
then
+ +
|f| d = f (t) dt. (4.20)
X 0
(b) By (4.18) we have

+
d
D f ( ) = |f| d .
d
X
(c) Observe that

t + +

f (s) ds f (s) ds,
0 0
thus by part (a) we have

t + +

f (s) ds t + f (s) ds = t + |f| d .
0 0 X
Then
t +
1 1
f (t) = f (s) ds + |f| d ,
t t
0 X
from this we get

1 +
f (t) inf + |f| d . (4.21)
0
t

X
On the other hand, assume that (E) = t for some E A . In particular, let us
take E = {x : | f (x)| > }. Since

| f g| d f (s)g (s) ds,
X 0
if g = E , then
t
| f | d f (s) ds,
E 0
thus
t
| f | d (E) f (s) ds (E)
E 0
t
| f | d f (s) ds t
E 0
t +
1 1
+ | f | d f (s) ds
t t
X 0

+
1
inf + | f | d f (t). (4.22)
>0
t

X
By (4.21) and (4.22) the result holds.

As a corollary we obtain.
Corollary 4.27 Let f , g L1 (X, A , ). Then for all t > 0

t| f g | | f | |g| d | f g| d .
X X

+
1
f ( ) = + |f| d .
t
X
Then
+ +
t f ( ) g ( ) = |f| d |g| d ,
X X
thus
+ +
t| f ( ) g ( )| |f| d |g| d
X X

| f | |g| d .
X
From this, we have

t| inf f ( ) inf g ( )| sup | f ( ) g ( )| | f | |g| d ,
X
yielding

t| f (t) g (t)| | f | |g| d f g d .
X X

Corollary 4.28 If { fn }nN and f are integrable on X and

lim | fn (x) f (x)| d = 0.
n
X
Then
lim fn (t) = f (t).
n
at every point of continuity of f (t).
Proof. By Corollary 4.27 we have

| fn (t) f (t)| | fn (x) f (x)| d 0,
X
as n . From this we also have

t t
lim fn (s) ds = f (s) ds.
n
0 0
On the other hand, using the monotonicity of fn , for any x0 X and any r > 0,
we set

x0 +r x0
1 1
fn (t) dt fn (x0 ) fn (t) dt.
r r
x0 x0 r
Passing to the limit as n , we derive

x0 +r x0
1 1
f (t) dt lim inf fn (x0 ) lim sup fn (x0 ) fn (t) dt.
r n n r
x0 x0 r
Next

x0 +r x0
1 1
lim f (t) dt lim inf fn (x0 ) lim sup fn (x0 ) lim f (t) dt,
r r n n r r
x0 x0 r
which entails
f (x0 ) lim inf fn (x0 ) lim sup fn (x0 ) f (x0 ).

n n
Finally
lim fn (x0 ) = f (x0 ).
n

We end this section with a result that will be used in Theorem 6.23 in discussing
duality in Lorentz spaces. The result shows under what conditions a function in
[0, ) coincides with the decreasing rearrangement of a measurable function.
Theorem 4.29. Let (X, A , ) be nonatomic measure space. Let be a right con-
tinuous and decreasing function on [0, ). Then there exists a measurable function
f on X with f (t) = (t) for all t > 0.
Proof. Let us consider the following function
n
ck E k
k=1
where Ek A , (Ek ) > 0 and E j Ek = 0/ if j

= k. We can choose c1 > c2 > c3 >
. . . > cn , cn+1 = 0. Let dk = (E1 ) + . . . + (Ek ), 1 k n and define d0 = 0. Then,
the distribution function D f ( ) has the form

dk if ck+1 ck , 1 k n
D f ( ) =

0 if cn .
It follows that

ck if dk1 t dk , 1 k n
f (t) =

0 if dn t.
Next, let us write

ck if dk1 t dk
(t) =

0 if dn t.
Note that is a right-continuous function and if t0 t, then (t) (t0 ) which

means that is a decreasing function, then
f (t) = (t).
for all t > 0. For general continuous functions we use approximation.

4.3 Rearrangement of the Fourier Transform
In this section we will take the definition of the n-dimensional Fourier transform of
f as
F f (x) = f4(x) = eixt f (t) dt.
Rn
4.3 Rearrangement of the Fourier Transform 169
We use the common notation f4 whenever possible.
We begin with an estimate of the rearrangement of a function that arise as the

Fourier transform of a characteristic function
Lemma 4.30. Let f (x) = sinc(x) (where sinc(x) = sin(x)/x is the so-called cardinal
sine function), then
f (t) (3 + t)1 .
Proof. We estimate the distribution function D f ( ) of f as follows. For > 0,

sin x

D f ( ) = m {x : > }
x

= m {x : | sin x| > x}

= m {x > 0 : | sin x| > x}

= 2 m {x (n 1) , n : | sin x| > x} .
n=1

For x (n 1) , n the condition | sin x| > x is weaker than the condition
| sin x| > n , thus we have

D f ( ) 2 m {x (n 1) , n : | sin x| > n }
n=1

= 2 m {x 0, : sin x > n }
n=1

= 4 m {x 0, /2 : sin x > n } ,
n=1
using the symmetry of sin x. Since the condition sin x > n is never satisfied for
n > 1, we may restrict the sum to those n for which n 1. To this end, we let
1
N be the integer satisfying 1 < N < 1
.
Also, sin x for 0 x /2 that is,
2x
2x
x 0, /2 : > x 0, /2 : sin x > n ,

we have
N
D f ( ) 4 m {x 0, /2 : sin x > n }
n=1
N 2x
4 m {x 0, /2 : > n }
n=1

N
n 2
=4m ,
n=1 2 2
N
n 2
=4
n=1 2 2
= 2 N 2 (N + 1)N

N(N + 1)
= 2 N .
2
The definition of N completes the estimate of D f ( ).

1 1 1 1
D f ( ) 2 1 +1 = 3 .
2
Now, for t > 0, we get

1
1
f (t) = inf{ : D f ( ) t} inf{ : 3 t} = 3 + t .

1
Corollary 4.31 If z > 0 and f = (0,1/z) , then ( f4 ) (t) 3 z + t/2 .
Proof. The (one-dimensional) Fourier transform of f is
1/z
eix/z 1
f4(x) = eixt dt = ,
ix
0
if F(x) = sin x
x as in Lemma 4.30 we have
1 eix/2z eix/2z eix/2z

| f4(x)| =
z x/2z 2i
1 sin(x/2z) 1

= = F(x/2z)
2 x/2z z
since we are taking the rearrangement with respect to Lebesgue measure, it respect
dilation. That is, if ga (x) = g(ax), then ga (t) = g (|a|t). These properties together
with Theorem 4.5 (e) and Lemma 4.30 show that
1 1 1 1
( f4) (t) = F (t/2z) = .
z z 3 + t/2z 3 z + t/2

Lemma 4.32. Suppose that f : R C is a compactly supported L1 -function and k

is a positive integer. For any > 0 there exists a compactly supported L1 -function g
such that g (t) = f (t/k) for t > 0 and
g) (t) ( f4) (t/k) +

( f4) (t/k) (4 for t > 0. (4.23)
Proof. We show that for T and N sufficiently large,

k
g(t) = ei jNt f (t + jT )
j=1
will do. It is clear that such a g is compactly supported and in L1 . Choose T so large
that the supports of f (t + jT ), j = a, . . . , k are disjoint. Then no matter what N is for
all > 0 we have
k
m {t : |g(t)| > } = m {t : | f (t + jT )| > } = k m {t : | f (t)| > }
j=1
using the translation invariance of Lebesgue measure. We use this to express the
rearrangement of g in terms of the rearrangement of f .

g (t) = inf : m {s : |g(s)| > } t

= inf : m {s : | f (s)| > } t/k
= f (t/k).
Now, we turn to the Fourier transform of g and the choice of N. By the Riemann
Lebesgue lemma (cf. Appendix C, p. 445) we have

lim f4(x) = 0,
|x|
so, we may choose N so large that

f4(x) < , whenever |x| N/2.
k
Since
k
g4(x) = ei(x jN) jT f4(x jT ),
j=1

we see that if x jN N/2, jN + N/2 for some j then only the jth term of the
sum can contribute more than /k, thus

f4(x jN) g4(x) f4(x jN) + (4.24)

and if x
/ jN N/2, jN + N/2 for any j then none of the terms in the sum can

contribute more than /k so g4(x) < .
Thus, for > 0 we have

g(x)| > }
m {x : |4
k
= m {x jN N/2, jN + N/2 : |4
g(x)| > }
j=1
k
4
m {x jN N/2, jN + N/2 : | f (x jN)| > }
j=1
k
4
= m {x N/2, N/2 : | f (x)| > }
j=1

4
km {x : | f (x)| > } .
g) (t) > then

This implies that if (4

g) (t) = inf m {x |4
(4 : : g(x)| > } t

inf : m {x : | f4(x)| > } t/k

= inf : m {x : | f4(x)| > } t/k +

= f4 (t/k) + .
g) (t/k) , then we also have

Of course, if (4

g4 (t) f4 (t/k) + ,
thus, we have established the second inequality in (4.24).
To prove the first inequality in (4.24) we observe that for all > 0 (4.32) implies
that
k
g(x)| > }
m {x : |4 m g(x)| > }
{x jN N/2, jN + N/2 : |4
j=1
k
m {x jN N/2, jN + N/2 : | 4
f (x jN)| > + }
j=1
k
= m {x N/2, N/2 : | f4(x)| > + }
j=1

k m {x : | f4(x)| > + } ,
where the last equality uses the fact that

f4(x) < for |x| N/2.
Now

g) (t) = inf : m {x : |4
(4 g(x)| > } t

inf : m {x : | f4(x)| > + } t/k

= inf + : m {x : | f4(x)| > + } t/k

inf : m {x : | f4(x)| > } t/k

= f4 (t/k) ,
as required. This completes the proof.

Corollary 4.33 Given z > 0, r > 0, and > 0 there exists a compactly supported
L1 -function g : R C such that
1
y
g = , 1
- and g) (t) + 3 (r + 1)z +
(4 .
0, z 2r
Proof. Let k be the positive integer that satisfies k 1 < r k and set f = (0, 1 ) .
kz
Choose g by Lemma 4.32 so that
g (t) = f (t/k) = [0, 1 ) (t/k) = [0, 1 ) (t)

kz z
and
1 1
4 t t
g4 (t) f (t/k) 3 kz + 3 (r + 1)z + .
2k 2r

Here we have used Corollary 4.31 to estimate f4 .

We recall that the convolution of f and g, denoted by f g, is given by


( f g)(x) = f (x y)g(y) dy.
R
For a thorough study of the convolution, see Section 11.1.
Theorem 4.34. Let f and g be two functions in F(Rn , L ) where supxRn f (x) M
and f vanishes outside a measurable set E with m(E) = s. Let h = f g. Then, for
t >0
h (t) Msg (s)
and
h (t) Msg (t).
Proof. For > 0, define

g(x) if |g(x)|
g (x) =

sgn g(x) if |g(x)| > .
Define g by the equation
g (x) = g(x) g (x).
Then, define functions h1 and h2 by
h = f g = f g + f g =: h1 + h2 .
From elementary estimates involving the convolution we obtain

sup {h2 (x)} = sup{ f g (x)} sup{ f (x)} g 1 M Dg ( ) d .
xRn xE xE

Since g (x) = 0 whenever |g(x)| . Also

sup {h1 (x)} = sup{ f g (x)} f 1 sup{g (x)} Ms
xRn xE xE
and

h2 1 f 1 g 1 Ms Dg ( ) d .

Now set = g (s) in (4.25) and (4.25) and obtain
t
1
h (t) = h (y) dy h
t
0
h1 + h2

Msg (s) + M Dg ( ) d
g (s)

= M sg (s) + Dg ( ) d
g (s)
= Msg (s).
The last equality follows from Theorem 4.34 and thus, the first inequality of the
lemma is established.
To prove the second inequality, set = g (t) and use (4.25) and (4.25) to obtain
t t t

th (t) = h (y) dy h1 (y) dy + h2 (y) dy
0 0 0

th1 + h2 (y) dy
0
= th1 + h2 1

tMsg (t) + Ms Dg ( ) d
g (t)

= Ms tg (t) + Dg ( ) d
g (t)

= Mstg (t),
and our conclusion follows by dividing by t.

Theorem 4.35. If h, f , and g are in F Rn , L such that h = f g, then for any
t >0

h (t) t f (t)g (t) + f (u)g (u) du.

t
Proof. Fix t > 0. Select a doubly infinite sequence {yn }nN whose indices ranges
from to + such that
y0 = f (t), yn = yn+1 , lim yn = , lim yn = 0.

n n
Let
f (z) = fn (z).
n=
Where

0 if | f (z)| yn1

fn (z) = f (z) yn1 sgn f (z) if yn1 < | f (z)| yn

yn yn1 sgn f (z) if yn < | f (z)|.
Clearly, the series converges absolutely and therefore,

h = f g = fn g
n=

0
= fn g + fn g
n= n=1
= h1 + h2 .
with
h (t) h
1 (t) + h2 (t).
To value h2 (t) we use the second inequality of Theorem 4.34 with En = {z :

| f (z)| > yn1 } and = yn yn1 to obtain

h
2 (t) (yn yn1 )D f (yn1 )g (t)
n=1

= g (t) D f (yn1 )(yn yn1 ).
n=1
The series on the right is an infinite Riemann sum for the integral

D f (y) dy,
f (t)
and provides an arbitrarily close approximation with an appropriate choice of the

sequence {yn }nN . Therefore,

h
2 (t) g (t)
D f (y) dy. (4.25)
f (t)
By the first inequality of Theorem 4.34.


h
1 (t) (yn yn1 )D f (yn1 )g
D f (yn1 ) .
n=1
The sum on the right is an infinite Riemann sum tending (with proper choice
of yn ) to the integral

f (t)
D f (y)g D f (y) dy.
0
We shall evaluate the integral by making the substitution y = f (u) and then
integrating by parts. In order to justify the change of variable in the integral, consider
a Riemann sum
D f (yn1 )g D f (yn1 ) (yn yn1 )
n=1
that provides a close approximation to

f (t)
D f (y)g D f (y) dy.
0
By adding more points to the Riemann sum if necessary, we may assume that
the left-hand end point of each interval on which D f is constant is included among
the yn . Then, the Riemann sum is not changed if each yn that is contained in the
interior of an interval on which D f is constant is deleted. It is now an easy matter to
verify that for each of the yn there is precisely one element, un such that
remaining
yn = f (un ) and that D f f (un ) = un . Thus, we have

D f (yn1 )g D f (yn1 ) (yn yn1 ),
n=1
which, by adding more points if necessary, provides a close approximate to

ug (u)d f (u).
t
Therefore, we have

f (t)

h1 (t) D f (y)g D f (y) dy
0

= ug (u)d f (u)
t

= ug (u) f (u) + f (u)g (u) du

t
t

tg (t) f (t) + f (u)g (u) du. (4.26)
t
To justify the integration by parts, let be an arbitrary large number and choose
um such that t = u1 u2 . . . um+1 = .
Observe that
g ( ) f ( ) tg (t) f (t)
m , - m , -
= un+1 g (un+1 ) f (un+1 ) f (un ) + f (un ) g (un+1 )un+1 g (un )un

n=1 n=1

m , - m un+1

= un+1 g (un+1 ) f (un+1 ) f (un ) + f (un ) g (s) ds
n=1 n=1
un
m , - m
un+1 g (un+1 ) f (un+1 ) f (un ) + f (un )g (un )[un+1 un ].
n=1 n=1
This shows that

g ( ) f ( ) tg (t) f (t) ug (u) d f (u) + f (u)g (u) du.
t t
To establish the opposite inequality, write
g ( ) f ( ) tg (t) f (t)
m , - m , -
= un g (un ) f (un+1 ) f (un ) + f (un+1 ) g (un+1 )un+1 g (un )un
n=1 n=1

m , - m un+1

= un g (un ) f (un+1 ) f (un ) + f (un+1 ) g (s) ds
n=1 n=1
un
m , - m
un g (un ) f (un+1 ) f (un ) + f (un+1 )g (un+1 )[un+1 un ].
n=1 n=1
Now let to obtain the desired equality. Thus, from (4.25), (4.26), and
Theorem 4.34

h
1 (t) + h2 (t) g (t) t f (t) +

D f (y) dy + f (u)g (u) du
f (t) t

t f (t)g (t) + f (u)g (u) du.
t

Theorem 4.36. Under the hypotheses of Theorem 4.35, we have

h (t) f (u)g (u) du.
t
Proof. We may as well assume the integral on the right is finite and then conclude
lim u f (u)g (u) = 0. (4.27)

u
By Theorem 4.35 and the fact that f f , we have

h (t) t f (t)g (t) + f (u)g (u) du
t

t f (t)g (t) + f (u)g (u) du (4.28)
t
Note that since f and g are nonincreasing

u
d d 1
f (u) = f (s) ds
du du u
0
u
1 1
= f (s) ds + f (u)
u2 u
0

u
1 1
= f (u) f (s) ds
u u
0
1& '
= f (u) f (u)
u
and
u
d d
ug (u) = g (s) ds = g (u),
du du
0
for almost all (in fact, all but countably many) u. Since f and g are absolutely
continuous, we perform integration by parts and employ (4.27) and (4.28) to obtain
, - / 0

h (t) t f (t)g (t) + u f (u)g (u) + f (u) f (u) g (u) du
t
t
/ 0
= f (u) f (u) g (u) du
t

f (u)g (u) du.
t

4.4 Problems
4.37. Try to understand geometrically the meaning of the maximal function f

given by (4.17).

4.38. Let [0, ], L , m be the usual Lebesgue measure space and let f be defined
as

0, x = 0,

log 1x , 0 < x < 1,
1

f (x) = , 1 x 2,

1
, 2 < x < 3,

log x2

0, x 3.
Show that
(a) D f ( ) = 1 + 2e .
(b)

, 0 t 1,

f (t) = log t1
2
, 1 < t < 3,

0, t 3.
4.4 Problems 181
Remark: From the above example, we get that even if f is infinite over some non-
degenerate interval the distribution and the decreasing rearrangement functions are
still well defined.
4.39. Let us take f : [0, ) R as

x(1 x), x [0, 1),
f (x) =
0, x > 1.
Find f (t).
4.40. On Rn , let ( f )(x) = f ( x), > 0, be the dilation operator. Show that
(a) D ( f ) ( ) = n D f ( ).

(b) ( f ) (t) = f ( nt).
4.41. Suppose that denotes the Lebesgue measure on the -algebra B of Borel
subset of R and for each a > 0 put fa (x) = ea|x| and ga (x) = eax for x R.
2
(a) Calculate D fa and fa for a > 0.

(b) Calculate Dga and ga for a > 0.
4.42. If f L p (Rn , A , m), 1 < p < , prove that

1/p 1/p

p p
( f (t)) dt | f (x)| p dx .
p1
0 Rn
Remark: Try to use a different approach from the techniques used in the proof of
Theorems 3.64 and 10.5.
4.43. Prove or disprove the following statements. Let (X, A , ) be a measure space:
1. f E and f (0, (E)) are equimeasurable for any A -measurable set E.
2. Let be an absolutely continuous function on [0, +) with (0) = 0. If E is an
A -measurable function, then

(E)
(| f |) d = ( f (t)) dt.
E 0
4.44. Let (X, A , ) be a finite nonatomic measure space, suppose that f belongs to
F (X, A ) and let t be any number satisfying 0 t (X). Prove that there is a
measurable set Et with (Et ) = t such that
t
| f | d = f (s) ds.
Et 0
Moreover, the sets Et can be constructed so as to increase with t:
0 s t (X), then Es Et .
Hint: See [1] Lemma 2.5 on p. 46.
Section 4.3 is largely based on the paper Sinnamon [70].

The decreasing rearrangement of functions was introduced in Hardy and Little-
wood [28]. It appeared in book form in Hardy, Littlewood, and Polya [30]. Exposi-
tion on the topic has also been given by Grothendieck [24], Lorentz [43], Day [15],
Chong and Rice [7], Ryff [63], among others. For the history of the rearrangement,
we refer to the book by Bennett and Sharpley [1] and the references cited there.
The introduction of the function f is due to Calderon [4].
Chapter 5
Weak Lebesgue Spaces
Mathematics is the most beautiful and most powerful creation of

the human spirit.
STEFAN BANACH
Abstract In this chapter we study the so-called weak Lebesgue spaces which are one
of the first generalizations of the Lebesgue spaces and a prototype of the so-called
Lorentz spaces which will be studied in a subsequent chapter. In the framework
of weak Lebesgue spaces we will study, among other topics, embedding results,
convergence in measure, interpolation results, and the question of normability of
the space. We also show a Fatou type lemma for weak Lebesgue spaces as well
as the completeness of the quasi-norm. The Lyapunov inequality and the Holder
inequality are shown to hold.
5.1 Weak Lebesgue Spaces
We start with a simple observation that will be used when defining the weak
Lebesgue space.
Lemma 5.1. Let (X, A , ) be a measure space and f be an A -measurable function

that satisfies p
C
({x X : | f (x)| > }) (5.1)

for some C > 0. Then
p3 1/p
C 1/p
inf C > 0 : D f ( ) = sup D f ( )
p
= sup D f ( ) ,
>0 >0
where D f is the distribution function given by (4.1).

184 5 Weak Lebesgue Spaces

p3
C
= inf C > 0 : D f ( ) ,

and 1/p
B= sup D f ( )
p
.
>0
Since f satisfies (5.1) then

p
C
D f ( ) ,

for some C > 0, then

p 3
C
C > 0 : D f ( ) > 0
= 0.
/

On the other hand p D f ( ) B p , thus { p D f ( ) : > 0} is bounded above by

B and so B R.
p
Therefore
p 3
C
= inf C > 0 : D f ( ) > 0 B. (5.2)

Now, let > 0, then there exists C such that
C < + ,
and thus
Cp ( + ) p
D f ( ) < ,
p p
from which we get
sup p D f ( ) < ( + ) p .
>0
By the arbitrariness of > 0, we obtain B < which, together with (5.2), we obtain
B = .

We now introduce the weak Lebesgue space.

Definition 5.2. Let 0 0
5.1 Weak Lebesgue Spaces 185
Two functions will be considered equal if they are equal -a.e., as in the case of L p
spaces.
The weak Lebesgue spaces are larger than the Lebesgue spaces, which is just a
restatement of the Chebyshev inequality, namely:
Theorem 5.3 For any 0 } | f | p du | f | p du = % f | L p % ,
{| f |> } X
therefore p
f | Lp
{x X : | f (x)| > } . (5.5)

Hence f L(p,) , which means that (5.3).
Next, from (5.5) we have
1/p

p % %
sup D f ( ) % f | Lp%
>0
from which (5.4) follows.

The inclusion (5.3) is strict. We give a counter-example for a particular measure

space. Let f (x) = x1/p on (0, ) with the Lebesgue measure. Note
3
1 1
m x (0, ) : 1/p > = m x (0, ) : |x| 0 D f ( )1/p satisfies a quasi-triangle
inequality and is also a homogeneous functional.
Theorem 5.4 Let f , g L(p,) . Then

% % % %
(a) %c f | L(p,) % = |c|% f | L(p,) % for any constant c,
% % % %p % % p 1/p
(b) % f + g | L(p,) % 2 % f | L(p,) % + %g | L(p,) % .
Proof. (a) For c > 0 we have

x X : |c f (x)| > = x X : | f (x)| > ,
c

in other words, Dc f ( ) = D f .
c
We then have
1/p
c f | L(p,) = sup p Dc f ( )
>0
1/p

= sup p D f
>0 c
1/p
= sup c p w p D f (w)
cw>0
1/p
=c sup w D f (w)
p
,
cw>0
which means
c f | L(p,) = c f | L(p,) .
(b) Note that

x X : | f (x) + g(x)| > x X : | f (x)| > x X : |g(x)| > .
2 2
Hence

{x X : | f (x) + g(x)| > }

x X : | f (x)| > + x X : |g(x)| > ,
2 2
then

D f +g ( ) D f
p p
+ Dg
p
2 2
5.2 Convergence in Measure 187
and 9 :
p D f +g ( ) 2 p sup p D f ( ) + sup p Dg ( ) ,
>0 >0
therefore
% % % % % % 1/p
% f + g | L(p,) % 2 % f | L(p,) % p + %g | L(p,) % p ,

5.2 Convergence in Measure
Next, we discuss some convergence notions.

We now discuss some convergence issues. We will see that the convergence in
measure is a more general property than convergence in either L p or L(p,) , namely:
Theorem 5.5 Let 0 0 we have:

1
{x X : | fn (x) f (x)| > } p | fn f | p d

X

p {x X : | fn (x) f (x)| > } fn f | L p p
sup p D fn f ( ) fn f | L p p ,
>0
and thus
fn f | L(p,) fn f | L p .
This shows that convergence in L p implies convergence in weak Lebesgue
spaces. The case p = is tautological.
(b) Give > 0 find an n0 N such that for n > n0 , we have
1/p
0
then taking = , we conclude that

p {x X : | fn (x) f (x)| > } < p+1 ,

for n > n0 , hence {x X : | fn (x) f (x)| > } < for n > n0 .

We now show a sequence which convergences in measure to the zero function,

but do not convergence in the L(p,) sense.
Example 5.6. Fix 0 0} = ,
k
thus
lim m {x [0, 1] : fk, j (x) > 0} = 0,
k
m
that is fk, j 0.
Likewise, observe that

1/p

fk, j | L(p,) = sup m {x [0, 1] : fk, j (x) > }
p
>0
1/p
k1
sup = 1,
k1 k
which implies that fk, j does not converge to 0 in L(p,) .

From the previous result and the so-called Riesz Theorem it turns out that every
convergent sequence in L(p,) has a subsequence that converges -a.e. to the same
limit. Due to the importance of Riesz Theorem we will prove it below.
Theorem 5.7 (Riesz). Let fn and f be complex-valued measurable functions on a

measure space (X, A , ) and suppose fn f . Then some subsequence of fn con-
verges to f -a.e.
Proof. For all k = 1, 2, ... choose inductively nk such that

{x X : | fn (x) f (x)| > 2k } < 2k , (5.6)
and such that n1 < n2 < ... < nk < .... Define the sets

Ak = x X : | fnk (x) f (x)| > 2k .
Equation (5.6) implies that

(
Ak (Ak ) 2k = 21m , (5.7)
k=m k=m k=m
5.2 Convergence in Measure 189
for all m = 1, 2, 3, ... It follows from (5.7) that

(
Ak 1 < . (5.8)
k=1
.Using

(5.7) and (5.8), we conclude that the sequence of the measure of the sets

k=m Ak mN
converges as m to

(
5
Ak = 0. (5.9)
m=1 k=m
To finish the proof, observe that the null set in (5.9) contains the set of all x X for
which fnk (x) does not converge to f (x).

In many situations we are given a sequence of functions and we would like to

extract a convergent subsequence. One way to achieve this is via the next theorem
which is a useful variant of theorem 5.7, relying on the notion of Cauchy sequence
in measure.
Theorem 5.8. Let (X, A , ) be a measure space and let { fn }nN be a complex val-
ued sequence on X, that is Cauchy in measure. Then some subsequence of fn con-
verges -a.e.
Proof. The proof is very similar to that of Theorem 5.7. For all k = 1, 2, . . . choose
an increasing sequence nk inductively such that

{x X : | fnk (x) fnk+1 (x)| > 2k } < 2k . (5.10)
Define
Ak = x X : | fnk (x) fnk+1 (x)| > 2k .
As shown in the proof of Theorem 5.7, from the condition (5.10) we get

(
5
Ak = 0, (5.11)
m=1 k=m

.
for x
/ Ak and i j j0 m (and j0 large enough) we have
k=m
i1 i
| fni (x) fn j (x)| | fnl (x) fnl+1 (x)| 2l 21 j 21 j0 .
l= j l= j
This implies that the sequence { fni (x)}iN is Cauchy for every x in the set

k=m Ak and therefore converges for all such x. We define a function

.
;

lim fn j (x) when x
/ Ak ,
j m=1 k=m
f (x) =

.
;

when x
0 Ak ,
m=1 k=m
which implies that fn j f -almost everywhere.

The next result shows that, under some measure finiteness condition on the func-
tion f , if the function f belongs to the weak Lebesgue space L(p,) it will also belong
to the Lebesgue space Lq for q < p.

Theorem 5.9 If f L(p,) and {x X : f (x)
= 0} < , then f Lq for all q < p.
On the other hand, if f L(p,) L then f Lq for all q > p.
Proof. If p < , we write

| f (x)| d = q
q
q1 D f ( )d
X 0
1
=q q1
D f ( )d + q q1 D f ( )d .
0 1

We have that {x X : | f (x)| > } C, since {x X : | f (x)| > }
{x X : f (x)
= 0} , from which we get
1
qC qp
| f (x)|q d qC q1 d + qC qp1 d = C + < ,
q p 1
X 0 1
in other words, f Lq .
Let f L(p,) L . Then

| f (x)| d = q
q
q1 D f ( )d
X 0
M
=q q1
D f ( )d + q q1 D f ( )d ,
0 M
where M = ess sup | f (x)|. Note that

{x X : | f (x)| > } = 0 for > M,
5.3 Interpolation 191
since f L(p,) L , therefore

% %
% f | L(p,) % p
q q1
D f ( )d = 0 and D f ( ) .
p
M
From the above considerations, we have

M
| f (x)| d = q
q
q1 D f ( )d
X 0
M
% %p
q% f | L(p,) % qp1 d
0
% %p
q% f | L(p,) % M qp
= ,
q p
which is finite, therefore f Lq .

5.3 Interpolation
It is a useful fact that if a function is in L p (X, ) Lq (X, ), then it also lies in

Lr (X, ) for all p < r < q. We now show that a similar result holds for the case of
weak Lebesgue spaces, namely:
Theorem 5.10 Let f L(p0 ,) L(p1 ,) with p0 1} = f1 + f2 .
Observe that f1 f and f2 f . In particular f1 L(p0 ,) and f2 L(p1 ,) . Also,
write that f1 is bounded and

{x X : f2 (x)
= 0} = {x X : | f (x)| > 1} < C < .
Therefore by Theorem 5.9, we have f1 L p and f2 L p . Since L p is a linear
vector space, we conclude that f L p .

The previous result can be improved in the sense that we can explicitly obtain a
bound for the Lr norm of a function using the weak Lebesgue norms.
Theorem 5.11 Let 0 < p < q and let f in L(p,) L(q,) . Then f is in Lr for all
p < r < q and
1/r 1 1 1 1
% % r r % % rq % % pr
% f | Lr % + % f | L(p,) % 1p q1 % f | L(q,) % 1p q1 (5.12)
r p qr
with the suitable interpolation when q = .
Proof. Let us take first q < . We know that

% % % % 3
% f | L(p,) % p % f | L(q,) %q
D f ( ) min , , (5.13)
p q
and set % % 1
% f | L(q,) %q qp
B= % % . (5.14)
% f | L(p,) % p
By (5.13), (5.14), we have

% %
% f | Lr %r = r r1 D f ( )d
0
% % % %
% f | L(p,) % p % f | L(q,) %q
r r1
min , d
p q
0
B
r1p %
% %p % %q
=r f | L(p,) % d + r r1q % f | L(q,) % d (5.15)
0 B
r % % % %
% f | L(p,) % p Brp + r % f | L(q,) %q Brq
=
r p qr

r r % % qr % % rp
= + % f | L(p,) % p qp % f | L(q,) %q qp .
r p qr
Observe that the integrals converge, since r p > 0 and r q < 0.

The case q = is easier. Since D f ( ) = 0 for > f L we need to use only the
inequality % %p
D f ( ) p % f | L(p,) % ,
for f L in estimating the first integral in (5.15). We obtain
% % r % % % %
% f | Lr %r % f | L(p,) % p % f | L %rp ,
r p
Which is nothing other than (5.12) when q = . This completes the proof.

Note that (5.12) holds with constant 1 if L(p,) and L(q,) are replaced by L p and
Lq , respectively. It is often convenient to work with functions that are only locally
in some L p space. This leads to the following definition.
p p
Definition 5.12. For 0 < p < , the space Lloc (Rn , L , m) or simply Lloc (Rn ) is the
set of all Lebesgue-measurable functions f on R that satisfy
n

| f (x)| p dx < , (5.16)
K
for any compact subset K of Rn . Functions that satisfy (5.16) with p = 1 are called
locally integrable functions on Rn .
The union of all L p (Rn ) spaces for 1 p is contained in Lloc

1
(Rn ).
More generally, for 0 < p < q < we have the following:

q p
Lq (Rn ) Lloc (Rn ) Lloc (Rn ).
Functions in L p (Rn ) for 0 < p < 1 may not be locally integrable. For example,
take f (x) = |x| n {x:|x|1} which is in L p (Rn ) when p < n/(n + ), and observe
that f is not integrable over any open set in Rn containing the origin.
In what follows we will need the following useful result.
Theorem 5.13 Let {a j } jN be a sequence of positives reals.

(a) a j aj for any 0 1. If aj < .
j=1 j=1 j=1

(b) aj a j for any 1 < . If a j < .
j=1 j=1 j=1

N N
(c) a j N 1 aj when 1 < .
j=1 j=1

N N
(d) aj N 1 a j when 0 1.
j=1 j=1
Proof. (a) We proceed by induction. Note that if 0 1, then 1 0, also

a1 + a2 a1 and a1 + a2 a2 from this we have (a1 + a2 ) 1 a1 1 and (a1 +
a2 ) 1 a2 1 therefore
a1 (a1 + a2 ) 1 a1 and a2 (a1 + a2 ) 1 a2 .
Hence
a1 (a1 + a2 ) 1 + a2 (a1 + a2 ) 1 a1 + a2 ,
next, pulling out the common factor on the left-hand side of the above inequal-
ity, we have
(a1 + a2 ) 1 (a1 + a2 ) a1 + a2 ,
(a1 + a2 ) a1 + a2 .
Now, suppose that

n n
a j aj ,
j=1 j=1
holds. Since
n
a j + an+1 an+1 ,
j=1
and
n n
a j + an+1 a j,
j=1 j=1
we have 1
n
a j + an+1 1
an+1 ,
j=1
and 1 1
n n
a j + an+1 a j .
j=1 j=1
Hence
1
n n n
a j + an+1 a j + an+1 an+1 + a j
j=1 j=1 j=1

n n
a j + an+1 an+1 + a j
j=1 j=1
n n+1
an+1 + aj = aj .
j=1 j=1
Since j=1 aj < , we have

a j aj .
j=1 j=1
(b) Since j=1 a j < , then lim a j = 0, which implies that there exists n0 N such
j
that
0 < a j < 1 if j n0 , since 1 < ,
we obtain
aj < a j for all j n0 ,
and from this we have

aj < .
j=1
1
Consider the sequence {aj } jN , since 1 , then 0 < 1 and by item (a)

1
1
aj aj = a j,
j=1 j=1 j=1
and thus

aj a j .
j=1 j=1
(c) By Holders inequality we have

1 1 1 1
N N N N
a j 1 aj = N 1

aj ,
j=1 j=1 j=1 j=1
then
N N
a j N 1 aj .
j=1 j=1
(d) On more time, by Holders inequality

1
N N 1
N N
aj 1 aj = N 1 a j .
j=1 j=1 j=1 j=1
This ends the proof.

We now obtain some bound for the norm of the sum of functions in weak
Lebesgue spaces.
Theorem 5.14 Let f1 , . . . , fN belong to L(p,) . Then

% %
%N %
% % N
%
(a) % f j | L(p,) %
% N f j | L(p,) for 1 p < .
% j=1 % j=1
% %
%N %
% % N
(b) %
% j (p,) %
% f j | L(p,) for 0 0 and N 1

| f1 | + ... + | fN | | f1 + f2 + ... + fN | > .
N
Thus

x X : | f1 + f2 + . . . + fN | >

x X : | f1 | > x X : | f2 | > . . . x X : | fN | > .
N N N
Then

N

{x X : | f1 + f2 + ... + fN | > } x X : | f j| >
N
,
j=1
that is
N

D f j ( ) Dfj N
.
j=1
Hence
% N %p
% %
% f j | L(p,) % = sup p D f j ( )
j=1 >0

N

sup D f j p
j=1 >0 N
N
= sup
>0
p DN f ( ) j
j=1
N
= N f j | L(p,) p
j=1
N
= N p f j | L(p,) p ,
j=1
thus 1p
% N % N
% %
% f j | L(p,) % N f j | L(p,) p .
j=1 j=1
By Theorem 5.13 (a) since 0 < 1

p < 1 we have

% N % N
% %
% f j | L(p,) % N f j | L(p,) .
j=1 j=1
(b) As in item (a) we have

% N %p N % %
% %
% f j | L(p,) % N p % f j | L(p,) % .
p
j=1 j=1
Since 0 < p < 1, then 1 < 1p , next by Theorem 5.13 (c) we have
1p
% N % N % %
% %
% f j | L(p,) % N % f j | L(p,) %
p
j=1 j=1
N % % p 1p
N(N p 1 ) % f j | L(p,) %
1
j=1
N % %
% f j | L(p,) %,
1
=Np
j=1

Theorem 5.15 Given a measurable function f on (X, ) and > 0, define f :=

f {| f |> } and f := f f = f {| f | } .
(a) Then
D f ( ) when > ,
D f ( ) =
D f ( ) when .
and
0 when ,
D f ( ) =
D f ( ) D f ( ) when < .
(b) If f L p (X, ), then

% %
% f | L p % p = p p1 D f ( ) d + p D f ( ),

% %
% f | Lp%p = p p1 D f ( ) d p D f ( ),
0

| f | p d = p p1 D f ( ) d p D f ( ) + p D f ( ).
<| f |
(c) If f is in L(p,) then f is in Lq (X, ) for any q > p and f is in Lq (X, ) for
any q < p. Thus L(p,) L p0 +L p1 when 0 < p0 } (x) > } = {x : | f (x)| > } {x : | f | > } ,
if > , then {x : | f (x)| > } {x : | f | > }, thus

D f ( ) = {x : | f (x)| > } {x : | f | > }

= {x : | f (x)| > }
= D f ( ).
If , then {x : | f (x)| > } {x : | f | > }, thus

D f ( ) = {x : | f (x)| > } {x : | f | > } = {x : | f (x)| > } = D f ( ),
which entails
D f ( ) when > ,
D f ( ) = (5.17)
D f ( ) when .
Next, consider

D f ( ) = {x : | f (x)|{| f | } (x) > }

= {x : | f (x)| > } {x : | f | } ,
if then {x : | f | > } {x : | f (x)| } = 0,

/ thus D f ( ) = 0.
If < , then

D f ( ) = {x : | f (x)| > } {x : | f (x)| }

= {x : | f (x)| > } {x : | f (x)| > }

= {x : | f (x)| > }\{x : | f (x)| > }

= {x : | f (x)| > } {x : | f (x)| > }
= D f ( ) D f ( ),
and hence
0, when ,
D f ( ) = (5.18)
D f ( ) D f ( ), when < .
(b) If f L p (X, ), then

% %
% f | L p % p = p p1 D f ( ) d
0

=p p1
D f ( ) d + p p1 D f ( ) d ,
0
By (5.17) we have

% %
% f | L p % p = p p1
D f ( ) d + p p1 D f ( ) d
0

= p D f ( ) + p p1 D f ( ) d .

We also have

% %
% f | Lp%p = p p1 D f ( ) d
0

=p p1
D f ( ) d + p p1 D f ( ) d ,
0
by (5.18) we obtain

% %
% f | Lp%p = p p1 D f ( ) D f ( ) d
0

=p p1 D f ( ) d p D f ( ).
0
Next,

| f | p d
<| f |

= | f | d
p
| f | p d
| f |> | f |>

= | f | {| f |> } d
p
| f | p {| f |> } d
X X

= | f | p d | f | p d
X X

=p p1
D f ( ) d + D f ( ) p p
p1 D f ( ) d p D f ( )


= p p1 D f ( ) d p1 D f ( ) d + p D f ( ) p D f ( )

=p p1 D f ( ) d p D f ( ) + p D f ( ).

(c) We know that % %

% f | L(p,) % p
D f ( ) ,
p
then if q > p

% %
% f | Lq %q = q q1 D f ( ) d q D f ( )
0
% %
% f | L(p,) % p
q q1
d q D f ( )
p
0
% % p qp
= q% f | L(p,) % q D f ( )
q p
% % p qp
q% f | L(p,) %
q p
which is finite, therefore f Lq if q > p.
Now, if q < p, then

% %
% f | Lq %q = q q1 D f ( ) d + q D f ( )

% %p
q% f | L(p,) % qp1 d + q D f ( )

qp % %
% f | L(p,) % p + q D f ( ),
=q
pq
which is finite, thus f Lq if q < p.
Finally, since f L(p,) and
f = f + f ,
where f L p1 if p < p1 and f L p0 if p0 < p. Then L(p,) L p0 + L p1 when
0 < p0 < p < p1 .

Theorem 5.16 Let (X, ) be a measure space and let E be a subset of X with
(E) < . Then
(a) for 0 < q } d
0
1
(E) p f |L(p,)

q q1
(E) d + q q1 D f ( ) d
0 1
(E) p f |L(p,)
1
(E) p f |L(p,)

f | L(p,) p
q q1
(E) d + q q1 d
p
0 1
(E) p f |L(p,)
q q qp
= (E) p f | L(p,) (E) + (E) p f | L(p,)
1 1
f | L(p,) p
pq
q q q
= (E)1 p f | L(p,) q + (E)1 p f | L(p,) q
pq
p q
= (E)1 p f | L(p,) q ,
pq
i.e.
p q% %q
| f |q d (E)1 p % f | L(p,) % .
pq
E
(b) If (X) < , then

p q% %q
| f |q d (X)1 p % f | L(p,) % .
pq
X
Hence L p L(p,) Lq .

Corollary 5.17 Let (X, ) be a measurable space and let E be a subset of X with
(E) < . Then % %
% % % %
% f | L p % (4 (E))1/p % f | L(p,) %,
2
and thus L(p,) L p/2 .
Proof. Since 0 < p

2< p we can apply Theorem 5.16 to obtain

p % % p/2
| f | p/2 d p %f | L
1 p/2 %
p (E) (p,)
p 2
E
% % p/2
= 2 (E)1/2 % f | L(p,) %
from which we get % %

% % % %
% f | L 2p % (4 (E))1/p % f | L(p,) %,
which entails that L(p,) L p/2 .

5.4 Normability
Let (X, A , ) be a measure space and let 0 < p < . Pick 0 < r < p and define
1r

1
(E) r + p | f |r d ,
1
||| f | L(p,) ||| = sup
0< (E)<
E
where the supremum is taken over all measurable subsets E of X of finite measure.
Theorem 5.18 Let f be in L(p,) . Then

1r
% % p % %
% f | L(p,) % f | L(p,) % f | L(p,) %.
pr
5.4 Normability 203
Proof. By Theorem 5.16 with q = r we have

1r

1
(E) r + p | f |r d
1
f | L(p,) = sup
0< (E)<
E
1
p %
1 pr %
%r r
sup (E) 1r + 1p
(E) f | L(p,) %
0< (E)< pr
1r
p 1% %
= sup (E) r + p (E) r p % f | L(p,) %
1 1 1
0< (E)< pr
1r
p % %
= % f | L(p,) %.
pr
On the other hand, by definition

1r

1
(E) r + p | f |r d f | L(p,) ,
1
for all E A such that (E) < . Now, let us consider A = {x : | f (x)| > } for
f L(p,) . Observe that (A) < . Then

1r p

1
f | L(p,) p (A) r + p | f |r d
1
pr

p
D f ( ) r +1 r d
A
pr +1 p
= D f ( ) p D f ( ) r
= p D f ( ).
That is
p D f ( ) f | L(p,) ,
and thus
sup p D f ( ) f | L(p,) ,
>0

The next result is a Fatou type lemma adapted to the framework of weak
Lebesgue spaces.
Lemma 5.19 (Fatous type lemma). For all measurable function gn on X we have
% % % %
% %
%lim inf |gn | | L(p,) % Cp lim inf%
%g | L
%
%,
% n % n
n
(p,)
for some constant Cp that depends only on p (0, ).

Proof. By Fatous lemma, we have
% %
% %
%lim inf |gn | | L(p,) % lim inf |gn | | L(p,)
% n % n
1r
r
1
(E) r + p
1
= sup lim inf |gn | d
0< (E)< n
E
1r

1
(E) r + p
1
sup lim inf |gn |r d
0< (E)< n
E
1r

1
(E) r + p lim inf
1
sup |gn |r d
0< (E)< n
E
1r

1
(E) r + p |gn |r d
1
lim inf sup
n 0< (E)<
E
1r
p % %
lim inf %gn | L(p,) %
n pr
1r
p % %
= lim inf %gn | L(p,) %.
pr n

The following result is an improvement of Lemma 5.19.
Lemma 5.20. For all measurable functions gn on X we have
% % % %
% lim inf |gn | | L(p,) % lim inf %gn | L(p,) %.
n n
Proof. Since
Dlim inf |gn | ( ) lim inf Dgn ( ),
n n
then

Cp Cp
C > 0 : lim inf Dgn ( ) p C > 0 : Dlim inf |gn | ( ) p .
n n
5.4 Normability 205
From the above considerations, we have

% % p
% lim inf |gn | | L(p,) % = inf C > 0 : Dlim inf |g | ( ) C
n n
n
p

Cp
inf C > 0 : lim inf Dgn ( ) p
n

Cp
= lim inf inf C > 0 : Dgn ( ) p
n
% %
= lim inf %gn | L(p,) %,
n

Theorem 5.21 Let 0 < p < 1, 0 < s < , and (X, A , ) be a measurable space
(a) Let f be a measurable function on X. Then

s1p % %
% f | L(p,) % p .
| f | d
1 p
{| f |s}
(b) Let f j , 1 j m, be measurable functions on X. Then
% % m % %p
% max | f j | | L(p,) % p % f j | L(p,) % .
1 jm
j=1
(c)
% % % %p
% f1 + ... + fm | L(p,) % p m 2 p
m
1 p % f j | L(p,) % .
j=1
The latter estimate is refereed to as the pnormability of L(p,) for p < 1.
Proof. By Theorem 5.15 (b) with p = 1, we have

| f | d = | f |{| f |s} d
{| f |s} X

= | f s | d
X
s
= D f ( ) d sD f (s)
0
s
p D f ( )
d
p
0
s
% %p d
% f | L(p,) %
p
0
s1p % %
% f | L(p,) % p .
=
1 p
(b) Let max | f j (x)| = fk (x) for some 1 k m. Then

1 jk

Dmax | f j | ( ) = {x max | f j (x)| > }
:
1 jm

= {x : fk (x) > } = D fk ( ) for some 1km
m
D f ( ).
j
j=1
We now obtain
m
p Dmax | f j | ( ) sup p D f ( ), j
j=1
and thus
% % m % %p
% max | f j | | L(p,) % p % f j | L(p,) % .
1 jm
j=1
(c) Observe that

max | f j | | f1 | + | f2 | + ... + | fm |,
1 jm
from which

x : max | f j (x)| > x : | f1 | + ... + | fm | > ,
1 jm
and then

x : | f1 |+...+| fm | >

= x : | f1 |+...+| fm | > x : max | f j (x)| x : max | f j (x)| > .
1 jm 1 jm
We now have

D f1 +...+ fm ( ) = {x : | f1 + ... + fm | > }

{x : | f1 | + ... + | fm | > }

{x : | f1 | + ... + | fm | > } {x : max | f j (x)| }
1 jm
5.4 Normability 207

+ {x : max | f j (x)| > }
1 jm

= x {x : max | f j (x)| } : | f1 | + ... + | fm | >
1 jm

+ {x : max | f j (x)| > }
1 jm

= x : | f1 | + ... + | fm | {x:max | f j | } >

+ {x : max | f j (x)| > } .
1 jm
By Chebyshevs inequality

1
D f1 +...+ fm ( ) | f1 | + ... + | fm | d + Dmax | f j | ( )

{x:max | f j | }
m
1
= | f j | d + Dmax | f j | ( )
j=1
{x:max | f j | }
m
1
max | f j | d + Dmax | f j | ( ).
j=1
1 jm
{x:max | f j | }
By item (a) we have

m
1
max | f j | d + Dmax | f j | ( )
1 jm
j=1
{x:max | f j | }
% %p
m
1 1p % % p % max | f j | | L(p,) %
% %

1 jm
% max | f j | | L(p,) % +
j=1 1 p 1 jm p
% %
p % % % max | f j | | L(p,) % p
m
% % p m
% max | f j | | L(p,) % +
1 jm
.
j=1 1 p 1 jm
j=1 p
Finally by item (b) we obtain

m % %p
1 % %
p D f1 +...+ fm ( ) 1 p + 1 % max
1 jm
| f j | | L(p,) %
j=1
m
2 p % %
%p
%
= % max | f j | | L(p,) %
j=1 1 p
1 jm
2 p m m % %p

1 p % f j | L(p,) %
j=1 j=1
2 p m % %p
=m
1 p % f j | L(p,) % .
j=1

We now show a log-convex type inequality for the weak Lebesgue spaces, the
so-called Lyapunovs inequality.
Theorem 5.22 (Lyapunovs inequality) Let (X, ) be a measurable space. Sup-

pose that 0 < p0 < p < p1 < and 1p = 1 p0 + p1 for some [0, 1]. If f
L(p0 ,) L(p1 ,) then f L(p,) and
% % % %1 % %
% %
% f | L(p,) % % f | L(p0 ,) % % f | L(p1 ,) % .
Proof. Observe that

/ 0p 1
p D f ( ) = p(1 + ) D f ( )
p

/ 0 p 1 +
= p(1 ) p D f ( )
p0 p1

/ 0 p 1 / 0 p
= p(1 ) D f ( ) p D f ( ) 1
p0 p

/ 0 p 1 / 0 p
p p
= D f ( )
p0 0
D f ( ) 1 .
p1
Thus
/% % 0 p 1 /% % 0 p
p D f ( ) % f | L(p0 ,) % 0 % f | L(p ,) % p1 p1 ,
p p0
1
from which

/% % 0 p 1 /% % 0 p
sup p D f ( ) % f | L(p0 ,) % 0 % f | L(p ,) % p1 p1
p p0
1
>0
and this entails

% % % % % %
% f | L(p,) % % f | L(p ,) %1 % f | L(p ,) % ,
0 1

5.4 Normability 209
We now arrive at the Holder inequality in weak Lebesgue spaces.
Theorem 5.23 (Holders inequality). Let f j be in L(p j ,) where 0 < p j < and
1 j k. Let
1 1 1
= + ... + .
p p1 pk
Then
% % k 1 k % %
% f1 fk | L(p,) % p 1p p p j % f j | L(p ,) %.
j j
j=1 j=1
% %
Proof. Let us consider % f j | L(p j ,) % = 1, 1 j k, and let x1 , . . . , xn be a positive
real numbers such that
1 1
. . . = ,
x1 xk
then

1 1
D f1 ... fk ( ) = D f1 ... fk ...
x1 xk

1 1 1
D f1 + D f2 + . . . + D fk . (5.19)
x1 x2 xk
Since p j
% %p 1 1
1 = % f j | L(p j ,) % j sup Dfj ,
j xj xj
then p j
1 1
Dfj 1,
xj xj
thus
1 p
Dfj xj j for 1 j k.
xj
Hence, we can write (5.19) as follows

1 1
D f1 ... fk ... x1p1 + x2p2 + . . . + xkpk .
x1 xk
Next, let us define

F(x1 , . . . , xk ) = x1p1 + x2p2 + . . . + xkpk .
In what follows, we will use the Lagrange multipliers in order to obtain the min-
imum value of F subject to the constrain
1 1
. . . = .
x1 xk
That is
f (x1 , x2 , . . . , xk ) = x1p1 + x2p2 + . . . + xkpk
1
g(x1 , x2 , . . . , xk ) = x1 x2 . . . xk .

Then, next
F = g.
And thus
p1 x1p1 1 = (x2 x3 . . . xk )
p2 x2p2 1 = (x1 x3 . . . xk )
..
.
p 1
p jx j j = (x1 x3 . . . xk ),
thus
p1 x1p1 = (x1 x2 . . . xk )
p2 x2p2 = (x1 x2 . . . xk )
..
.
p
p j x j j = (x1 x2 . . . xk ).
Observe that
1
x1 x2 . . . xk = . (5.20)

p
p1 x1p1 = p j x j j for 2 j k. (5.21)
Now replacing (5.21) into (5.20) we have

1 1 p1 p1
p1 p2 pp12 p1 p3 pp1 p1 k pk
x1 x1 x ...
3 x1
p2 p3 pk
p1 p1 p1 p1 p1
p1 2 p1 3 p1 k p2 + p3 +...+ pp1k 1
= x1 ... x1 = , (5.22)
p2 p3 pk
but p1
p1 1
= 1,
p1
then we can write (5.22) as follows
p1 p1 p1 p1 p1 p p p
p1 1 p1 2 p1 3 p1 k + p1 + p1 +...+ p1 1
... = .
p
x1 1 2 3 k
p1 p2 p3 pk
5.4 Normability 211
And, thus
1
+ p1 +...+ p1
p
p1 1 2 k p1 1
+ p1 +...+ p1 1
= .
p1 2 k
x1
k 1
pj
pj
j=1
Then 1
k p
pj
j
1 p1 j=1
p1p x p = ,

hence 9 :p
k 1
1
x1p1 pj
pj
= .
p1 p j=1
Therefore the x1 . . . xk such that

9 :p

1 1

x1 =
p1
k
p
pj

p1 p j=1 j
(5.23)

pj p1 p1

x j = p x1
j
are the unique critical real point.
For this critical real point, using (5.23) we have

p1 p1 p1
x1p1 + x2p2 + . . . + xkpk = x1p1 + x1 + . . . + x1p1
p2 pk
, -
1 1
= p1 x1p1 +...+
p1 pk
9 :p
k 1
1 1
= p pj
pj
.
j=1 p
On the other hand, observe that one can make the function
F(x1 , . . . , xk ) = x1p1 + . . . + xkpk ,
subject to the constrain

1
x1 x2 . . . xk = ,

as big as one wish. Indeed if x1 = M

, x2 = 1
M and x j = 1 for 3 j k. Then
F(x1 , . . . , xk ) = x1p1 + x2p2 + . . . + xkpk
p1 p1
M 1
= + +1+...+1
M
p1 p1
M 1
= + + k 2 ,
M
as M , therefore the critical part (5.23) is a minimum. Then

9 :p
k 1
1
p p
D f1 ... fk ( )
pj
pj
j=1
9 :p
k 1
1
D f1 ... fk ( ) pj
pj
p
,
p j=1
thus, we have
9 :p
k 1
1
D f1 ... fk ( ) pj
p pj
p j=1
1p k 1 k
% % 1 % %
% f1 . . . fk | L(p,) % p j j % f j | L(p j ,) %,
p
(5.24)
p j=1 j=1
% %
since % f j | L(p j ,) % = 1.
% % fj
In general, if % f j | L(p j ,) %
= 1, 1 j k choose g j = and use (5.24).
f j L(p j ,)

We now show that the weak Lebesgue space is complete using the quasi-norm.
Theorem 5.24. The weak Lebesgue space with the quasi-norm | L(p,) is com-
plete for all 0 0 there exists an n0 N such that
fn fm | L(p,) 0
Taking = we have

p {x X : | fn (x) fm (x)| > } < p+1 ,
for m, n n0 . Hence

{x X : | fn (x) fm (x)| > } < ,
for m, n n0 . This means that { fn }nN is a Cauchy sequence in the measure . We

therefore apply Theorem 5.8 and conclude that there exists an A -measurable func-
tion f such that some subsequence of { fn }nN converges to f -a.e. Let { fnk }kN be
such subsequence of { fn }nN of { fn }nN then fnk f -a.e. as k . If we apply
twice the Lemma 5.20 we obtain
% % % %
% f | L(p,) % = % lim inf | fn | | L(p,) %
% %
k
lim inf % fnk | L(p,) %,
which is finite, thus f L(p,) .

We also have
% % % %
% f fn | L(p,) % = % lim inf | fn fn | | L(p,) %
% %
k
lim inf % fn fn | L(p,) %

k
p +1
1
< ,
if nk , n n0 , which proves that L(p,) is complete for 0 < p < .

5.5 Problems
5.25. Let (R, L , m) be the Lebesgue measure space. If A L with m(A) < and
f = A , show that
f pp
lim p = 1.
p f
(p,)
5.26. Let ([0, a], L , m) be the Lebesgue measure space. Define g(x) = x and show
that
gnn
lim n = e.
n g
(n,)
5.27. Let ([0, a], L , m) be the Lebesgue measure space. Define g(x) = xn and show
that 2
gnn2
lim 2 = e.
n gn
(n2 ,)
5.28. Let ([0, 1], L , m) be the Lebesgue measure space. Define g(x) = ex and show
that
g pp
lim p = e.
p g
(p,)
5.29. Let ([1, ], L , m) be the Lebesgue measure space. Define g(x) = 1

x2 and show
that
g pp
lim p = e.
p g
(p,)
5.30. Let ([a, a], L , m) be the Lebesgue measure space. Define g(x) = a2 x2 and
show that 6
g pp e
lim p = .
p g 2
(p,)
This chapter is based upon Castillo, Vallejo Narvaez, and Ramos Fernandez [5].
Chapter 6
Lorentz Spaces
Abstract The spaces considered in the previous chapters are one-parameter depen-
dent. We now study the so-called Lorentz spaces which are a scale of function spaces
which depend now on two parameters. Our first task therefore will be to define the
Lorentz spaces and derive some of their properties, like completeness, separability,
normability, duality among other topics, e.g., Holders type inequality, Lorentz se-
quence spaces, and the spaces L exp and L log L, which were introduced by Zygmund
and Titchmarsh.
6.1 Lorentz Spaces
We start to recall that, by Remark 4.14, we can calculate the Lebesgue norm of a
function using the notion of nonincreasing rearrangement in the following way
p dt

t p f (t)
1
| f (x)| d (x) =
p
f (t) dt =
p
.
t
Rn 0 0
Using the right-hand side representation we can try to replace the power p by q to
obtain some kind of generalization. It turns out that this indeed will produce a new
scale of function spaces which have the Lebesgue spaces as a special case.
Definition 6.1. Let (X, A , ) be a measure space. For any f F(X, A ) and any
two extended real numbers p and q in the set [1, ] put

216 6 Lorentz Spaces
1/q

q

dt
% %
t 1/p f (t) , q<
% % t
% f | L(p,q) % = f (p,q) = 0 (6.1)

1/p

sup t f (t), q = .
t>0
The functionals (p,q) are thus extended nonnegative valued functions on

F(X, A ) and the Lorentz space will be defined in terms of these functions just as
the Lebesgue spaces were defined in terms of the functional p .
In view of Remark 4.14 (ii), it is obvious that
f p = f (p,p) , (6.2)
for any function f F(X, A ) and any p [1, ) and this equality also holds for
p = . An easy calculation, using the fact that
A (t) = [0, (A)] (t),
will show that
1/p

p
1/q

(A) , 1 p, q <

q

, p = , q <
% %
% A % =
(p,q)
1/p

(A) , 1 p < , q =

1, p = q = ,
for any set A A for which 0 < (A) < .
We are now in conditions to introduce the Lorentz spaces
Definition 6.2. For any measure space (X, A , ) and any two extended real num-
bers p and q in the interval [0, ] the set

L(p,q) (X, A , ) = f F(X, A ) : f (p,q) < ,
is called the pre-Lorentz spaces associated with (X, A , ).

The space L(p,q) (X, A , ) with 1 q < and p = will not be of any interest.
In fact, if f is a function in F(X, A ) with the property that f (,q) < for some
q [1, ), then
s s
q dt q dt dt
[ f (t)] [ f (t)] [ f (s)] q
,
t t t
0 0 0
6.1 Lorentz Spaces 217
since f (t) f (s) whenever 0 t s and therefore f (s) = 0 for all s > 0. Thus
f = 0 -a.e. by (6.2). For this reason we have L(p,q) (X, A , ) = {0} for every
0 < q < .
Theorem 6.3 Let (X, A , ) be a measure space and let p, q and r be three extended
real numbers satisfying 0 < p and 0 < q < r . Then
1q 1r
q
(a) f (p,r) f (p,q) for any f F(X, A ).
p
(b) L(p,q) (X, A , ) L(p,r) (X, A , ).
Proof. It is clearly sufficient to prove (i). Indeed for r = , we have
q dt
f q(p,q) = t 1/p f (t)
t
0
s q dt
t 1/p f (s)
t
0
q
p qp
= s f (s) ,
q
for any s > 0 thus
1q
1/p q
f (p,) = sup t f (t) f (p,q) . (6.3)
t>0 p
On the other hand, if 1 q < r < , then

rq q dt
f r(p,r) = t 1/p f (t) t 1/p f (t)
t
0
q dt
f rq
(p,) t 1/p f (t)
t
0
rq
q q
f rq q
(p,q) f (p,q)
p
rq
q q
= f r(p,q) ,
p
by definition of (p,) and (6.3), and this completes the proof of Theorem 6.3.

A natural interrogation is to ask if the functional (p,q) defined in (6.1) is a
norm on L(p,q) (X, A , ). The following result gives us some light on this regard.
Theorem 6.4. If (X, A , ) is a measure space and if p [1, ]. Then

(a) f + g(p,q) 21/p
f (p,q) + g(p,q) for any two functions f , g F(X, A ).
(b) L(p,q) (X, A , ) is a vector space.
(c) If f is a function in F(X, A ), then f (p,q) = 0 if and only if f = 0 -a.e.
Proof. (a) Assume that f and g are two functions in F(X, A ). The particular case
of theorem1.2.3 implies that
f + g(p,) = sup t 1/p ( f + g) (t)

t>0
/ 0
sup t 1/p f (t/2) + g (t/2)
t>0

2 1/p
f (p,) + g(p,)
and, if q < , that

1/q
q dt

f + g(p,q) = t 1/p ( f + g) (t)
t
0
1/q
, -q dt

t 1/p f (t/2) + g (t/2) .
t
0
By Minkowskis inequality we have

1/q 1/q
q dt q dt

f + g(p,q) t 1/p f (t/2) + t 1/p g (t/2)
t t
0 0
1/q 1/q
q dt
q dt

= 21/p
t 1/p
f (t) + t 1/p
g (t)
t t
0 0

= 21/p f (p,q) + g(p,q) .
(b) Item (a) implies that if f and g belong to L(p,q) (X, A , ), then so does f + g.
Since it is easy to see that c f (p,q) = |c| f (p,q) for any c R and any
f F(X, A ) this shows that L(p,q) (X, A , ) is a vector space.
(c) Suppose that f (p,q) = 0, then

q dt s q dt
1/p
0= t f (t) t 1/p f (s)
t t
0 0
q
p q/p
= s f (s) 0
q

hence f (s) = 0 for all s > 0, from this and Remark 4.14 (ii) we have | f | d =
X

f (s) ds = 0 which implies f = 0 -a.e.
0

Part (a) of this theorem leaves unanswered the question of whether (p,q) is a
norm on L(p,q) (X, A , ). It turns out that (p,q) is a norm on L(p,q) (X, A , ) if
1 q p < (see corollary 6.8). Next we will see that, in general (p,q) is not a
norm but equivalent to one if 1 < p < q .
Theorem 6.5. Let (X, A , ) be a nonatomic measure space. Then
(p,q) : L(p,q) (X, A , ) R+
is not a norm for:

(a) 1 p < q .
(b) 0 0. It is easy to see that f (t) = g (t) = f (x) and since
( f + g) (t) = (2 + 2 )[0,a] (t) + (2 + )[a,a+2h] (t),
it follows that we can evaluate the norm of f , g and f + g by

, -
q q p
f (p,q) = g(p,q) = (1 + ) (a + h) + (2a + h) (a + h)
q q/p q/p q/p
,
q
and
, -
p
f + gq(p,q) = (2 + 2 )q aq/p + (2 + )q (a + 2h)q/p aq/p ,
q
respectively. Now, let us assume that the triangle inequality holds, that is
f + g(p,q) f (p,q) + g(p,q) .
Then the inequality

(2 + 2 )q aq/p + (2 + )q (a + 2h)q/p aq/p

2 (1 + ) (a + h) + (a + 2h) (a + h)
q q q/p q/p q/p
,
holds and it can be written as

(1 + )q (1 + /2)q
(a + 2h) q/p
(a + h) q/p
(a + h) a
q/p q/p
.
(1 + /2)q 1
Taking 0, we obtain that
(a + 2h)q/p + aq/p 2(a + h)q/p . (6.4)
If we define a function f as
x
q
f (x) = t p 1 dt,
0
then we can rewrite inequality (6.4) as
f (a + 2h) + f (a) 2 f (a + h),
which implies, together with the fact that f is continuous, that it is a concave
q
function. By the concavity of f the derivative f (x) = x p 1 must be a decreasing
function, that is, it must be that q p. This contradicts q > p, and we concluded
that the triangle inequality does not hold. For q = , take measurable sets A
B X such that
(B) 1/p
a= > 1,
(A)
and (B\A) (A). If we let
f (x) = aA (x) + B\A (x),
and
g(x) = A (x) + aB\A (x),
then
f (t) = a[0, (A)] (t) + [ (A), (B)] (t),
and
g (t) = a[0, (B\A)] (t) + [ (B\A), (B)] (t).
Thus
1/p 1/p 1/p
f (p,) = max a (A) , (B) = (B)
1/p 1/p 1/p
g(p,) = max a (B\A) , (B) = (B) ,
and since f (x) + g(x) = (a + 1)B , we have f + g(p,) = (a + 1)B .

Then
1/p
f + g(p,) = (a + 1) (B)
1/p
> 2 (B)
= f (p,) + g(p,) ,
which shows that the triangle inequality does not hold. Hence the proof of the
first case is complete.
(b) Let 0 < p, q < and A, B be two measurable sets such that A B
= 0.
/
Then 1/q 1/p
p
A + B (p,q) = (A) + (B) ,
q
and 1/q /
p 01/p / 01/p
A (p,q) + B (p,q) = (A) + (B) .
q
The triangle inequality gives
1/p / 01/p / 01/p
(A) + (B) (A) + (B) ,
and it fails for any 0 < q < if 0 < p < 1.

If q = , we get the same norms.
(c) Let 0 < p < and 0 < q < 1. Define

2 if 0 < x < 2p
f (x) =

0 otherwise,
and

4 if 0 < x < 22p
g(x) =

0 otherwise.
Then
1/q
p
f (p,q) = g(p,q) = ,
q
and since

6 if 0 < x < 22p
f (x) + g(x) =

2 if 22p < x < 2p ,
the decreasing rearrangement of f + g is equal to f + g, i.e., ( f + g) = f + g.

Thus 1/q 1/q
p
f + g(p,q) = 222q + 21q .
q
Assume that the triangle inequality holds. Then
222q + 21q 2q ,
which can be written as
4 2q (22q 2) < 2(22 2) = 4.
Hence, we have a contradiction and the assumption that the triangle inequality
holds is wrong. This proves the third case.

The following result gives us a characterization of L(p,q) (X, A , ) in terms of the
distribution function.
Theorem 6.6. Let (X, A , ) be a -finite measure space. For 0 0
then
Cp
D f ( ) .
p
Cp
Choosing t = p we have = C
1/p
, and thus it is clear that

C
f (t) = inf > 0 : D f ( ) t 1/p .
t
Hence t 1/p f (t) C, for all t > 0, then

sup t 1/p f (t) C. (6.5)

t>0
On the other hand, given > 0 choose satisfying 0 < < , Theorem 4.5(b)
yields f (D f ( ) ) > which implies that

sup t p f (t) (D f ( ) ) p f D f ( )
1 1
t>0
1
> (D f ( ) ) p .
We first let 0 and take the supremum over all > 0 to obtain
1
sup t p f (t) sup D f ( ) p
1
t>0 >0

1 (6.6)
= sup p D f ( ) p .
>0
Combining (6.5) and (6.6) we obtain

1/p
1/p
f (p,) = sup t f (t) = sup D f ( )
p
.
t>0 >0
Case 0 < q < . In this case we use Theorem 4.5(b) and the Fubini theorem,
indeed
q
% %q dt
%f% = 1/p
t f (t)
(p,q) t
0
q
q
= f (t) t p 1 dt
0

f (t)
q
= q q1 d t p 1 dt
0 0

q
= q q1 { >0: f (t)> } ( ) d t p 1 dt
0 0

q
= q q1t p 1 {t0:D f ( )>t} (t) dt d
0 0

q1 (t) dt
t p
q
1
= q d
0,D f ( )
0 0

Df ( )
q
p 1

= q q1 t dt d
0 0

q
=p q1 D f ( ) p d
0
9 :
1p q d
=p D f ( ) .

0
Finally
1/q
9 :
1p q d
% %
%f% = p1/q D f ( )
(p,q)
0

The following result together with Theorem 6.12 (Hardy) will help us to prove
the triangle inequality for (p,q) .
Theorem 6.7. Suppose that (X, A , ) is a nonatomic finite measure space, that
p and q are two numbers satisfying 1 q p < . In addition, let q be the conju-
gate exponent to q and let F0 be the set of nonnegative-value nonincreasing function
on [0, ). If h is any function in L(p,q) (X, A , ), then

1
1q
h(p,q) = sup h (t)t p k(t) dt : k F0 and kLq (0,) = 1 .

0
Proof. By Holder inequality we have

1/q 1/q

q dt q
h (t)t p q k(t) dt
1 1
t 1/p h (t) k(t) dt ,
t
0 0 0
then

h (t)t p q k(t) dt : k F0
1 1
sup and kLq (0,) = 1 h(p,q) . (6.7)

0
/ 1 1 0q1
Now, let k(t) = c t p q h (t) , clearly k is a nonnegative valued non-decreasing
function on [0, ) and
1/q
q
% %q/q
k(t) dt = c%h%(p,q) ,
0
taking c = h1q
(p,q) , we obtain kLq (0,) = 1.
/ 1 1 0q1
On the other hand, since k(t) = c t p q h (t) we have
/ 1 1 0q1
t p q h (t)k(t) = c t p q h (t)
1 1
,
then

h (t)t p q k(t) dt = h(p,q) ,
1 1
therefore

h (t)t p q k(t) dt : k F0
1 1
h(p,q) = sup and kLq (0,) =1 (6.8)

0
Finally by (6.6) and (6.7) the result follows.

Corollary 6.8 Let (X, A , ) be a finite measure space. Suppose 1 q p <

with q = q1
q
and that f and g are two functions in L(p,q) (X, A , ). Then
f + g(p,q) f (p,q) + g(p,q) . (6.9)
Proof. The hypothesis q p implies that t p q is decreasing, hence t p q k(t) is

1 1 1 1
decreasing. We may apply Theorem 4.19 and Holders inequality to obtain

t p q ( f + g) (t)k(t) dt t p q ( f ) (t)k(t) dt + t p q (g) (t)k(t) dt
1 1 1 1 1 1
0 0 0
1/q
q dt

t 1/p f (t) kLq (0,)
t
0
1/q
q dt

+ t 1/p g (t) kLq (0,)
t
0
= f (p,q) + g(p,q) .
Since kLq (0,) = 1, this together with Theorem 6.6 establishes (6.9).

The following result is a Holders type inequality.
Theorem 6.9. Let (X, A , ) be a measure space, let p and q be two extended
real numbers in [1, ] and let p and q be their conjugate exponents. If f
L(p,q) (X, A , ) and g L(p ,q ) (X, A , ), then
f g1 f (p,q) g(p ,q ) .
Proof. By Theorem 4.15 and Holders inequality we have

| f g| d f (t)g (t) dt
X 0

q
1 1
1
1q
= t p f (t) t p g (t) dt
0
1/q 1/q
q q
dt dt
t 1/p f (t) t 1/p g (t)
t t
0 0
= f (p,q) g(p ,q ) .

6.2 Normability
One can associate the so-called Lorentz spaces with the pre-Lorentz spaces. In order
to do that let us define a relation on L(p,q) (X, A , ) as follows:
f g if and only if f =g a.e.
It is not hard to prove that is an equivalence relation. Let us write

[ f ] = g F(X, A ) : f = g a.e
for each function f F(X, A ) and

L(p,q) (X, A , ) = [ f ] : f L(p,q) (X, A , ) .
6.2 Normability 227
It was stated in Theorem 6.4 (c) and Corollary 6.8 that (p,q) is norm on
L(p,q) (X, A , ) provided that 1 q p but, in general it is not a norm for the
remaining case. The reason for this is that the nonincreasing rearrangement opera-
tor is not sub-additive in the sense that, in general, the inequality ( f + g) f + g
does not hold for any two measurable functions f and g. This means that one should
not expect to be able to define a norm in terms of the nonincreasing rearrangement
operator since the triangle inequality is not likely to be satisfied. The aim of the
present section is to define an operator that is related to the nonincreasing rear-
rangement operator and that is sub-additive and which for p > 1, defines a norm on
L(p,q) (X, A , ) equivalent to (p,q) .
One can use the maximal function (see Definition 4.24) of f in place of f to
define another two parameter family of functions on F(X, A ).
Definition 6.10. For 1 p < and 1 q , the Lorentz spaces L(p,q) (X, A , )
is defined as
L(p,q) (X, A , ) = f F(X, A ) : f pq <
where pq is defined by

q 1/q

dt

t 1/p f (t) , 1 p < , 1 q <
% % t
% f | L pq % = f = 0
(6.10)
pq

sup t 1/p f (t),
1 p < , q = .
t>0
Remark 6.11. If (X, A , ) is a nonatomic measure space, it follows from Re-

mark 4.18 that
t t t
( f + g) (s) ds f (s) ds + g (s) ds

(6.11)
0 0 0
where t = (E) for E A . Now, using Definition 4.24 and (6.11) we have
t
1
( f + g) (t) = ( f + g) (s) ds
t
0
t t
1 1
f (s) ds + g (s) ds
t t
0 0
= f (t) + g (t),
that is
( f + g) (t) f (t) + g (t) (6.12)
for any two function f , g F(X, A ).
The sub-additivity of the maximal operator (6.12) means that if the set

f F(X, A ) : f pq <
is a vector space, then pq is a norm on this spaces.

Now this spaces turns out to be identical to L(p,q) (X, A , ) provided that p > 1
(see Theorem 6.6) and these spaces are therefore normed space. On the other hand,
just as f tends to be a more complicated function than f , the quantity f pq tends
to be more difficult to work with than f (p,q) . For example, if A is a set in A for
which 0 < (A) < , then
/ 01/p 2 1/q

(A) p
, 1 q < , 1 p <

q(p1)

, p = 1, q < .
% %
%A % = , p = , q < (6.13)
pq
1/p

(A) , 1 p < , q =

1, p = q = .
For fixed p and q in [1, ] there are several inequalities relating the functions
(p,q) and . pq and the key to deducing them is the following integral inequality
due to Hardy.
The following integral inequality comes in different shapes; we will use the one
given below since it is the key to deduce inequalities related to the functionals
(p,q) and . pq for fixed p and q in [1, ].
Theorem 6.12 (G. H. Hardy). If f is a nonnegative valued-measurable function

on [0, ) and if q and r are two numbers satisfying 1 q < and 0 < r < , then
(a) q
t q q
q
f (s) ds t r1 dt s f (s) sr1 ds.
r
0 0 0
(b) q
q q
q
r
0 t 0
Proof. (a) If q = 1, then by Fubinis theorem we have

t
r1
f (s) ds t dt = t r1 f (s) dt ds
0 0 0 s
6.2 Normability 229
/ 0
1
= s f (s) sr1 ds
r
0
q
q
= (s f (s))q sr1 ds.
r
0
Now, suppose that q > 1 and let p be the conjugate exponent of q. Then by
Holders inequality with respect to the measure s q 1 ds we have
r
q q
t t
1 r r 1
f (s) ds = f (s)s q s q ds
0 0
q q/p
t / 0q t

f (s) sqr s q 1 ds s q 1 ds
r r

0 0
q/p t / 0q
q qr
f (s) sqr s q 1 ds
r
= t
r
0
q/p t / 0q
q
f (s) sqr s q 1 ds.
r r
= tp
r
0
By integrating both sides from zero to infinity and using Fubinis theorem we
have
q
t q/p t / 0q
r1 q r1+r(1 1q )
f (s) sqr s q 1 ds dt
r
f (s) ds t dt t
r
0 0 0 0

q/p / 0
q q
f (s) sqr s q 1 t 1 q dt ds
r r
=
r
0 s
qp +1 / 0q
q
s f (s) sr+ q 1 sr/q ds
r
=
r
0
q / 0q
q
= s f (s) sr1 ds.
r
0
Hence
q
t q q
q
r
0 0 0
(b) If q = 1 one more time by Fubinis theorem we have

q
s
r1
f (s) ds t dt = t r1 f (s) dt ds
0 t 0 0

1
= s f (s) sr1 ds
r
0
q q
q
= s f (s) sr1 ds.
r
0
Next, let q > 1 and p be its conjugate exponent. Then from Holders inequality
with respect to the measure s q 1 ds we have
r
q

r
+1 r 1
f (s) ds = f (s)s q s q ds
t t
q/p
/ 0q

f (s) sr+q s q 1 ds s q 1 ds
r r

t t

qp / 0
q r q
t p s f (s) sr q 1 ds .
r
=
r
t
By integrating both sides from zero to infinity and using Fubinis theorem we
obtain
q
q/p / 0
r1 q q
t p +r1 s f (s) sr q 1 ds dt
r r
f (s) ds t dt
r
0 t 0 t

q/p / 0
q q
t q 1 s f (s) sr q 1 ds dt
r r
=
r
0 t

q/p / 0 s
q q
s f (s) sr q 1 t q 1 dt ds
r r
=
r
0 0
6.2 Normability 231
qp +1 / 0q r
q
= s f (s) sr q 1 sr/q ds
r
0
q / 0q
q
= s f (s) sr1 ds.
r
0
Hence q
q q
q
r
0 t 0

We now prove that the norm pp is equivalent with the Lebesgue norm p ,
i.e., the diagonal case of Lorentz spaces coincides with the Lebesgue space.
Theorem 6.13 If 1 < p < and 1
p + 1q = 1, then
p
f p f pp f p.
p1
Proof. Since f f by Remark 4.14 (ii) we have
/ 0p
f pp = f (t) dt (6.14)
0
/ 0 dt
= t 1/p f (t)
t
0
/ 0p
t 1/p f (t) dt
0
= f pp . (6.15)
On the other hand, the second inequality follows immediately from the definition of
f and the Hardys inequality with r = p 1, that is,
p 1/p 1/p
t p
1p 1 dt p
t f (s) ds f (s) ds
t p1
0 0 0
thus
p
f pq f p. (6.16)
p1
By (6.16) and (6.15) we obtain
p
f p f pp f p,
p1
therefore the two norms are equivalent.

We also have that the norms (p,q) and pq are equivalent.

Theorem 6.14 If (X, A , ) is a measure space and if p and q are two extended real
numbers satisfying 1 < p and 1 q , then
p
f (p,q) f pq f (p,q)
p1
for any f F(X, A ), where p

p1 is to be interpreted as 1 if p = .
Proof. Since f f , then

q dt
f q(p,q) = t 1/p f (t)
t
0
q dt
t 1/p f (t)
t
0
= f qpq .
Next, if q < and p = , then, as was pointed out following Definition 6.2,
either f = 0 a.e. or else f (p,q) = , and the second inequality is obvious in either
case. If both q and p are finite, by Hardys inequality Theorem (6.12) we have
q dt
f qpq = t 1/p f (t)
t
0
q
t
1 dt
= t p 1 f (s) ds
t
0 0
q
t
q
= f (s) ds t p q1 dt
0 0
q
p
f q(p,q) .
p1
And, finally, if q = , then

t
t 1/p f (t) = t p 1 f (s) ds
1
0
6.2 Normability 233
t
p 1 s1/p f (s)s1/p ds
1
=t
0
t
p 1 s1/p ds
1
t f (p,q)
0
p
= f (p,q) ,
p1
for all t > 0 regardless of whether p is finite or infinite.

The significance of this theorem is, of course, that for 1 < p and 1 q
the space L(p,q) (X, A , ) could equally well be defined to consist of those functions
f F(X, A ) for which f (p,q) < or for which f pq < . Note that for such
p and q, the Theorem 6.4(c) and (6.12) imply that the function pq determines a
norm on L(p,q) (X, A , ).
The following two lemmas give embedding information regarding Lorentz spaces,
namely they provide some comparison between the spaces L(p,q) (X, A , ) and
L(p,r) (X, A , ).
Lemma 6.15. Let f L(p,q) . Then

1/q
q f pq
f (t) . (6.17)
p t 1/p
Proof. Note that

q dt
f qpq = t 1/p f (t)
t
0
t q q
f (s) s p 1 ds
0
/ 0q t q
f (t)
s p 1 ds
0
p / 0q q/p
= f (t) t ,
q

1/q
Corollary 6.16 Let f L(p,q) . Then f (p,) f p q
p f pq .
We now show an embedding result in the framework of Lorentz spaces, namely

L(p,q) L(p,r) whenever q < r.
Lemma 6.17 (Calderon). If 1 < p < and 1 q < r , then

1q 1r
q
f pr f pq .
p
Proof. Using Lemma 6.15 we have

r r
f rpr = f (t) t p 1 dt
0
q rq
f (t) f (t) t p 1 dt
r
=
0
9 :rq
q q 1/q f

t p 1 dt
pq r
f (t) 1/p
p t
0
qr 1 rq
q
= f pq ( f pq )q
p
1q 1 r
q
= f pq ,
p

6.3 Completeness
We are now ready to prove completeness which follows, as in the ordinary L p case,
from the Riesz theorem.
Theorem 6.18 (Completeness). The normed space (L(p,q) (X, A , ), pq ) is com-

plete (Banach space) for all 0 < p < and 0 < q .
Proof. Let { fn }nN be an arbitrary Cauchy sequence in L(p,q) (X, A , ). Then
fm fn pq 0 as n, m ,
and by Corollary 6.16 we have

1/q
q
fm fn (p,) fm fn pq 0
p
as n, m .
Thus
sup t 1/p ( fm fn ) (t) = fm fn (p,) 0
t>0
6.3 Completeness 235
as n, m .
By Theorem 6.6 (case q = ) we have

1/p
sup p D fm fn ( ) = sup t 1/p fm fn (t) 0
>0 t>0
as m, n , then
1/p 1/p
sup {x X : | fm (x) fn (x)| > }
p
= sup D fm fn ( )
p
0
>0 >0
as m, n , this implies that

{x X : | fm (x) fn (x)| > } 0
as m, n for any > 0.

We showed that { fn }nN is a Cauchy sequence in the measure . We can there-
fore apply F. Rieszs theorem and conclude that there exists an A -measurable func-
tion f such that fn converges to f in the measure . This implies again by a theorem
of F. Riesz that there is a subsequence { fnk }kN of { fn }nN which converges to f
-a.e. on X.
Let > 0 be arbitrary. Since { fn }nN is Cauchy there exists an n0 N such that
fn fn0 pq < (n > n0 )
and fnk fn0 converge to f fn0 -a.e. on X.
It follows now by Theorem 4.5 (g) that
( f fn0 ) (t) lim inf( fnk fn0 ) (t)

k
for all t > 0. Using the Fatou Lemma we have
( f fn0 ) (t) lim inf( fnk fn0 ) (t)
for all t > 0. One more time by Fatous Lemma we have

1/q
q
dt
f fn0 pq = t 1/p ( f fn0 ) (t)
t
0
1/q
q
dt
t 1/p lim inf( fnk fn0 ) (t)
k t
0
1/q
q
dt
lim inf t 1/p ( fnk fn0 ) (t)
k t
0
= lim inf fnk fn0 pq <

k
whenever nk > n0 . Since f = ( f fn0 ) + fn0 L(p,q) (X, A , ) and this proves that
L(p,q) (X, A , ) is complete for all 0 < p < and 0 < q .

6.4 Separability
To show that L(p,q) (X, A , ) is separable we need to show that the set of all simple
functions is dense in L(p,q) (X, A , ). This desirable property means that any func-
tion in L(p,q) (X, A , ) can be approximated by a simple function in the norm of
L(p,q) (X, A , ).
Theorem 6.19. The set of all simple functions S is dense in L(p,q) (X, A , ) for 0 <
p < and 0 < q < .
Proof. Let q < and f L(p,q) (X, A , ) be arbitrary. We can without loss of gener-
ality assume that f is positive, and then there exists a sequence of simple integrable
functions such that 0 sn f for all n N and sn f as n . Hence, by Theo-
rem 4.11 we have
( f sn ) (t) f (t/2) + sn (t/2)

2 f (t/2),
since sn (t/2) f (t/2) for all n N, and thus, if we apply Lebesgues dominated
convergence theorem, and Theorem 6.14 we have
p
lim f sn pq lim f sn (p,q) = 0.
n p 1 n
Since f was arbitrary this shows that S = L(p,q) (X, A , ) that is, S is dense in
L(p,q) (X, A , ).

The separability of L(p,q) (X, A , ) will now follow by showing that the set S from
the previous theorem is countable and this is the case if and only if the measure is
separable. Before we give the proof of this fact, we state the following definition.
6.4 Separability 237
Definition 6.20. A measure is separable if there exists a countable family H of

sets from A of finite measure such that for any > 0 and any set A A of finite
measure we can find a set B H with (AB) < .
Theorem 6.21 (Separability). The Lorentz L(p,q) (X, A , ) space is separable for
0 0 be arbitrary. Then there exists a countable family H
of subsets of X of finite measure and a set B H such that
, -
A B = (A\B) (B\A) < .
It follows that
1/q
q
dt
A B pq = t 1/p ( A B ) (t)
t
0
1/q

= t p 1
q
A B (t) dt
0
1/q
p2 1/p
= A B
q(p 1)
1/q
p2
< 1/p .
q(p 1)
Hence, for any characteristic function of any A -measurable set A of finite mea-
sure we can always find another characteristic function of a set B H such that the
norm of the difference between the two functions is as small as we wish.
Let s be a simple function of the following form

m
s= jA j
j=1
where 1 > 2 > . . . > m > 0 and
A j = {x X : s(x) = j }
for all j = 1, 2, . . . , m.
We can then define a new simple function
m
s8 = jB j
j=1
where B j H is chosen such that

1/q
p2
(A j B j ) < 1/p
q(p 1)
for all j = 1, 2, . . . , m. It follows that

% m %
% %
s s8 pq = % j A j B j %
j=1 pq
1/q
p2
<m 1/p .
q(p 1)
That is, for any simple function s defined on A -measurable sets A1 , A2 , . . . , Am ,

we can always find another simple functions s8, defined on sets B1 , B2 , . . . , Bm
where B j H; j = 1, 2, . . . , m. Since the set of all simple functions is dense in
L(p,q) (X, A , ) it follows that the set

m
S8 = s = j B j : B j H, j R, m = 1, 2, 3, . . .
j=1

is dense in L(p,q) (X, A , ).
Moreover, since the countable set

m
S8Q = s8 = j B j : B j H, j Q, m = 1, 2, 3, . . .
j=1

8 it follows that S8Q is dense in L(p,q) (X, A , ). Hence L(p,q) (X, A , ) is

is dense in S,
separable.
Now, assume that is not separable. Then there exists an > 0 and uncountable
family of sets H such that for A, B in H

A B .
Thus the set

H = { f = A : A H}
is uncountable and for f , g H we have
6.5 Duality 239
f g pq = A B pq
= A B pq
1/q
p2 1/p
= A B
q(p 1)
1/q
p2
1/p .
q(p 1)
where A
= B. Hence, we have an uncountable set H L(p,q) (X, A , ) such that for
two functions f , g H, f g pq is not as small as we wish, that is L(p,q) (X, A , )
is not separable.

6.5 Duality
We will now take a closer look on the space of all bounded linear functionals on
L(p,q) (X, A , ) which we will denote by
, -
L(p,q) (X, A , ) .
In the next theorem we collect the duality of Lorentz spaces depending on the
different parameters.
Theorem 6.22. Suppose that (X, A , ) is a nonatomic -finite measure space.

Then:

(a) L(p,q) (X, A , ) = {0} when 0 < p < 1, 0 < q ,

(b) L(p,q) (X, A , ) = L (X, A , ) when p = 1, 0 < q < 1,

(c) L(p,q) (X, A , ) = {0} when p = 1, 1 < q < ,

(d) L(p,q) (X, A , )
= {0} when p = 1, q = ,

(e) L(p,q) (X, A , ) = L(p ,) (X, A , ) when 1 < p < , 0 < q 1,

(f) L(p,q) (X, A , ) = L(p ,q ) (X, A , ) when 1 < p < , 1 < q < ,

(g) L(p,q) (X, A , )
= {0} when 1 < p < , q = ,

(h) L(p,q) (X, A , )
= {0} when p = q = .

.
Proof. Since X is -finite, we have that X = Xn , where Xn is an increasing se-

n=1
quence of sets with Xn < for all n N. Given T L(p,q) (X, A , ) where

0 < p < and 0 < q < . Let us define (E) = T E for all E A .
Next, we like to show that:

(i) defines a signed measure on X, and
(ii)
1/q 1/p
| (E)| p
q (E) T when q < ,
and 1/p
| (E)| T (E) for q = .
(i) Note that

(0)
/ = T 0/ = T (0) = 0
Since T is a linear functional. On the other hand, let {En }nN A such that
En Em = 0/ if n
= m. Then

(
En = T . = T En
En
n=1 n=1

n=1

T En = En .
n=1 n=1
(ii) Observe that

(E) = T E E (p,q) T (6.18)
for q < , and

1/q
q
dt
E (p,q) = t 1/p E (t)
t
0
1/q
q
dt
= t 1/p (t)
0, (E) t
0
1/q

(E)
q
p 1

= t dt
0
6.5 Duality 241
1/q 1/p
p
= (E) . (6.19)
q
Putting (6.19) into (6.18) we have

1/q 1/p
p
(E) (E) T ,
q
for q < .
If q = , then
, -1/p
E (p,) = sup t 1/p E (t) = sup t 1/p (t) = E ,
t>0 t>0 0, (E)
thus 1/p

(E) T (E) ,
for q = .
Once we proved (i) and (ii) we easily see that is absolutely continuous with
respect to the measure . By Radon-Nikodym theorem, there exists a complex-
valued measurable function g (which satisfies |g| d < for all n) such that
Xn

(E) = T (E ) = |g|E d , (6.20)
X
Linearity implies that (6.20) holds for any simple function on X. The continuity
of T and the density of the simple functions on L(p,q) (X, A , ) (when q < ) give

T ( f ) = |g f | d , (6.21)
X
for every f L(p,q) (X, A , ). We now examine each case (a), (e), (f) separately, for
the remaining cases see Grafakos [22] and the reference therein.
(a) We first consider the case 0 < p < 1. Let f = n an En be a simple function
on X (take f to be countably simple when q = ). If X is nonatomic, we can split
.
each En as En = Nj=1 E jn , where E jn are disjoint sets and (E jn ) = (En)
N .
Let f j = n an E jn , then
1/q
q
dt
f (p,q) = t 1/p an En (t)
n t
0
1/q
q
dt
= an t 1/p (En ) (t)
n t
0
1/q
q
dt
= an t 1/p (t)
n 0, (En ) t
0
1/q
(En )

= an
q
t p 1 dt
n
0
1/q 1/p
p
= an (En )
n q
1/q 1/p
p
= an N (E jn )
n q
1/q 1/p
p
= N an
1/p
(E jn )
n q
1/q
q
dt
= N 1/p t 1/p an E jn (t)
n t
0
=N 1/p
f j (p,q) .

Thus f j (p,q) = N 1/p f (p,q) . Now, if T L(p,q) (X, A , ) , it follows that

T (t) = T an E
n
n

= T an .N
n E jn
j=1
N

= T an E jn
n j=1
N

= T an E jn
n j=1
N

= T an E jn
j=1 n
N

= T f j
j=1
6.5 Duality 243
N
T ( f j )
j=1
N
T f j (p,q)
j=1
N
= T f j (p,q)
j=1
1 1p
=N T f j (p,q) .
Let N and use that p < 1 to obtain that T = 0.
(e) We now take up case p > 1 and 0 < q 1. By Theorem 4.15 and Theorem 6.3
we see that if g L(p ,) (X, A , ), then

dt
f g d t 1/p f (t)t 1/p g (t)
t
X 0
f (p,1) g(p ,)
1q 1
q
f (p,q) g(p ,) ,
p
from which we have 1q 1

q
T g(p ,q) . (6.22)
p

Conversely, suppose that T L(p,q) (X, A , ) when 1 } then

f g d = gg|g|1 d
X {|g|> }

= |g|2 |g|1 d
{|g|> }

= |g| d ,
{|g|> }
and

{|g| > } f g d T f (p,q) . (6.23)

X
Since
| f | = |g||g|1 {|g|> } = {|g|> } ,
hence
f (t) = | f | (t) =
0, ({|g|> })
thus
1/q
q dt

f (p,q) = t 1/p f (t)
t
0
1/q
q
dt
= t 1/p
0, ({|g|> }) t
0

{|g|> }

q
= t p 1 dt
0
1/q 1/p
p
= {|g| > } .
q
Now, back to (6.22) we have

q 1q 1 1/p
{|g| > } T {|g| > }
p
, -1/p 1 1
q q
{|g| > } T
p
1/p 1q 1
q
Dg ( ) T
p
1q 1
1/p q
sup t g (t) T
t>0 p
1q 1
q
g(p ,) T (6.24)
p
Finally by (6.22) and (6.24) we have
g(p ,) T .
(6) Using Theorem 4.15 and Holders inequality, we obtain

6.5 Duality 245

T ( f ) = f g d

X

dt
t 1/p f (t)t 1/p g (t)
t
0
f (p,q) g(p ,q ) .
Hence T is bounded and if we take the supremum on both sides over all functions
f with norm 1 we have
T g(p ,q ) . (6.25)
Thus, for every g in L(p ,q ) we can find a linear bounded functional on the space
L(p,q) (X, A , ).
/ 0
Conversely, let T be in L(p,q) (X, A , ) . Note that T is given by integration
against a locally integrable function g. It remains to prove that g L(p ,q ) (X, A , ).
Using Theorem 4.26 for all f in L(p,q) (X, A , ) we have

f (t)g (t) dt = sup f g8d T f (p,q) ,
0 X
where the supremum is taken over all A -measurable functions g8 equimeasurables

with g. Next, by Theorem 4.29 there exists a measurable function on X such that

ds
f (t) = h(s) .
s
t/2
q
q 1
where h(s) = s p 1 g (s) . Then by Theorem 6.12 (b) with r = p
q dt
f q(p,q) = t 1/p f (t)
t
0
q

ds q
= h(s) t p 1 dt
s
0 t/2
q

ds qp 1
= 2q/p h(s) u du
s
0 u
q q
21/p q q
u p 1 h(u) du
p
0
q q(q 1)
21/p q q qq
= u p 1+ p q g (u) du
p
0
1/p
q q
2 q q
= u p 1 g (u) du
p
0
1/p
q q du
2 q
u p 1 g (u)
1
=
p u
0
q
21/p q
= gq(p ,q ) ,
p
thus
21/p q q /q
f (p,q) g(p ,q ) . (6.26)
p
On the other hand, we have
t q 1 ds
q

f (t)g (t) dt s p 1 g (s) g (t) dt
s
0 0 t/2
q t q t
q q
1 ds

g (t) s p dt =
g (t) s p 2 ds dt
s
0 t/2 0 t/2

p q q
q
= 1 21 p t p 1 g (t) dt
q p
0
p
1 qp
= 12 gq(p ,q ) . (6.27)
q p
Combining (6.26) and (6.27) we obtain
1/q

q p
g(p ,q ) q
T . (6.28)
1
p 1 2 p
Finally by (6.25) and (6.28) we have the required conclusion.

Theorem 6.23 (Duality). Let 1 < p < and 1 q < or p = q =/ 1. Then the space
0
of all bounded linear functionals on L(p,q) (X, A , ), denoted by L(p,q) (X, A , )
is isomorphic to L(p ,q ) (X, A , ) where 1
p + 1
p = 1 and 1q + q1 = 1.
6.5 Duality 247
Proof. If p = q then we have that L(p,p) (X, A , ) = L p (X, A , ) which is isomor-

phic to L p (X, A , ) for all 1 p < .
Thus, we need/ to only consider 0 the case when 1 < p < , 1 < q < and p
= q. To

prove that L(p,q) (X, A , ) is isomorphic to L(p ,q ) (X, A , ) we must show that
for each element in L(p ,q ) (X, A , ) there exists a unique corresponding element in
/ 0
L(p,q) (X, A , ) and vice versa.
We start with the case when 1 < p, q < , p

= q. Let g L p ,q (X, A , ) be
arbitrary and define the functional T as

T ( f ) = f g d ,
X
for all f L(p,q) (X, A , ). By Theorem 4.15 and Holders inequality we get that

T ( f ) = f g d
X

| f g| d
X

f (t)g (t) dt
0

f (t)g (t) dt
0

dt
t 1/p f (t)t 1/p g (t)
t
0
1/q 1/q
q dt
q dt
t 1/p f (t) t 1/p g (t)
t t
0 0
= f pq g p q .
Hence, T is bounded and if we take the supremum on both sides over all functions
f with norm 1 we have that
T g p q .
If 1 0 t
0 0
to obtain that
T g p .
Hence, for all functions in L(p ,q ) (X, A , ) we can find a linear bounded func-
/ 0
tional on L(p,q) (X, A , ), that is an element in L(p,q) (X, A , ) . In Theorem 6.22
we showed that
(E) = T E
is absolutely continuous with respect to and by Radon-Nikodym theorem there

exists a unique function g L1 (X, A , ) = L(1,1) (X, A , ) such that

(E) = T E = gE d .
X
By the linearity of the integral and density of simple functions it follows that

T ( f ) = g f d
X
for all f L(p,q) (X, A , ).
Once again, by Theorem 4.29 there exists a measurable function f on X such that

ds
f (t) = h(s) ,
s
t/2
q
q 1
where h(s) = s p 1 g (s) .
Then by Theorem and Theorem 6.12 with r = p we have
q
p
f qpq f (p,q)
p1
q q dt
p
= t 1/p f (t)
p1 t
0
q
q
p ds q 1
= h(s) t p dt
p1 s
0 t/2
q
q
p ds q 1
= 2q/p h(s) u p du
p1 s
0 u
6.5 Duality 249
q
21/p q q
q
u p 1 h(u) du
p1
0
q
21/p q q qq
q(q 1)
= u p 1+ p q g (u) du
p1
0
q
2 q 1/p q
q
= u p 1 g (u) du
p1
0
q
2 q 1/p 1
q du
= u p g (u)
p1 u
0
q
1/p
2 q
= gq(p ,q ) ,
p1
thus q
21/p q q /q
f pq g(p q ) .
p1
On the other hand, using the definition of the norm of T and Theorem 4.23 we
have

f (t)g (t) dt
T ( f ) 0
T = sup = sup ,
f L(p,q) f pq f L(p,q) f pq
thus

f (t)g (t) dt T f pq .
0
Now, observe that

q 1 ds
q
1
f (t)g (t) dt s p g (s) g (t) dt
s
0 0 t/2
q t q ds

g (t) s p 1 dt
s
0 t/2
q t q
=
g (t) s p 2 ds dt
0 t/2

p q
q
q
=
1 21 p t p 1 g (t) dt
q p
0
p
1 qp
=
1 2 gq(p ,q )
q p
q
p
1 qp 1
1 2 g pq .
q p p
Finally we have
q
p g p q
1
p

1 qp
1 2 T
f pq q p

q q
Cg p q p T
Cg p q T ,
where q
1 p1 p 1 qp
C= 1 2 .
p 21/p q q p
This shows that g p q < and thus g L(p ,q ) (X, A , ). Also we have that
Cg p q T g p q ,

hence L(p,q) and L(p ,q ) are isomorphic for 1 < q < p < .

6.6 L1 + L Space
We now introduce a space based upon the concept of sum space.
Definition 6.24. Let (X, A , ) be a -finite measure space. The space L1 + L con-
sists of all functions f F(X, A ) that are representable as a sum f = g + h of
functions g L1 and h L . For each f L1 + L , let

f L1 +L := inf gL1 +hL . (6.29)
f =g+h
where the infimum is taken over all representations f = g + h, where g L1 and

h L .
The next result provides an analogous description of the norm in L1 + L .
Theorem 6.25. Let (X, A , ) be a -finite measure space and suppose f belongs
to F(X, A ). Then
6.6 L1 + L Space 251
t
inf gL1 +hL = f (s) ds = t f (t), (6.30)
f =g+h
0
for all t > 0.
Proof. For t > 0 denote

t = inf gL1 +hL .
f =g+h
Next, we like to show that

t
f (s) ds t . (6.31)
0
We may assume that f belongs to L1 +L . Since, otherwise the infimum t is infinite

and there is nothing to prove. In this case f may be expressed as a sum f = g + h
with g L1 and h L . The sub-additivity of f (see (6.12)) gives
t t t t
f (s)ds = (g + h) (s)ds g (s)ds + h (s) ds.
0 0 0 0
Since h (s) h (0) for s > 0, we have
t t

f (s) ds g (s) ds + h (0) ds = |g| d + th = gL1 + th .
0 0 0 X
Taking the infimum over all possible representations f = g + h, we obtain

t
f (s) ds t . (6.32)
0
For the reverse inequality of (6.32) it suffices to construct functions g L1 and

t
h L such that f = g + h and assume that f (s) ds..

0
Let E = x X : | f (x)| > f (t) and (E) = t0 . Since D f ( f (t)) t, then t0 =
(E) = D f ( f (t)) t, thus t0 t, then by the Hardy-Littlewood inequality we have

| f | d = | f | E d
E X

f (s)(0, (E) (s) ds
0
t0
= f (s) ds
0
t
f (s) ds < ,
0
thus f is integrable over E. Now, let us define

g(x) = max | f (x)| f (t), 0 sgn f (x)
and

h(x) = max | f (x)|, f (t) sgn f (x).
The L1 norm of g can be calculated as

gL1 = |g| d = |g| d + |g| d .
X E E
Note that the second integral is null on E and so

gL1 = |g| d
E

= | f (x)|d f (t) d
E E

= | f (x)|d|m t0 f (t)
E

| f (x)|d < ,
E
thus g belongs to L1 . Next, observe that

x X : |h(x)| > f (t)

= x E : |h(x)| > f (t) + x E : |h(x)| > f (t)

= x E : f (t) > f (t) + x E : | f (x)| > f (t)
=0
since the sets in the penultimate equality are the empty set, therefore
6.6 L1 + L Space 253

h = inf M > 0 : x X : |h(x)| > M = 0 = f (t),
hence h belongs to L .
On the other hand, observe that
g(x) + h(x)

= max | f (x)| f (t), 0 sgn f (x) + min | f (x)|, f (t) sgn f (x)

| f (x)| f (t) + f (t) i f | f (x)| > f (t)
=

0 + | f (x)| i f | f (x)| f (t)
= | f (x)|.
Since
t0

gL1 = |g|d = | f (x)|d t0 f (t) f (s) ds t0 f (t)
E E 0
and thus
t0
gL1 + th f (s) ds + th t0 f (t)
0
t0
f (s) ds + (t t0 ) f (t)
0
t0 t
= f (s) ds + f (t) ds
0 t0
t0 t
f (s) ds + f (s) ds
0 t0
t
= f (s) ds
0
which entails
t
t f (s) ds. (6.33)
0
Combining (6.31) and (6.33) we have

t
f (s) ds = inf gL1 + th
f =g+h
0
and
t

t f (t) = f (s)ds = inf gL1 + th .
f =g+h
0

Note that we can calculate the L1 + L norm of a function via:

f (1) = inf gL1 +h = f L1 +L
f =g+h
and
1
f (s) ds = f L1 +L .
0
We now introduce the notion of maximal function f M f , which will be studied

in more detail in Chapter 9.
Definition 6.26. Let f L1,loc (Rn ). The Hardy-Littlewood maximal function is de-
fined as
1
M f (x) = sup | f (y)| dy. (6.34)
0<r< m B(x, r)
B(x,r)

where B(x, r) = y Rn : |y x| < r is an open ball in Rn .
With the notion of maximal function at hand, we now prove that the maximal
function given in (4.17) and the new one given in (6.34) are related in the following
sense.
Theorem 6.27. There exists a constant c depending only on n, such that
(M f ) ( f ) c f (t)
for every locally integrable function f on Rn .
Proof. Fix t > 0. For the left-hand side inequality we may suppose f (t) < ,
otherwise there is nothing to prove. In this case by Theorem 6.25, given > 0 there
are functions gt L1 and ht L such that f = gt + ht and
gT L1 + thT t f (t) + , (6.35)
then by Theorem 7.29 and Theorem 3.38, for any s > 0

6.7 L exp and L log L Spaces 255

s s
(M f ) (s) (Mgt ) + (Mht )
2 2
C C
gt L1 +ht = gt L1 + sht .
s s

Theorem 6.28 (Hardy-Littlewood inequality). Let 1 < p and suppose that

f L p (Rn ). Then M f L p (Rn ) and
M f p c f p
where c is a constant depending only on p and n
We wish to point out that using the rearrangement (6.30) a proof of Theorem 6.28
can be obtained directly and without using any covering technique.
Proof (Proof of Theorem 6.28). If f L (Rn ), by Theorem
M f L = sup (M f ) (t) c sup f (t) c f L .

t>0 t>0
Now, if f L p (Rn ) with 1 < p < then one more time by Theorem 6.27 we have
1p p 1p
t
p 1
M f p = (M f ) (t) dt c
f (s) ds dt

t
0 0 0
1p

cp p cp
( f (t)) dt = f p .
p1 p1
0

6.7 L exp and L log L Spaces
We now introduce another function spaces.
Definition 6.29. The Zygmund space L exp consists of all f F(X, A ) for which
there is a constant = ( f ) such that

exp | f (x)| d (x) < (6.36)
E
for all E A . The Zygmund space L log L consists of all f F(X, A ) for which

| f (x)| log+ | f (x)| d (x) < (6.37)
X
where log+ x = max {log x, 0}.
The quantities introduced in (6.36) and (6.37) are evidently far from satisfying
the properties of norm.
The expression introduced in the next theorem, defined in terms of the decreasing
rearrangement, will prove more manageable.
Theorem 6.30. Let f F(X, A ) and A A such that 0 < (E) < . Then

(E)
+ (E)
(a) | f (x)| log | f (x)| d (x) < if and only if f (t) log dt < .
t

E 0

(b) exp | f (x)| d (x) < for some constant = ( f ) if and only if there is
E
a constant c = c( f ) such that

(E)
f (t) c 1 + log
t
for 0 < t < (E).
Proof. To this end, we first apply Theorem 4.13 to obtain

+
| f (x)| log | f (x)| d = f (t) log+ f (t) dt,
E 0
(E)
thus f (t) log+ f (t)dt < . On the other hand, note that
0
t
(E)
1
1 1 f L1
f (t) f (t) = f (s) ds f (s) ds = | f |d = ,
t t t t
0 0 E
since log+ x is an increasing function and log 1x is a decreasing function. On the one
hand, if

(E)
(E)
f (t) log dt < ,
t
0
then

(E)
(E)
+
f L1
f (t) log f (t) dt f (t) log+ dt
t
0 0

min f L , (E)
1

f L1
= f (t) log dt,
t
0

f L f L
since log+ t
1
= log t
1
if 0 < t < f L1 and 0 otherwise.
Next,
min{ f L , (E)}
1 f L
1

f L1
f L1
f (t) log dt f (t) log dt
t t
0 0

f
(E) L1
f L1
= +
f (t) log t
dt
0 (E)

(E) f L
1

f L1 1 f L1
f (t) log dt + f L1 log dt
t t t
0 (E)

(E) 2

f L1 f L1 f L1
= f (t) log dt + log .
t 2 (E)
0

Thus | f (x)| log+ | f (x)| d < . On the other hand, if | f (x)| log+ | f (x)| d <
E E
we consider the following set

12
(E)
A = t [0, (E)] : f (t) > and B = [0, (E)]\A,
t
either of which may be empty. Next, we can write


(E)
(E) (E)
f (t) log dt = + f (t) log dt
t t
0 A B

(E)
(E)

12 12 (E)
f (t) log( f (t)) dt + (E) 2
t log dt
t
0 0

(E) 3
( (E)) 2
=2 f (t) log( f (t)) dt + ,
2
0
(E)
(E)
hence f (t) log
dt < . Turning now to the equivalence in (b) we suppose
t
0

(E)
first that f (t) C 1 + log t for some constant C > 0 with 0 < t < (E).
Then

(E)
(E)
(E)
exp f (t) dt exp C 1 + log dt
t
0 0

(E)
C
& 'C
=e (E) t C dt.
0
(E)
from which exp f (t) dt < for any constant < 1/C.
0
Conversely, suppose that

(E)

M= exp f (t) dt < .
0
Clearly M (E). Since f is decreasing we have
t t
1 1
f (t) = f (t) ds f (s) ds.
t t
0 0
Then by Jensens inequality we have

t t
1 1
exp f (t) exp f (s) ds exp f (s) ds,
t t
0 0
which entails

1 M 1 M (E)
f (t) log 1 + log 1 + log .
t (E) t
The proof is now complete.

An integration by parts shows that

(E)

(E)
(E)
f (t) log dt = f (t) dt. (6.38)
t
0 0
The latter quantity involving the sub-additive function f f satisfies the tri-
angle inequality and so may be used to directly define a norm in L log L.
On the other hand the expression

(E)
f (t) C 1 + log 0 < t < (E) (6.39)
t
for the space L exp involve f rather than the sub-additive f . This present no prob-
lem, however
t
1
f (t) = f (s) ds
t
0
t
C (E)
1 + log ds (6.40)
t s
0

(E)
2C 1 + log .
t
Hence (6.39) (with constant C) implies (6.40) (with constant 2C) and so (6.39)
and (6.40) are equivalent. We use the relation (6.40) to define a norm on L exp as
follows.
Definition 6.31. Let f F(X, A ). Set

(E)
(E)
(E)
f L log L = f (t) log dt = f (t) dt. (6.41)
t
0 0
and
f (t)
f L exp f L exp = sup . (6.42)
0<t< (E) (E)
1 + log t

It follows from Theorem 6.30 and the observation made above that L log L
and L exp consist of all function f F(X, A ) for which the representative quan-
tities (6.41) and (6.42) are finite. Since f f is sub-additive, it is easy to
prove directly that this qualities define norms under which L log L and L exp are
rearrangement-invariant Banach spaces. The following result gives a Holder type
inequality.
Theorem 6.32. Let (X, A , ) be a -finite measure space and f L log L and g
L exp. Then
| f g| d 2 f L log L gL exp
E
for any E A .
Proof. Let E A and f L log L, g L exp. Then from Theorem 4.13 and the fact
that f f we have

(E)

| f g|d = | f g E | d f (t)g (t)(0, (E)) (t) dt = f (t)g (t) dt
E X 0 0

(E)
(E) g (t)
f (t) 1 + log dt
t 1 + log (E)
t
0

(E)
(E)
f (t) 1 + log dt gL exp
t
0

(E)

2 f (t) dt gL exp
0
= 2 f L log L gL exp ,
and the assertion of the theorem holds.

6.8 Lorentz Sequence Spaces
In this section we will investigate the Lorentz sequence spaces.

For X = N with A = 2N , the power set of X and = counting measure, the dis-
tribution function of any complex-valued function a = {a(n)}n1 can be written as
Da ( ) = ({n N : |a(n)| > }) ( 0).

6.8 Lorentz Sequence Spaces 261
The decreasing rearrangement a of a is given as
a (t) = inf{ > 0 : Da ( ) t} (t 0).
We can interpret the decreasing rearrangement of a with Da ( ) < , > 0 as a

sequence {a (n)} if we define for n 1 t n
a (n) = a (t) = inf{ > 0 : Da ( ) n 1} (6.43)
Then the sequence a = {a (n)} is obtained by permuting {|a(n)|}nS where S =

{n : a(n)
= 0}, in the decreasing order with a (n) = 0 for n > (S) if (S) < .
Definition 6.33. The Lorentz sequence space (p,q) , 1 < p , 1 q , is the set
of all complex sequences a = {a(n)} such that as(p,q) < where

q 1/q

n=1 1/p
n a (n) n1 , 1 < p < , 1 q <
as(p,q) =

sup 1/p
n1 n a (n), 1 < p , q = .
where a is given in (6.43).

The Lorentz sequence space (p,q) , 1 < p , 1 < p , q = , is a linear space
and s(p,q) is a quasi-norm. Moreover, (p,q) 1 < p , 1 q , is complete
with respect to the quasi-norm s(p,q) .
The Lorentz sequence space (p,q) and L(p,q) when X = N, A = 2N and ({n}) =
1 are equivalent for 0 < p < , 0 < q < . In fact, if we let a (n) = f (t) for
n 1 t < n, we have
1/q
q dt

f (p,q) = t 1/p f (t)
t
0
1/q
n
& 'q

= a (n) t q/p1 dt
n=1
n1
and since
q/p n
1
nq/p1
t q/p1 dt 2nq/p1
2
n1
we obtain
q/p n
1
2
(a (n)) n
q q/p1
(a (n))
q
t q/p1 dt 2 (a (n))q nq/p1 ,
n=1 n=1 n=1
n1
from which we get

1/p 1/q

1/q
1 q1 q1
2 (n a (n)) n
1/p
f (p,q) 21/q
(n a (n)) n
1/p
n=1 n=1
thus 1/p
1
as(p,q) f (p,q) 21/q as(p,q) .
2
Observe that the space (p,q) is not empty when p = . For example, all sequences
which only have a finite number of nonzero elements are in (p,q) for all 0 < q .
This show that there is a fundamental difference between L(,q) and (,q) .
The following result will be of great utility in our study, and we include a short
proof for the benefit of the reader.
Theorem 6.34. If a = {a(n)}nN and b = {b(n)} nN are complex sequences, b

(p,q) with 1 n N : b(n) > ,
by the monotonicity of the measure, we have Da ( ) Db ( ) for all > 0. Thus,

for any m N, we obtain

> 0 : Db ( ) m 1 > 0 : Da ( ) m 1
and hence a (m) b (m). From this last fact, the result follows easily.

The aim of this section is to present basic results about Lorentz sequence spaces.
The Lorentz sequence space (p,q) is a normed linear space if and only if 1 q
p < . Moreover, (p,q) is normable when 1 < p < q , that is there exists a norm
equivalent to s(p,q) . For the remaining cases (p,q) cannot be equipped with an
equivalent norm.
The normable case for p < q comes up in the following way

1/q

q q/p1

a (n) n

, q<
a(p,q) =
n=1

1/p
sup n a (n) ,

n1
q=

where a = a (n) n is called the maximal sequence of a = a (n) n and it is
defined as
1 n
a (n) = a (k).
n k=1
We now prove that the functionals and s are equivalent.
Theorem 6.35. Let a = {a(n)}n1 be a complex sequence, 1 < p q < then
q
p
as(p,q) a(p,q) as(p,q) .
p1
Proof. The inequality

as(p,q) a(p,q)
is an easy consequence of the fact that
a (n) a (n)
for all n N. Hence, we just need to show that

q
p
a(p,q) as(p,q) .
p1
In fact, let r = q qp . Using the fact that the function g(t) = t r/q1 is decreasing we
apply the Holder inequality to obtain
q q
n n
a (k) a (k)k1 k q 1
r r
= q
k=1 k=1
q/q
n n
(a (k))q kqr k q 1
k q 1
r r

k=1 k=1
q/q
n
n

(a (k))q kqr k q 1 t q 1 dt
r r

k=1
0
q/q n
q q
nr/q a (k) kqr k q 1 .
r
=
r k=1

Moreover since f (t) = t 1 q is decreasing and
r
f (t) dt < we have
k
k k
f (n) f (t) dt,
n=k1
k2
from which we get

k
k

f (n) f (t) dt ,
k=m+1 n=k1 k=m+1
k2
and

f (n) f (t) dt.
n=m
m1
Next using the above inequality and Fubinis Theorem we have

q
n
a (k) nr1
n=1 k=1
q/q

n
q r1+r 1 1q

r n (a (k)) k k
q qr qr 1
n=1 k=1
q/q

q
=
r (a (k)) k k
q qr qr 1
n 1 qr
k=1 n=k
q +1
q q
=
r (a (k))q kqr1
k=1
q
p

q
= (a (k))q k p 1 .
p 1 k=1
That is q
p
a(p,q) as(p,q) .
p1

Note that if {ak }k=1,2,...,N (p,q) , then
% % % %
% N %s % N %
% % % %
% ak % % ak % (6.44)
%k=1 % %k=1 %
(p,q) (p,q)
q N
p

p 1 k=1 ak s(p,q) (6.45)
That is, s(p,q) is a quasi-norm. On the other hand, if (6.44) holds, then s(p,q) is
equivalent to a norm, this norm is called decomposition norm and it is defined as
3
N N
a pq = inf ak s(p,q) : a = ak .
k=1 k=1
The functional pq is an equivalent norm to s(p,q) when 1 p, q . Moreover
pq = s(p,q) if 1 q p.
The following result is due to Hardy and Littlewood.
Theorem 6.36. If a = {a(k)}kN and b = {b(k)}kN are complex sequences, then

a(k)b(k) a (k)b (k). (6.46)
k=1 k=1
Proof. It will be enough to show (6.46) for nonnegative sequences. For n N

fixed, we set E = {1,
2, , n}. Let
us consider c(1), c(2), , c(m) the different
elements of the set a(k) : k E . Then it is clear that m n = (E). Thus, for
j {1, 2, , m} we can define the sets

Fj = k E : a(k) = c( j)
Note that the sets Fj are pairwise disjoint and mj=1 Fj = E. Observe that
m
a(k) = c( j) Fj . (6.47)
kE j=1
Furthermore, for any k E there exists an unique jk {1, 2, , m} such that k Fjk
and therefore
m
a(k) = c( j)F (k), j
j=1
then
m
a (k) = c( j)[1, (F )] (k). j
j=1
Therefore from (6.47), we have

m
a(k) = c( j) (Fj )
kE j=1
m (E)
c( j) [1, (F )] (k)
j
j=1 k=1
(E) m
= c( j)[1, (F )] (k) j
k=1 j=1
(E)
= a (k).
k=1
That is
a(k) a (k), (6.48)
kE k=1
and since n N was arbitrary, we conclude

a(k) a (k).
k=1 k=1
On the other hand, employing inequality (6.48) we obtain

m
a(k)b(k) = c( j)F (k) b(k) j
kN kN j=1
m
= c( j) b(k)F (k) j
j=1 kN
m
= c( j) b(k)
j=1 kFj
m (Fj )
c( j) b (k)
j=1 k=1
m
c( j)[1, (F )] (k)b (k)
j
k=1 j=1

= a (k)b (k).

k=1
Hence
a(k)b(k) a (k)b (k),
kN k=1

We now show a Holder type inequality for Lorentz sequence spaces.

Theorem 6.37. Let a = a(k) (p,t) and b = b(k) (q,r) where 1
t + 1r = 1,
then
a(k)b(k) as bs . (p,t) (q,r) (6.49)
k=1
Proof. By virtue of Theorem 6.36 and by Holders inequality we have

a(k)b(k) a (k)b (k)
kN k=1

k pt a (k)k q r b (k)
1 1 1 1
=
k=1
6.9 Problems 267
1/t 1/r
t r
pt
qr
1 1
1 1

k a (k) k b (k)
k=1 k=1
1/t 1/r
t
r
=
a (k) k t/p1
b (k) kr/q1 ,
k=1 k=1

6.9 Problems
6.38. Let denote the Lebesgue measure on the -algebra B of Borel set of [0, 1]
and put f (x) = x and g(x) = 1 x for x [0, 1]. Express f (p,q) and g(p,q) for
p [0, 1], q [1, ) in terms of the gamma function.
Hint. First express these numbers in terms of the Beta function.
6.39. Suppose that denotes the Lebesgue measure on the -algebra B of Borel
subset of R and for each a > 0 put fa (x) = ea|x| and ga (x) = eax for x R.
2
(a) Calculate fa (p,q) for a > 0 and p, q [1, ].

(b) Calculate ga (p,q) for a > 0 and p, q [1, ].
%6.40. On n
( f )(x) = f ( x), > 0, be the dilation operator. Show that
% R , letn/p
% ( f )% = f (p,q) .
(p,q)
6.41. Show that

sup t 1/p f (t) f p .
t>0
6.42. Let (X, A , ) be a measure space, let p and q be two extended real numbers
in [1, ], and let p and q their conjugate exponents. If f L(p,q) (X, A , ) and
g L(p ,q ) (X, A , ), prove that

f (t)g (t) dt f pq g p q .
0
6.43. Let f and g be nonnegative -measurable functions on R+ . Prove that

1
f g d f (t)g (t) dt
2
R 0
the constant 1/2 is optimal.

6.44. Let 1 < p0 < and assume that f L(p, )(R+ ) for every 1 < p p0 < .
Prove that
lim f p = f 1 .
p1
6.45. Let 1 < p0 < and assume that L(p,1) (R+ ) for every 1 < p0 p < .
Prove that
1
lim (p,1) = .
p p
6.46. Let f L p (X, A , ). Prove that
M f L(p,) C f p
where C is a positive constant and M stands for the Hardy-Littlewood maximal

operator (9.2).
6.47. Let f L1 (X, A , ). Prove that
I f L C f 1
( nn ,)
where C is a positive constant and I stands for the Riesz potential operator (11.9).
Lq
6.48. We say that h log L ( ), > 0, if

|h(x)|q
dx < .
log (e + |h(x)|)

Show that h log L [(0, 1/e)]

L
if and only if + > 1, where
1
h(x) = , R.
x| log x|
The Lorentz spaces were introduced in Lorentz [44, 45]. It seems that the first ex-
pository paper on the topic is Hunt [34].
The duality problem regarding Lorentz spaces was investigated in Cwikel [10],
Cwikel and Fefferman [11, 12]
The space L1 + L was studied in Gould [21] and Luxemburg and Zaanen [47].
The spaces L exp and L log L were introduced independently by Zygmund [85]
and Titchmarsh [78, 79].
Chapter 7
Nonstandard Lebesgue Spaces
Give more spaces to functions.

ALOIS KUFNER
Abstract In recent years, it had become apparent that the plethora of existing func-
tion spaces were not sufficient to model a wide variety of applications, e.g., in the
modeling of electrorheological fluids, thermorheological fluids, in the study of im-
age processing, in differential equations with nonstandard growth, among others.
Thus, naturally, new fine scales of function spaces have been introduced, namely
variable exponent spaces and grand spaces. In this chapter we study variable expo-
nent Lebesgue spaces and grand Lebesgue spaces. In variable exponent Lebesgue
spaces we study the problem of normability, denseness, completeness, embedding,
among others. We give a brisk introduction to grand Lebesgue spaces via Banach
function space theory, dealing with the problem of normability, embeddings, dense-
ness, reflexivity, and the validity of a Hardy inequality in the aforementioned spaces.
In previous chapters we tried to give detailed proofs of the results, but in this
chapter we will be much more concise, approaching the reader to a style more close
to a research paper than to a textbook exposition.
7.1 Variable Exponent Lebesgue Spaces
Our goal in this section is to define the so-called variable exponent Lebesgue spaces
L p() ( ), introduce an appropriate norm and study some fundamental properties of
the space, for simplicity we will work only on a measurable subset of Rn with
the Lebesgue measure.
By P( ) we denote the family of all measurable functions p : [1, ]. For
p P( ) we define the following sets
1 (p) := 1 = {x : p(x) = 1},

(p) := = {x : p(x) = },
+ (p) := = {x : 1 < p(x) < }.

270 7 Nonstandard Lebesgue Spaces
Definition 7.1. By L p() ( ) we denote the variable exponent Lebesgue space as the
set of all measurable functions f : R such that

p() ( f ) := | f (x)| p(x) dx < (7.1)
\
and
ess sup | f (x)| < ,
x
where the measurable function p : (0, ] is called variable exponent. The

functional p() is known as a modular.
For the variable exponent p we define the following numbers
p ( ) = p := ess inf p(x), p+ ( ) = p+ := ess sup p(x) (7.2)

if m( ) > 0, and p = p+ = 1 if m( ) = 0. For p P( ) we define the dual

exponent or the conjugate exponent has

, x 1 ,
p (x) = p(x)1
p(x)
, x ,

1, x ,

which implies the pointwise inequality

1 1
+ = 1.
p(x) p (x)
If a measurable function p : Rn [1, ) satisfies
1 < p , p+ < , (7.3)
then the conjugate function

p(x)
p (x) :=
p(x) 1
is well defined and moreover it satisfies (7.3).
Working with the definition of p , p+ and the conjugate exponent, we have the
following relations

1. p () + = (p ) ;

2. p () = (p+ ) .
A natural question is whether the space L p() ( ) is, in general, linear. The answer
is affirmative whenever p+ < .
Lemma 7.2. The space L p() ( ) is linear if and only if p+ < .
7.1 Variable Exponent Lebesgue Spaces 271
Proof. NECESSITY. Suppose that p+ = . We will show that there exists a function
f0 L p() ( ) such that 2 f0
/ L p() ( ). Let Am = {x \ : m 1 p(x) m}.
Since p+ = , there exists a sequence mk , k N such that m(Amk ) > 0. We now
construct a step function f0 ; i.e., f0 (x) = cm for x Am , where cm is given by the
relation
cmp(x) dx = m2 ,
Am
this defines cm univocally if m(Am )

= 0. We then have

p() ( f0 ) = cmp(x) dx = m2 <
m=1 m=1
Am
which entails that f0 L p() ( ). On the other hand,

p() (2 f0 ) (2cmk ) p(x) dx
k=1
Amk

2mk 1 cmp(x)
k
dx
k=1
Amk

= 2m 1 m2
k = ,
k
k=1
/ L p() ( ).
which means that 2 f0
SUFFICIENCY. Let p+ < . We have

p() (c f ) max{|c| p+ , 1} p() ( f )
and
p() ( f + g) 2 p+ [ p() ( f ) + p() (g)]
for all function f and g in L p() ( ).

The next result tells us that the definition of the variable Lebesgue space is not
void, in the sense that it always contains the set of step functions, whenever p+ < .
Lemma 7.3. Let p+ < . Then the set of step functions belongs to the space
L p() ( ).
Proof. Let f (x) = Nk=1 ck k (x) be a step function where k are pairwise disjoint.
We then have
N N
p() ( f ) = |ck | p(x) dx max{1, |ck | p+ }m(k ) < ,
k=1 k=1
k
which shows the validity of the lemma.

7.1.1 Luxemburg-Nakano Type Norm
From Lemma 7.2 we already know that the space is linear if and only if p+ < .
We now want to introduce a norm in the variable exponent Lebesgue space, but
after a moments reflection it is clear that the norm cannot be introduced in a similar
manner as in the case of constant p. We will use the so-called Luxemburg norm, also
known as Luxemburg-Nakano norm. Before proceeding in doing that, we will prove
some auxiliary lemmas that will be used in the problem of introducing a norm in the
aforementioned space.
Lemma 7.4. Let f L p() ( ), 0 p(x) . The function

f
F( ) := p() , > 0, (7.4)

take finite values for all 1. Moreover, this function is continuous, decreasing,
and lim F( ) = 0. If p+ < , the same is true for all > 0.
Proof. By definition we have that F(1) < . It is clear that the function (7.4) is
decreasing, which immediately entails that F( ) < for all 1. The continuity
follows from

p(x)
lim |F( ) F(0 )| lim | f (x)| p(x) | p(x) 0 | dx
0 0
\
(7.5)
p(x)
lim | f (x)| p(x) | p(x) 0 | dx
0
\
where we used the Lebesgue dominated convergence theorem since p(x) 1

for 1. Using again the Lebesgue dominated convergence theorem we obtain
lim F( ) = 0.
When p+ < , for < 1 we have that F( ) F(1) p+ < . The continuity
follow, once again, from (7.5) since p(x) c0p+ for near 0 .

We now introduce a norm in the space L p() ( ).
Theorem 7.5. Let 0 p(x) . For any f L p() ( ) the functional

p(x)

f (x)
f (p) := inf > 0 : dx 1 (7.6)

\
takes finite values and

f
p() 1, f (p)
= 0. (7.7)
f (p)
If the exponent satisfies p+ < or f (p) 1, then

f
p() = 1, f (p)
= 0. (7.8)
f (p)
Moreover, if 1 p(x) p+ < , x \ , we have that
f L p() ( ) = f (p) + ess sup | f (x)| (7.9)

x
is a norm in the space L p() ( ).

Proof. By Lemma 7.4 we have that f (p) is finite whenever f L p() ( ) and (7.7)
(7.8) are consequences of the definition given in (7.6) and Lemma 7.4. To show
that (7.9) is a norm, it suffices to show the triangle inequality for f (p) , which
follows from the inequality
| y1 + (1 )y2 | p |y1 | p + (1 )|y2 | p , (7.10)
for 0 1 and p 1, since t t p is a convex function.

We now obtain upper and lower bounds for the modular p() via the functional
(p) .
Corollary 7.6. The functional (7.6) and the modular p() are related by the follow-
ing estimates
p+ p
f (p) f f (p)
p() , f (p) , (7.11)

p p+
f (p) f f (p)
p() , 0 < f (p) , (7.12)

where the extreme cases p = 0 or p+ = are admitted.
Proof. Let us rewrite (7.11) and (7.12) as

p()
p+
f p , 0 < 1, (7.13)
f (p)
and

p
p() f p+ , 1. (7.14)
f (p)
We now have that(7.13) and (7.14) are a consequence of (7.8) if p+ < or p+ =
with f (p) 1. If p+ = and f (p) 1, the right-hand side of the inequality
in (7.13) is a consequence of (7.7), and the left-hand side of (7.14) holds since
g(p) = 1 for g(x) = f (x)/ f (p) .

Corollary 7.7. Let p be a measurable function, 0 p p(x) p+ < , x

\ , we have the following estimates
p+ p
f (p) p() ( f ) f (p) , f (p) 1, (7.15)
p p+
f (p) p() ( f ) f (p) , f (p) 1. (7.16)
Corollary 7.7 states that in questions related to convergence, p() () and (p) are
equivalent. This observation is quite useful due to the fact that the norm is given by
a supremum and calculating explicitly the norm can be impossible, except in trivial
cases.
With these estimates at hand, we can get an upper and lower bound for the norm
of an indicator function of a set.
Corollary 7.8. Let E be a measurable set in \ . If 0 < p p+ < we have

the estimate
m(E)1/p E (p) m(E)1/p+ ,
when m(E) 1. In the case m(E) 1, the signs of the inequality are reversed. As a
particular case, we have that E (p) = 1 is equivalent to m(E) = 1.
Example 7.9. An example that illustrates (7.7) instead of (7.8) is the following. Let
1
= [0, 1], p(x) = , = {0}, f (x) = 4x xx/2 .
x
1
We have that f (p) = f L p() ( ) = 1, since F(1) = | f (x)| p(x) dx < 1, but F( )
0
for all < 1.
Remark 7.10. The space L p() ( ) is ideal; i.e., it is a complete space and the in-
equality | f (x)| |g(x)|, g L p() ( ) implies that f L p() ( ) gL p() ( ) (the com-
pleteness will be showed in 7.1.4).
Let 1 p(x) be such that p+ < . The semi-norm f (p) can be represented
in the form
f (p) = (x) f (x) dx , (x) L p () ( ) (7.17)
\
p(x)1

where (x) = ff (x)
(p)
f (x)
/ and (p ) 1. In reality (7.17) is sim-
| f (x)| , x
ply (7.8), the inequality (p ) 1 is immediate.
The next lemma, albeit simple, is also a useful tool dealing with the estimation of
norms in variable exponent Lebesgue spaces. It states that if the modular of a dilated
function is bounded then the function is bounded in norm, with certain upper bound.
Lemma 7.11. Let 0 0, b > 0, (7.18)
a
then f (p) ab with = 1/p if b 1 and = 1/p+ if b 1.
Proof. By (7.18) we have the inequality p() ( f /(ab )) 1, and now by the defini-
tion (7.6) we get that f (p) ab .

The next result generalizes the property

% %
% f % = f
p p
for the variable setting.
Lemma 7.12. Let 0 < (x) p(x) p+ < , x \ . Then

f (p)

f ( p ) f (p)
+
, f (p) 1, (7.19)

f (p)
+
f ( p ) f (p)

, f (p) 1, (7.20)
where f = | f (x)| (x) . If p and are continuous functions, there exists a point x0
\ such that
(x )
f ( p ) = f (p)0 . (7.21)
Proof. Let = f (p) , = f ( p ) . Since ( p ) = (p), by (7.8) we have
p(x)
| f (x)| (x) (x) f (x) p(x)

dx = dx = 1.

\ \
Therefore
p(x)
p(x) (x)
| f (x)| p(x) dx = 0. (7.22)
p(x) p(x)/ (x)
\
Suppose that 1. We now show the right-hand side inequality in (7.19), i.e.,
p(x) p(x)
+ . Suppose that > + , then (x) > (x) + . This means that the numera-
tor in (7.22) is non-positive in almost every point, which is impossible. A similar
supposition: < gives a nonnegative numerator, which is also impossible. The
case 1 is similar.
Now, if p and are continuous functions, then from (7.22) we get that the nu-
merator of the fraction must be zero in some point, which implies (7.21).

We now obtain that under some circumstances it is possible to realize the value
f (p) in the following sense.
Corollary 7.13. Let 0 p p(x) p+ < , x \ . If p is a continuous

function in \ , there exists a point x0 \ (which depends on f ) such that
1

p(x0 )
f (p) = | f (x)| p(x) dx . (7.23)

\
Proof. Taking (x) = p(x) in the equality (7.21) we get (7.23).

Definition 7.14. We define the sum space L p ( ) + Lq ( ) as

L p ( ) + Lq ( ) := f = g + h : g L p ( ), h Lq ( ) ,
which is a Banach space with the norm
f L p ( )+Lq ( ) = inf { gL p ( ) +hLq ( ) }.

f =g+h
The intersection space L p ( ) Lq ( ) is defined as
f L p ( )Lq ( ) = max{ f L p ( ) , f Lq ( ) }
which is a Banach space.

We now show that the variable exponent Lebesgue space is embedded between
the sum and intersection spaces of the spaces L p and L p+ .
Lemma 7.15. Let 1 p p(x) p+ , x , m( ) = 0. Then
L p() ( ) L p ( ) + L p+ ( ). (7.24)
Moreover,
f L p() ( ) max{ f p , f p+ }.
The result follows from the splitting f (x) = f1 (x) + f2 (x) where f1 (x) = f (x) if
| f (x)| 1 and f1 (x) = 0 otherwise.
The Lemma 7.15 admits the following natural generalization.
Lemma 7.16. Let 1 p1 (x) p(x) p2 (x) and m( (p2 )) = 0. Then
L p() ( ) L p1 () ( ) + L p2 () ( ).
In the previous lemmas, splitting the function in an appropriate way we were able
to obtain embedding results. We now want to obtain embedding results where the
splitting is applied to the underlying set .
Lemma 7.17. Let = 1 2 and let p be a function in , p(x) 1 with p+ < .
Then
max{ f L p() (1 ) , f L p() (2 ) } f L p() ( ) f L p() (1 ) + f L p() (2 ) (7.25)

for all functions f L p() ( ).
Proof. Let us take m( ) = 0 for simplicity. Without loss of generality, let a =

f L p() (1 ) , b = f L p() (2 ) with a b. We have

f (x) p(x) f (x) p(x)
dx
max{a, b} a dx = 1.
1
Therefore f L p() ( ) max{a, b}.

To show the right-hand side inequality, we write
f (x) a 1 (x) f (x) b 2 (x) f (x)

= +
a+b a+b a a+b b
where i (x) are the characteristic functions of the sets i , i = 1, 2. Using (7.10)
we get

f (x) p(x)

a + b dx 1,

which shows the right-hand side inequality in (7.25).

For the case m( ) > 0, the arguments are similar if we take into account the
fact that the lemma was already proved for the case \ = 1 2 where i =
i \ , i = 1, 2.

7.1.2 Another Version of the Luxemburg-Nakano Norm
The Luxemburg-Nakano type norm can be introduced directly with respect to all the
set in the following form
3
f f (x)
f p = inf > 0 : p()
1
+ ess sup 1 , (7.26)
x
which is well defined for f L p() ( ) and any variable exponent p with
0 p(x) . It is a norm if 1 p(x) , which can be shown in the same way as
Theorem 7.5. In an analogous way to (7.8) it is possible to show that

f (x) p(x) f L ( )

dx + = 1 (7.27)
f 1p f 1p
\
if p+ < or p+ = , but f 1p 1.
Theorem 7.18. The norms (7.9) and (7.27) are equivalent, i.e.
1
f L p() ( ) f 1p f L p() ( ) (7.28)
2
where f L p() ( ), 1 p(x) , p+ < .
Proof. The right-hand side inequality in (7.28) is equivalent to

inf > 0 : F( ) + c/ 1 0 + c,
where F( ) is defined by (7.4) and
c = f L ( ) , 0 = f (p) .
From the above, it is sufficient to show that F(0 + c) + 0c+c 1, or in other

words: F(0 + c) 0+c
0
. Since F(0 + c) = p() f (p)
f
+c , by (7.11) we obtain
f
that F(0 + c) f (p)(p)+c = 0+c
0
.
The left-hand side in (7.28) is a consequence of the inequalities

c

inf > 0 : F( ) + 1 inf > 0 : F( ) 1 = 0 ,

and
c c
inf > 0 : F( ) + 1 inf > 0 : 1 = c,

0 +c
since the left-hand side inequality is not less that 2 .

7.1.3 Holder Inequality
We now proceed to get Holders inequality and after that we will get the Minkowski
inequality using F. Riesz construction via Holders inequality.
Theorem 7.19 (Holders inequality). Let f L p() ( ), L p () ( ) and 1
p(x) . Then
| f (x) (x)| dx k f L p() ( ) L p () ( ) (7.29)

with k = 1
p + (p1 ) = sup p(x)
1
+ sup p1(x) .
Proof. Let us note that, under the conditions of the theorem, the functionals f L p() ( )
and p () are not necessarily norms and the classes L p() and L p () are not neces-
sarily linear, but they always exist by Theorem 7.5.
To show (7.29), we use the Young inequality

ap bp
ab + (7.30)
p p
with a > 0, b > 0, 1p + p1 = 1 and 1 < p < . The inequality (7.30) is valid for p = 1

ap bp
in the form ab p if b 1 and for p = in the form ab p if a 1. Therefore,
p(x) p (x)
f (x) (x) 1 f (x) 1 (x)

+ ,
f p() p () p(x) f p() p (x) p ()
where x \ (p) (p ), meanwhile for x (p) and x (p )we have to

f (x)
omit the first and second terms respectively in the right-hand side, since f p() 1

for x (p) and (x) 1 for x (p ). Integrating over and estimating
p ()
p and p , we arrive at (7.29).

In the constant exponent case p(x) p, the Holder inequality has a generalization
of the form
1 1 1
uvr u p vq , + = ,
p q r
which is an immediate consequence of the Holder inequality and the relation
|u|r p = urpr . (7.31)
In the variable exponent Lebesgue space the relation (7.31) is no more valid in
general, cf. Lemma 7.12 and (7.81). Nonetheless, the inequality is valid.
Lemma 7.20. Let p(x) 1
+ q(x)
1
r(x) ,
1
p(x) 1, q(x) 1, r(x) 1 and let R =
supx \ (r) r(x) < . Then
uvLr() ( ) cuL p() ( ) vLq() ( ) (7.32)
r(x)
for all functions u L p() and v Lq() with c = c1 + c2 , c1 = supx \ (r) p(x) and
r(x)
c2 = supx \ (r) q(x) .
Proof. To show (7.32) we use the inequality
r p r
(AB)r A + Bq
p q
with A > 0, B > 0, p > 0, q > 0 and 1

p + 1q = 1r , see Problem 1.48.
Integrating the inequality
r(x) r(x)
|u(x)v(x)|r(x) |u(x)| p(x) + |v(x)|q(x)
p(x) q(x)
we get

|u(x)v(x)|r(x) dx c1 |u(x)| p(x) dx + c2 |v(x)|q(x) dx (7.33)
\ (r) \ (p) \ (q)
since (r) = (p) (q). From (7.33) and (7.7) it follows

u(x)v(x) r(x)

dx
u(p) v(q)
\ (r)

u(x) p(x) v(x) q(x)

c1 dx + c2 dx c1 + c2 .
u(p) v(q)
\ (p) \ (q)
From Lemma 7.11 we now get uv(r) (c1 + c2 )u(p) v(q) , since c1 + c2 1.

The inequality (7.32) is also valid in the form
r() (uv) cuL p() ( ) vLq() ( )
if uL p() ( ) 1 and vLq() ( ) 1, which follows from the Holder inequality (7.29)
and the estimate (7.20).
7.1.4 Convergence and Completeness
Theorem 7.21. Let 1 p(x) p+ < . The space L p() ( ) is complete.
Proof. The space L p() ( ) is the sum of L p() ( ) + L ( ) where each space is
understood as the space of functions which are 0 outside the sets and , respec-
tively. Therefore, we only need to show the completeness of the space L p() ( ).
Let { fk } be a Cauchy sequence in L p() ( ) such that for any positive number s
exists Ns (N1 < N2 < . . .) such that
fNs+1 fNs L p() ( ) < 2s , s = 1, 2, 3, . . . .
Then
fN s+1
fNs L p() ( ) < .
s=1

Let r = x : |x| < r , r > 0. By Holders inequality (7.29) we obtain

fN (x) fN (x) dx cr fN fN L ( ) < (7.34)
s+1 s s+1 s p()
s=1 s=1
r

where cr = p1 + (p1 ) r L p () ( ) < . By (7.34), { fNs (x)} is a Cauchy se-
quence in L1 (r ). Therefore, there exists the limit f (x) = lims fNs (x) for almost
all x r , which entails that the same happens for almost all x since r > 0 is
arbitrary. Now we only need to show that
lim fk f L p() ( ) = 0.
k
Since { fk } is a Cauchy sequence, we have that fk fNs L p() ( ) < whenever k

and s are sufficiently large. Now by (7.15) we get

| fk (x) fNs (x)| p(x) dx p .

Invoking Fatous Lemma we obtain

| fk (x) f (x)| p(x) dx lim inf | fk (x) fNs (x)| p(x) dx
s

sup | fk (x) fNs (x)| p(x) dx
s

<

Lemma 7.22. Let 0 < p p(x) p+ < , x \ . The convergence

| fm (x) f (x)| p(x) dx + ess sup | f (x) fm (x)| <
x
\
is equivalent to the norm convergence
f fm (p) + ess sup | f (x) fm (x)| < .

x
Proof. Follows from Corollary 7.7.

7.1.5 Embeddings and Dense Sets
Theorem 7.23. Let 0 r(x) p(x) and let m( \ (r)) < . If (r)
(p) and
R := sup r(x),
x (p)\ (r)
then L p() ( ) Lr() ( ) and
r() ( f ) p() ( f ) + m( (p)\ (r)) f RL ( (p)\ (r)) + m( \ (r)) (7.35)

for any f L p() ( ). (In the case (p) = (r), the second term in the right-
hand side should be omitted and R can be infinite). If, moreover, 1 r(x) p(x)
and (p) = (r), the inequality for norms is also valid:
f (r) c0 f (p) (7.36)
where
r(x) r(x)
c0 = c2 + (1 c1 )m( \ (p)), c1 = inf , c2 = sup ,
x \ (p) p(x) x \ (p) p(x)
= 1
r0 if c0 1 and = 1
R if c0 1.

Proof. The estimate (7.35) is derived from the equality r() ( f ) = + + with
1 2 3
1 = {x \ (p) : | f (x)| 1}, 2 = {x (p)\ (r) : | f (x)| 1}, 3 =
{x \ (r) : | f (x)| 1}.
The classical technique to show the inequality (7.36) for norms is based on the
Holder inequality with the exponents p1 (x) = p(x) r(x)
r(x) and p2 (x) = p(x)r(x) which is
no more appropriate for the variable setting since we can have p(x) = r(x) in some
arbitrary set. Using the inequality (AB)r pr A p + qr Bq and taking A = | f (x)|/ f (p)
and B = 1, we get, via (7.7), that

f (x) r(x)

dx c0 .
f (p)
\
Therefore, by Lemma 7.11 we get (7.36).

We now show the denseness of the bounded functions with compact support.
Lemma 7.24. Let m( (p)) = 0, 1 p(x) p+ < . The set of bounded functions
with compact support is dense in L p() ( ).
Proof. For f L p() ( ) we define fN,m as

f (x), when | f (x)| N and |x| m;
fN,m (x) =
0, otherwise.
By Lemma 7.22, we have

| f (x) fN,m (x)| dx |g(x)| dx + |g(x)| dx 0
p(x)
m N
when m , N , with m = {x : |x| m}, N = {x : f (x) N} and

g(x) = | f (x)| p(x) L1 ( ).

Theorem 7.25. Let p P( ) L ( ). Then the set C( ) L p() ( ) is dense in
L p() ( ). Moreover, if is open, then the set of all functions infinitely differentiable
with compact support Cc ( ) is dense in L p() ( ).
Proof. Let f L p() ( ) and > 0. From Lemma 7.24 there exists a bounded func-
tion g L p() ( ) such that
f gL p() ( ) < . (7.37)
By Luzins Theorem, there exists a function h C( ) and an open set U such that
p+ 3

m(U) < min 1, ,
2g
g(x) = h(x) for all x \U and sup |h(x)| = sup \U |g(x)| g . Then,
p 3
gh 2g +
p() max 1, m(U) 1

i.e., g hL p() ( ) , which together with (7.37) implies that
f hL p() ( ) 2 . (7.38)
On the other hand, let us assume that is open. Since p L ( ), we have that
Cc ( ) L p() ( ) and p() h < , in this way there is an open and bounded set

h \G
G such that p() 1. In other words,
h hG L p() ( ) . (7.39)
By the Weierstrass approximation theorem, let m be a polynomial which satis-

hG mG
fies the condition sup |h(x) m(x)| min{1, |G|1 }. Therefore p()
min{1, |G|1 }|G| 1, from which
hG mG L p() ( ) . (7.40)
Finally, similar considerations to the ones that were used to get (7.39) permit to
conclude that for a sufficient small number a, the compact set Ka = {x G :
dist(x, G) a} satisfies that mG mKa L p() ( ) . Taking Cc (G) such
that 0 (x) 1 for x G and (x) = 1 for x Ka we obtain
mG m L p() ( ) mG mKa L p() ( ) ,
from which, together with (7.38) and (7.40), we conclude that
f m L p() ( ) 4 .
Clearly m Cc ( ), which concludes the proof.

By Lc (Rn ) we denote the class of all bounded functions in Rn with compact

support. From Theorem 7.25 we get the result.
Lemma 7.26. Let p : Rn [0, ) be a measurable function such that 1 < p

p+ < . Then Lc (Rn ) is dense in L p() (Rn ) and in L p () (Rn ).
We now show that the set of step functions is dense in the framework of variable
exponent spaces with finite exponent.
Theorem 7.27. Let p : Rn [0, ) be a measurable function such that 1 < p
p+ < . The set S of step functions is dense in L p() ( ).
Proof. It follows from Lemma 7.3 and from Theorem 7.25 together with the fact that
continuous functions in compact sets are uniformly approximated by step functions.

Theorem 7.28. Under the conditions of Lemma 7.24 the space L p() ( ) is separa-
ble.
Proof. By Theorem 7.25 it is sufficient to show that any continuous function f with
compact support F can be approximated by functions in some enumerable set.
We know that such functions can be approximated uniformly by polynomials rm (x)
with rational coefficients. Taking fm (x) = rm (x) for x F and fm (x) = 0 for x
/ F,
we see that the functions fm (x) approximate uniformly the function f (x), which
ends the proof.

7.1.6 Duality
We now characterize the dual space of variable exponent Lebesgue spaces, which
is similar to the classical Lebesgue space, viz. the dual space of L p is L p , where
p is the conjugate exponent. For simplicity, we will work with m( ) < . For
m( ) = see Cruz-Uribe and Fiorenza [9].
Theorem 7.29. Let 1 < p p(x) p+ < and m( ) < . Then
/ 0
L p() ( ) = L p () ( ).
/ 0
Proof. The inclusion L p () ( ) L p() ( ) is an immediate consequence of
/ 0
the Holder inequality (7.29). We now show the opposite inclusion L p() ( )
/ 0
L p () ( ). Let L p() ( ) , then we define the set function as (E) = (E )
for all measurable sets E such that E . Since EF = E + F EF we have that
is an additive function. In fact it is -additive. To show that, let

(
E= Ej
j=1
where E j are pairwise disjoint set, and let

(
k
Fk = E j.
j=1
Then % % % %
% % % %
%E Fk % C%E Fk % = C m(E\Fk )1/p+ .
L p() ( ) p+
Since m(E) < , m(E\Fk ) tends to 0 when k , therefore Fk E in norm.

From the continuity of we have that (Fk ) (E ), which is equivalent to

(E j ) = (E)
j=1
and from this we get that is -additive. The function is a measure in and,
moreover, is absolutely continuous: if E and m(E) = 0, therefore (E) =
(E ) = 0, since | ( f )| f L p() ( ) .
By the Radon-Nikodym Theorem, there exists g L1 ( ) such that

(E ) = (E) = E (x)g(x) dx.

By the linearity of , for a step function f = ni=1 ai Ei , Ei , we get

( f ) = f (x)g(x) dx.

Using a density argument, similar to the constant case, we get the result.

Corollary 7.30. Let 1 < p p(x) p+ < and m( ) < . Then the space
L p() ( ) is reflexive.
7.1.7 Associate Norm
We now introduce a norm inspired by the Riesz representation theorem for linear
functionals in L p . Let

L p() ( ) := f F( , L ) : f (x) (x) dx < , L p () ( ) (7.41)

with 1 p(x) . This space coincides with the space L p() ( ) under certain nat-
ural conditions in the variable exponent p and it is in fact the associate space of
L p () ( ) (see Definition (7.43) for the notion of associate space in the context of
Banach Function Spaces).
The inclusion
L p() ( ) L p() ( ), 1 p(x) (7.42)
is an immediate consequence of the Holder inequality (7.29). Observe that the space
defined in (7.41) is always linear. From Lemma 7.2, we have that this space cannot
coincide with the space L p() ( ) if p+ = .
Let us introduce the following notation
p1 = ess inf p(x) , (p )1 = ess inf p (x).

x \1 (p) x \1 (p )
We have
p1 p+
1 (p) = (p ), 1 (p ) = (p), (p )+ = , (p )1 = .
p 1
1 p+ 1
The space introduced in (7.41) can be equipped with the next natural norms

f p = sup f (x) (x) dx , (7.43)

p () ( )1

and

f p = sup f (x) (x) dx , (7.44)

p () 1

where we take p() ( ) as

p1
+

p() ( ) = | (x)| p(x)
dx + ess sup | (x)|
x
\
and we assume that (p )+ < (i.e., p1 > 1) in (7.43), while p(x) can be taken
arbitrary (1 p(x) ) in the case (7.44). Sometimes the norm (7.44) is called
Orlicz type norm.
Note that by (7.11) we have
f L p() ( ) f
p
in the case 1 p(x) p+ < and m( ) = 0.
Lemma 7.31. Let f L p() ( ), (p )1 > 1. Then f p < and


| f (x) (x)| dx f p 1p f p L p () ( ) (7.45)

for all L p () ( ), where 1p is the norm (7.26). Moreover, the functional (7.43)
is a norm in L p() ( ).
Proof. Suppose that f p = . Then there exists a function f0 (x) L p() ( ) and a
sequence k L p () ( ) such that p () (k ) 1 and

f0 (x)k (x) dx 2Qk , k = 1, 2, . . .

Qk
( f0 0, k 0). Therefore, jm = m k=1 2 k (x) is an increasing sequence. Direct
calculations show that p () ( jm ) 1 and
m
f0 (x) jm (x) dx = 2Qk f0 (x)k (x) dx m. (7.46)
k=1

The sequence jm (x) converges monotonically to the function

j(x) = 2Qk k (x).
k=1
Moreover,

| j(x)| p (x) dx = lim | jm (x)| p (x) dx 1,
m
\ (p ) \ (p )
by the Lebesgue monotone convergence theorem and, since

sup
x (p )
j(x) = 2Qk <
k=1
we get that j L p () (). By the Lebesgue monotone convergence theorem and

by (7.46) we obtain that f0 (x) j(x) dx = which is a contradiction due to the fact

that f0 (x) L p() ( ).
Therefore, f p < and by the definition (7.43) we get

f (x) (x) dx A f p

where A > 0 and p () ( /A) 1. Taking infimum with respect to A, we get the left-
hand side of (7.45) due to the definition (7.26). The right-hand side of the inequality
follows from (7.28). We only need to verify the norm axioms. The homogeneity and
the triangle inequality are evident. Taking f p = 0, then f (x) (x) dx = 0 for all

L p () ( ) which entails that all function (x) S by the Lemma 7.3. Therefore
f (x) 0.

We now show that the norms (7.43) and (7.44) are equivalent.
Lemma 7.32. Let 1 p(x) , p1 > 1, and p+ < . The norms (7.43) and (7.44)
are equivalent in functions f L p() ( ) :
1
21(p )+ /(p ) f
p f p f p . (7.47)
The norms coincide in the cases:

(1) m(1 (p)) = 0,
(2) p(x) = const for x \( 1 ).
Proof. To obtain the right-hand side inequality, we show that

: p () ( ) 1 : L p () ( ) 1 (7.48)
for L p () ( ). Let p () ( ) 1. We have that p () ( ) 1 whenever (p )

1/(p )+
1 by (7.15)(7.16). Then, by (7.15) we have that (p ) p () ( ) 1
which implies the inequality
/ 01/(p )+
L p () ( ) p () ( ) + ess sup | (x)| = p () ( ) 1
x (p )
whence (7.47) is proved.

Furthermore, let c = 21(p )+ /(p ) 1. We will show that

: L p () ( ) 1 : p () (c ) 1 ,
which shows the left-hand side inequality in (7.47). We have L p () ( ) 1, there-

1/(p )+
(p )1 /(p )+
fore c (p ) 1 and we get p () (c ) c (p ) by (7.15). This
entails that
(p )1 /(p )+
p () (c ) c (p ) + c L ( (p )) .
Since A + B 21 (A + B) , 0 1, A 0, 0 B 1, we get that

p () (c ) 1 and (7.48) is proved as the left-hand side inequality of (7.47).
To finish, if m(1 (p)) = 0 or p(x) = const for x \( 1 ), then we have
L ( (p )) = 0 or (p )1 /(p )+ = 1, respectively, and we obtain (7.48) with c = 1,
which implies the coincidence of norms.

The Luxemburg-Nakano norm is equivalent to the norm given in (7.43) in the
following way.
Theorem 7.33. Let p1 > 1. The spaces L p() ( ) and L p() ( ) coincide modulo
norm convergence:

1 1 1
f L p() ( ) f p + f L p() ( ) (7.49)
3 p (p )
where 1/3 can be replaced by 1 if m(1 ) = m( ) = 0.
Proof. From the inclusion in (7.42) it suffices to show
L p() ( ) L p() ( ). (7.50)
Let f L p() ( ) and let us take first the case f p 1. Take 0 (x) = | f (x)| p(x)1 if
x \(1 ) and 0 (x) = 0 otherwise. We now show that
0 L p () ( ) and p () (0 ) 1. (7.51)
Suppose that p () (0 ) > 1. Then

p() ( f ) |0 (x)| p (x) dx > 1. (7.52)
\ (p )
Let
f (x), when | f (x)| N and |x| k;
fN,k (x) =
0, otherwise.
Then N,k (x) = | fN,k | p(x)1 L p () ( ). From (7.52) we derive the existence of an
N0 and k0 such that

| fN0 ,k0 | p(x) dx > 1. (7.53)
\ (p)
In consequence, from (7.45) we obtain
1 < p() ( fN0 ,k0 ) fN0 ,k0 p fN0 ,k0 L p () ( ) .

p()1
Henceforth, in virtue of (7.15)(7.16)

3
/ 0 1 / 0 1
(p )+ (p )
1 < fN0 ,k0 p max p() ( fN0 ,k0 ) , p() ( fN0 ,k0 ) . (7.54)
Then, 3
/ 01 1 / 01 1
(p )+
fN0 ,k0 p
(p )
min p() ( fN0 ,k0 ) , p() ( fN0 ,k0 )
which, from inequality (7.53) we conclude that 1 < fN0 ,k0 p . This means that

sup f (x) (x) dx > 1
N,k

p () ( )1

where
(x), when | f (x)| N and |x| k;
N,k
(x) =
0, otherwise.
Nevertheless, since p () ( N,K ) p () ( ), this contradicts the supposition that

f p 1, from which we get (7.50).
As a result
| f (x)| p(x) dx 1
\(1 (p) (p))

and to get the embedding (7.50) it is only necessary to show that | f (x)| dx <
1 (p)
and moreover that supx (p) | f (x)| < , which follows from the inequality

| f (x) (x)| dx c L p () (i ) , i = 1, 2,
i
(see (7.45)), where 1 = 1 (p), 2 = (p) and f L1 , L (q = 1) in the

first case and f L , L1 (q = ) in the second one.
We now take f p > 1. Then f (x)/ f p L p() ( ) as was previously proved.
Therefore, f L p() ( ) by the linearity of the space L p() ( ) under the condition
p+ < . The embedding (7.50) is then proved.
It is only necessary to show the inequality(7.49) for the norms. The right-hand
side inequality is a consequence of the Holder inequality (7.29) and from the def-
inition of the norm (7.44). To show the left-hand side of the inequality we write
f (x) = f1 (x) + f2 (x) + f3 (x) with f2 (x) = f (x), x 1 and f2 (x) = 0, x \1 and
f3 (x) = f (x), x , and f3 (x) = 0, x \ . Let us show that
f1 L p() ( ) f p( \( ). (7.55)

1 )
We have that
f1 1
p() = | f1 (x)| (x) dx , > 0, (7.56)

\
p(x)1

with (x) = f1(x) . Choosing = f1 (p) , due to (7.45) and (7.55) we obtain

1 f1 p
1= f1 (x) (x) dx L p () ( ) .
f1 (p) f1 (p)
\

Since p () ( ) p() f1 = 1, we also conclude that L p () ( ) 1 due
to (7.15)(7.16) and we obtain the coincidence L p () ( ) = (p ) . There-
fore (7.56) implies (7.54). Since f2 L p() ( ) = f L1 (1 ) and f3 L p() ( ) = f L ( ) ,
we obtain the left-hand side inequality.

Corollary 7.34. Let f L p() ( ), L p () ( ), 1 p(x) . Regarding the norms

(7.43)(7.44) the Holder inequality is valid with constant 1:

| f (x) (x)| dx f p L p () ( ) , p1 > 1, (7.57)

and
| f (x) (x)| dx f
p L p () ( ) . (7.58)

The inequality
| f (x) (x)| dx f p p (7.59)

is valid in the case
p1 > 1, p+ < , m( (p)) = m(1 (p)) = 0. (7.60)
In reality, the inequality (7.57) was already given in (7.45); meanwhile the in-
equality (7.58) follows directly from the definition (7.44). The inequality (7.59) is
a consequence of (7.57) since L p () ( ) p under the condition (7.60) by
Theorem 7.33.
7.1.8 More on the Space L p() ( ) in the Case p+ =
The definition given in (7.41) is one of the possible ways to define the space L p() ( )
in order to be linear in the case p+ = . It is also possible to define the spaces from
the beginning as the convex hull of the space L p() ( ) or as

L p() ( ) := f F( , L ) : > 0 such that

f (x) p(x)
dx + f L ( ) < . (7.61)

\
This space is always linear for 0 p(x) . The homogeneity is obvious, mean-
while the additivity is evident in the set {x : p(x) 1} due to the inequality
(a + b) p a p + b p , p 1, meanwhile in the set {x : p(x) > 1} it is verified by

the convexity (7.10) of the function t t p , p > 1.
Therefore, in the case p+ = we can use the three different versions of the
definition, i.e., span(L p() ), L p() , or L p() . We can see that

span L p() = L p() L p() . (7.62)
The norm in the space L p() is given by (7.44) whereas the norm is given by (7.6) in
the spaces span(L p() ) = L p() .
7.1.9 Minkowski Integral Inequality
We now extend the Minkowski integral inequality, given in Theorem 3.25 for the
classical Lebesgue spaces, into the variable framework.
Theorem 7.35. Let 1 p(x) p+ < and p1 > 1 . Then we have the Minkowski
integral inequality in the variable exponent Lebesgue space
% %
% %
% %
% %
% f (, y) dy% f (, y)p dy. (7.63)
% %
% %
p
Proof. Let J be the expression in the left-hand side. We get

J sup | (x) f (x, y)| dx dy.
L 1
p () ( )
Using the definition of norm given in (7.44), we obtain the desired inequality.

Corollary 7.36. Let 1 p(x) p+ < and p1 > 1. Then

% %
% %
% %
% %
% f (, y) dy% c1 f (, y)p dy, (7.64)
% %
% %
p
and % %
% %
% %
% %
% f (, y) dy% c2 f (, y)L p() ( ) dy (7.65)
% %
% %
L p() ( )
1
where c1 = 1 if m(1 ) = 0 and c1 = 21+(p )+ /(p ) in the other case. The constant
c2 = kc1 if m( ) = m(1 ) = 0 and c2 = 3kc1 in the other case, where k = p1 +
(p ) .
1
1
Proof. The inequality (7.64) with the constant c1 = 21+(p )+ /(p ) is a consequence
of (7.63) due to (7.47). In the same way (7.65) follows from (7.63) by virtue of (7.49)
and (7.47). To prove that c1 = 0 in (7.64) in the case m(1 ) = 0, note that
% %
% %
% %
% %
% f (, y) dy% sup L p () ( ) f (, y)p dy.
% % ( )1
% %
p ()

p
To finish the proof it is only necessary to see that the conditions p () ( ) 1 and
L p () ( ) 1 are equivalent in the case m(1 ) = 0, as a result of (7.15)(7.16).

7.1.10 Some Differences Between Spaces with Variable Exponent

and Constant Exponent
Let us start with a property of the variable exponent Lebesgue spaces which is con-
trary to our intuition from the classical Lebesgue spaces. In this case, let us take the
space L p() ( ) given in (7.61). Let = [1, ), p(x) = x and f (x) a where a > 0.

We have that f Lx ( ) since taking some > a the integral | f (x)/ |x dx is finite
1
/ L p ( ) for any constant p.
but f
We now show two more differences between the constant and the variable frame-
work, namely in regards to the invariance under translation and the Young convolu-
tion.
7.1.10.1 Invariance Under Translations
An important result in the classical theory of Lebesgue spaces has to do with the
boundedness of the translation operator , i.e., if f L p (Rn ) then we have that h f
L p (Rn ), where h f (x) := f (x h). This result stems from the fact that the classical
Lebesgue space is isotropic with respect to the exponent, since the power p is the
same in any direction. On the other hand, the variable exponent Lebesgue space is, in
general, anisotropic regarding the exponent. This anisotropy of the space generates
problems for the translation operator. Let us give a simple example, taking f (x) =

|x| 3 . This function f L p() (1, 1) taking the following exponent
1

2, x |x| <
p(x) = (7.66)
5, x |x|

but f / L p() (1, 1) , when > , since we translated the singularity from 0
to but the exponent was not shifted. ( f is understood as the zero extension
whenever necessary). One could argue that the problem in this example is the non-
smoothness nature of the exponent. From (7.66) we can construct a smooth function
(for example, via Urysohn construction) and we will end up with the same problem.
Our example is not an isolated incident, since Diening proved that this phenomenon
is persistent, i.e., if p+ > p , then there exists a h R\{0} such that the translation
operator h is not continuous, cf. Diening, Harjulehto, Hasto, and Ruz icka [17].
7.1.10.2 Young Convolution Inequality in Variable Exponent Lebesgue Spaces
Let

K f (x) = (k f )(x) = k(x y) f (y) dy = k(y) f (x y) dy (7.67)
Rn Rn
where is called convolution, cf. 11.1 for more details. The Youngs inequality for
convolutions states that
1 1 1
k f Lr (Rn ) kLq (Rn ) f L p (Rn ) , + 1 = ,
p q r
which can be proved, among other means, using the following decomposition
| f (x y)k(y)| = | f (x y)|1s |k(y)|| f (x y)|s , for s = 1 p/r, the Holder inequality
and the integral Minkowski inequality. Since the convolution depends on the trans-
lation operator, which is not continuous, the natural question is: does the Young in-
equality for convolutions holds in general in the case of variable Lebesgue spaces?
The answer is no, in general, although there are some particular cases where it is
possible to have some version of the inequality. Let us start with a counter-example.
Example 7.37. The Young inequality in the form
k f L p (Rn ) kL1 (Rn ) f L p (Rn ) ,
is not valid for an arbitrary kernel k L1 (Rn ) and an arbitrary variable exponent p.
For simplicity let us consider n = 1. Let

p1 , if x < 0
p(x) = ,
p2 , if x > 0
where 1 p1 < p2 < . Let us define the kernel k in the following way

|x 2| 1 , if |x| 3
k(x) = ,
0, if |x| > 3
where 0 < < 1/p1 1/p2 , therefore k L1 (R). Let us take f as

|x + 1| , if x (2, 0)
f (x) = ,
0, if x
/ (2, 0)
which implies that f L p() (R) if 0 < < 1/p1 . But the function k f
/ L p() (R) if
> + 1/p2 . This is a consequence of

min{x+3,0}
(k f )(x) = |x y 2| 1 |y + 1| dy,
max{x3,2}
and taking 1 < x < 3/2 we have
1
(k f )(x) |x y 2| 1 |y + 1| dy
x3
2x
= s (x 1 + s) 1 ds
0
2x
x1
1
= (x 1) 1 + d
0
c

(x 1)
1
where c = (1 + ) 1 d . Therefore k f cannot be p2 -integrable in [1, 3/2],
0
since ( )p2 > 1.
Let us now show a very particular version of Youngs inequality for convolutions.
Theorem 7.38. Let p and q be variable exponents such that p(x) 1

+ q(x)
1
1+ 1r where
r = const 1. If k Lq (Rn ) L(p )+ (Rn ) then the convolution operator (7.67)
k : L p() (Rn ) Lr (Rn )
is bounded.
Proof. Let us take f such that f L p() ( ) 1. Then

1 (y)
p(y)
(k f )(x) k(x y) (y) | f (y)|1 r k(x y)
p(y)
1 (y)
A | f (y)| r
A dy
Rn
where the constant A > 0 and the function (y), 0 < (y) < 1, will be chosen later.
Using the generalized Holder inequality (7.80) with the exponents
rp(y) p(y)
p1 (y) = r, p2 (y) = , p3 (y) = p (y) =
r p(y) p(y) 1
we obtain
1

r
r (y)
(k f )(x) c Arr (y)
| f (y)| p(y)
k(x y) dy

Rn
% %
% % % k(x y) 1 (y) %
% 1 p(y) % % %
%| f (y)| r % % % . (7.68)
p2 (y) % A %
p(y)
By the estimate (7.20) we get

/ 0
% %
% p(y) % ess inf 1 p(y)
%| f (y)|1 r % f p(y) 1
r
(7.69)
p2 (y)
since f L p() ( ) 1 and the fact that p < r.

To& estimate' the third factor in (7.68) it is natural to choose (y) in such a way
that 1 (y) p (y) = q(y), i.e.
q(y)
(y) = .
r
We now want to use the inequality (7.20) in the third factor. We are now interested
in % %
% k(x y) % 1% %
% % % %
% A % = A k(x y) q(y) 1. (7.70)
q(y)
To get (7.70) we choose

A = kq + k(p )+ .
In this way (7.70) is valid by Lemma 7.15. We can now apply (7.20) and obtain
% %
% k(x y) 1 (y) %
% %
% % 1. (7.71)
% A %
p (y)
From the inequalities (7.69) and (7.71) we get, via (7.68), the estimate
7.2 Grand Lebesgue Spaces 297
1r

k f r cA dx | f (y)| p(y) |k(x y)|q(y) dy
Rn Rn
1r

= cA | f (y)| p(y) dy |k(x)|q(x+y) dx
Rn Rn
where = 1 q+ /r if A 1 and = 1 q /r if A 1. Therefore

q (p )+

k f r cA kq + k(p )+
r r
| f (y)| p(y) dy.
Rn
To finish the proof, we only need to take into account that the integral is bounded
by 1 due to (7.15).

7.2 Grand Lebesgue Spaces
In this section we will introduce the so-called grand Lebesgue spaces, a function
space that was introduced in the 1990s to deal with the problem of the integrability
of the Jacobian under minimal hypothesis. The best way to study this space is in the
framework of Banach Function Spaces, since this gives clearer proofs and follows
the historical development of the theory. As an additional benefit, it will be clear
that many function spaces fall under the umbrella of Banach function spaces.
7.2.1 Banach Function Spaces
In the following, we give the definitions and list some results regarding Banach
Function Spaces, see Bennett and Sharpley [1] and Pick, Kufner, John, and Fuck
[56] for the proofs.
In the sequel, denotes an open subset in Rn . Let M0 be the set of all mea-
surable functions whose values lie in [, ] and are finite a.e. in . Also, let M0+
be the class of functions in M0 whose values lie in (0, ).
Definition 7.39. A mapping : M0+ [0, ] is called a Banach function norm if
for all f , g, fn in M0+ , n N, for all constants a 0 and all measurable subsets
E , the following properties hold:
(P7) ( f ) = 0 if and only if f = 0 a.e. in ;
(P7) (a f ) = a ( f );
(P7) ( f + g) ( f ) + (g);
(P7) 0 g f a.e. in implies that (g) ( f ) (lattice property);

(P7) 0 fn f a.e. in implies that ( fn ) ( f ) (Fatous property);
(P7) m(E) < + implies that (E ) < +;
(P7) m(E) < + implies that f dx CE ( f ) (for some constant CE , 0 < CE < ,
E
depending on E and but independent of f ).
It is noteworthy to mention that the lattice property is a consequence of the Fatou
property, see Problem 7.73.
Based upon the notion of Banach function norm, we introduce the Banach func-
tion space X .
Definition 7.40. If is a Banach function norm, the Banach space
X( ) = X = X = { f M0 : (| f |) < +} (7.72)
is called a Banach Function Space. For each f X define
f X = (| f |). (7.73)

There is also a notion of rearrangement invariant Banach function space, namely:
Definition 7.41. Let be a Banach function norm. We say that the norm is rear-
rangement invariant if
( f ) = (g)
for all equimeasurable functions f and g. In this case the Banach function space
X( ) is said to be a rearrangement invariant Banach function space.
A very important property of the Lebesgue space is its dual characterization, for
example, in L p [(0, 1)] we have
1
f L p ([0,1]) = sup f (x)g(x) dx
gL
p ([0,1]) 0
where p and p are conjugate exponents. This characterization gives us immediately

one of the key inequalities in the theory of Lebesgue spaces, namely the Holder in-
equality which gives an upper bound for the integral of the product of two functions
based upon their norms. The following notion is introduced to capture this duality
in the framework of Banach function spaces.
Definition 7.42. If is a Banach function norm, its associative function norm
defined on M0+ is given by

(g) = sup f g dx : f M0+ , ( f ) 1 . (7.74)

As in the case of Banach function space, we can introduce the associate Banach
function space based upon the concept of Banach associative function norm.
Definition 7.43. Let be a function norm and let X = X( ) be the Banach function
space determined by . Let be the Banach associate function norm of . The
Banach function space X = X ( ) determined by is called the associate space
of X.
In particular from the definition of f X it follows that the norm of a function g
in the associate space X is given by

gX = sup f g dx : f M + , f X 1 .

We now give some results without proof, see Bennett and Sharpley [1] and Pick,
Kufner, John, and Fuck [56] for the proofs.
Theorem 7.44. Every Banach function space X coincides with its second associate
space X .
This proposition tells us, in particular, that the notion of associate space is differ-
ent from the notion of dual space, but under certain conditions both notions coincide,
cf. Proposition 7.51.
Theorem 7.45. If X and Y are Banach function spaces and X Y , then Y X .
Definition 7.46. A function f in a Banach function space X is said to have abso-

lutely continuous norm on X if
lim f En X = 0
n
for every sequence {En }n=1 satisfying En 0.

/
Definition 7.47. The subspace of functions in X with absolutely continuous norm is

denoted by Xa . If X = Xa , then the space X itself is said to have absolutely continuous
norm.
Definition 7.48. Let X be a Banach function space. The closure in X of the set of
bounded functions is denoted by Xb .
Theorem 7.49. Let X be a Banach function space. Then Xa Xb X.
Corollary 7.50. If Xa = X, then Xb = X.
Theorem 7.51. The dual space X of a Banach function space X is canonically

isometric to the associate space X if and only if X has absolutely continuous norm.
Theorem 7.52. A Banach function space is reflexive if and only if both X and its
associate space X have absolutely continuous norm.
These last two theorems are very important, since they give necessary and suf-
ficient condition to check when the associate space and the dual space are equal.
Characterizing the dual space can be quite difficult, whereas the notion of associate
space is more manageable in some sense.
7.2.2 Grand Lebesgue Spaces
In this section we give a brisk introduction to the so-called grand Lebesgue spaces,
also known as Iwaniec-Sbordonne spaces. For simplicity we work only in the Eu-
clidean space.
Let be a bounded set on Rn . Let M0 be the set of all measurable functions
whose value lies in [, ] and are finite a.e. in .
Definition 7.53. The grand Lebesgue space L p) ( ) is defined as the set of measur-
able functions on for which
p1

f p) = sup | f | p dx ,
0< <p1 m( )

is finite, i.e.
L p) ( ) = f F( , L ) : f p) < ,
where 1 1, we have
L p ( ) L p) ( ).
Proof. Let us take t = p

p and s =for 0 < < p 1. Direct calculations show
p

that
1 1
+ = 1 + = 1,
t s p p
or, in other words, that t and s are conjugate exponents. Taking f L p ( ) and by
Holders inequality, we have
p1 pp p1
p1 p1

| f | p dx | f | dx
p
m( ) /p
m( ) m( )

1p
p1

= | f | dx m( ) p(p )
p
m( )

1p

= ( ) p (m( )) p (m( )) p(p )
1 1
| f | p dx

1p

1 1
= ( ) p
| f | p dx
m( )

1p

1 1
p p | f | p dx ,
m( )

which is finite, hence f L p) ( ), since

p1

sup | f | p dx < .
0< <p1 m( )

We now want to show that the inclusion is strict. We give an example with a
particular which can be used to construct further examples. Let = (0, 1) and
f (x) = x1/p for p > 1. Now, let us show that f L p) (0, 1) \ L p (0, 1). Indeed,
1 1
dx
| f (x)| dx = lim
p
= lim log x |1 ,
0 x 0
0
consequently f
/ L p (0, 1). On the other hand
p1 p1
1 1
1 (p ) 1
dx = p x1+ p dx
1
p x p
0 0
1 p1
1 p p
= p x
0
p1
1 p
= p

1
= p p
< p.
From this we have

p1
1

x p (p ) dx
1
sup p < .
0< <p1
0
Hence f L p) (0, 1) \ L p (0, 1).

One of the most important property of the grand Lebesgue spaces is the so-called
nesting property, namely for p > 1 and 0 < < p 1 we have (see Problem 7.72)
that
L p ( ) L p) ( ) L p ( ). (7.75)
The nesting property (7.75) is one of the reasons for the usefulness of grand
Lebesgue spaces, since it permits to enlarge the L p scale of function with the prop-
erty L ( ) L p ( ) Lq ( ) L1 ( ) for 1 < q < p < whenever has finite
measure.
We know that weak Lebesgue spaces contain Lebesgue spaces, therefore from
the nesting property it is natural to ask what is the relation between weak Lebesgue
spaces and grand Lebesgue spaces.
Theorem 7.55. Let 1 < p < . We have the inclusion
L(p,) ( ) L p) ( ).
Proof. Let f L(p,) , then

p (p )
|f| dx = p 1 D f ( ) d (7.76)
m( ) m( )
0

a
(p ) p 1
= D f ( ) d + p 1 D f ( ) d .
m( )
0 a
We have that p D f ( ) f Lp(p,) , then D f ( ) p f Lp(p,) , therefore from (7.76)

we get
, -
p (p ) m( )a p a p
|f| dx + f L(p,) (7.77)
m( ) m( ) p

a (p )
= a p + f Lp(p,) .
m( )
Let a = f L(p,) , replacing a in (7.77) we have

p
| f | p dx f Lp + f Lp
m( ) (p,)
m( ) (p,)

p
= + f Lp
m( ) (p,)
and thus p1

sup | f | p dx C f L(p,)
0< <p1 m( )

p1
p
where C = sup0< <p1 + m( ) , hence L(p,) L p) .

We now show that the grand Lebesgue space is a Banach space under natural
restrictions.
Theorem 7.56. Let 1 0 there exists n0 N such that

p1

| fm fn | p dx <
m( ) 3

for an arbitrary , 0 < n0 , n > n0 . Consequently { fn }nN is a

Cauchy sequence in L p ( ) for an arbitrary , 0 < n0 . According to the definition of the supremum there exists an 0 (de-
pending generally speaking on n), 0 < 0 (n) n1

p1 (n)
0
0 (n) p0 (n)
| fm fn | dx < ,
m( ) 3

therefore
p1 (n)
0
0 (n) p0 (n)
f fn p) | fm fn | dx
m( )

p1 (n)
0
0 (n) p0 (n)
+ | fm f | dx +
m( ) 3

< + + =
3 3 3
whenever n > n1 and m > n1 .

One of the drawbacks of grand Lebesgue spaces is the fact that the set of C0
functions is not a dense set. Fortunately we have a characterization of the closure of
C0 functions in the grand Lebesgue norm given in a somewhat manageable way.

Theorem 7.57 The set C ( ) is not dense in L p) ( ). Its closure C
0 consists 0 L p) ( )
of functions f L p) ( ) such that

lim | f | p dx = 0. (7.78)
0

Proof. Let f C0 L , then there is a sequence of functions fn C0 such that
p) ( )
f fn p) 0
as n .
Let us take > 0. Choose n0 such that
% %
% f fn % < and fn0 C0 .
0 p)
2
Now observe that for fn0 , by Holders inequality, we have
p1 1p

1 1
| fn0 | p dx p | fn0 | p dx 0
m( ) m( )

as 0.
Hence there is an 0 > 0 such that when < 0 , we have the bound
p1

| fn0 | p dx < .
m( ) 2

Finally
p1 p1

| f | p dx | f fn0 | p dx
m( ) m( )

p1

+ | fn0 | p dx
m( )

% %
% f fn0 % p) +
2

+
2 2
when < 0 . This ends the proof.

We now use the Proposition 7.52 which gives information regarding reflexivity
of the space based upon the absolute continuity of the norm.
Theorem 7.58. The spaces L p) ( ) is not reflexive.
Proof. The non-reflexivity follows from the fact that there exists a function for
which the norm p) is not absolute continuous. Indeed taking the function as
(x) = x p , x (0, 1),

1
we obtain p1
a
p
lim sup x p dx
= 0,
a0 >0
0
and this ends the proof.

From Fiorenza and Karadzhov [18], we give the following characterization of the
grand Lebesgue spaces (in the case ( ) = 1, for simplicity):
1p
1
1
f L p) ( ) # sup (1 logt) p | f (s)| p ds ,
0<t<1
t
where f is a decreasing rearrangement of f defined as
f (t) = sup inf f

m(E)=t E
with t (0, 1).

We can introduce a generalization of the grand Lebesgue spaces, namely the
spaces L p), ( ), > 0, defined by
p1

f p), = sup | f | p dx . (7.79)
0< <p1 m( )

For = 0 we have f p),0 = f p and for = 1 such spaces reduce obviously

to the spaces L p) ( ).
Many results of grand Lebesgue spaces are also valid for generalized grand
Lebesgue spaces, we will just mention the following:
Theorem 7.59. The subspace C0 ( ) is not dense in f L p), ( ). Its closure con-
sists of functions f L p), ( ) such that

lim p f p = 0.
0
7.2.3 Hardys Inequality
We recall the classical Hardy inequality for Lebesgue spaces (see (3.40) for the
weighted version in the Lebesgue spaces)
p 1p 1p
1 x 1
1 p
f (y) dy dx
p1 f (x) dx .
p

x
0 0 0
Here we discuss the Hardy inequality in grand Lebesgue spaces to show some
common techniques used in the aforementioned spaces.
Theorem 7.60. Let 1 1 such that
% %
% x %
%1 %
% %
% f (y) dy% C(p) f L p) ([0,1])
%x %
% 0 %
L p) ([0,1])
for nonnegative measurable functions f on [0, 1].

Proof. Let 0 < < p 1, then we have

% %
% x %
%1 %
% %
% f (y) dy%
%x %
% 0 %
p)

p p1

x
1
= max sup f (y) dy dx
,

0< < m( ) x

0

p p1

x
1
sup m( ) f (y) dy
dx
0< <p1 x

0

p p1

x
1
max sup f (y) dy dx
,

0< < m( ) x

0

p p1

x
1 1
sup
1
p p1

1
p f (y) dy
dx
m( ) x
<p1

0

p p1
x
1
(p 1) p sup dx
1
m( ) f (y) dy .
0< x
0
Now take 0 < , so that p > 1. Applying the Hardy inequality with the
1
exponent p replaced by p and multiplying both sides by p , we get
p p1
x
1
f (y) dy dx
m( ) x
0
p1

p
f p dx .
p 1 m( )

If we take the sup over 0 < on both sides, the previous inequality becomes
p p1
x
1
sup m( ) f (y) dy dx

0< x
0
p1

p
sup f p dx .
p 1 0< m( )

And therefore
% % p1
% x %
%1 % p
% %
f (y) dy% (p 1) p f p dx .
1
% sup
%x % p 1 0< <p1 m( )
% 0 %
p)
Letting
p
(p 1) p
1
C(p) = inf > 1,
0< <p1 p 1
we get the desired inequality.

7.3 Problems
7.61. Show that, under the conditions of Definition 7.1, the function g(x) := | f (x)| p(x)
is indeed a measurable function.
7.62. Show directly from (7.6) that f (p) = | | f (p) .
7.63. Prove Lemma 7.16.
7.64. Show the validity of the generalized Holder inequality

| f1 (x) fm (x)| dx c f1 p1 () fm pm () (7.80)

k=1 1/p (x) 1 , for x , where c =

where p1 (x) 1, . . . , pm (x) 1 and m k
k=1 1/p , p = minx p (x).

m k k k
Hint: Use pointwise the generalized Young inequality from Problem 1.47.
7.65. Demonstrate that % %

f rLrp() ( ) = %| f |r %L (7.81)
p() ( )
where r is constant and r 1/p .

7.3 Problems 309
7.66. Show that

3
p 1 1
| f (x)g(x)| dx p() ( f ) + max , (p ) p () (g)
p (p ) (p )
+ (p+ )

where f L p() ( ), g L p () ( ), 0 < < 1, p > 1 and p+ < .

Hint: Use the Peter-Paul inequality (1.25) and the monotonicity of the function
p p /p when p 1.
7.67. If, instead of (7.6), we introduce the semi-norm | f |(p) as

p(x)

2 f (x)
| f |(p) = inf > 0 : dx 1 . (7.82)

p(x)

\
Show that the Holder inequality (7.29) is valid but now with constant k = 1.
7.68. Show the completeness of the space L p() ( ) based in the Riesz-Fischer theo-
rem, namely:
Riesz-Fischer Theorem: Let V be a vector space and q a semi-norm in V . The
following are equivalent:
1. (V, q) is complete.

2. for all sequence v j jN such that jN q(v j ) < the series jN v j converges
in V .
7.69. Show that the relations in (7.62) are indeed true.
7.70. Prove that:
1. If f L p (Rn ) then we have that h f L p (Rn ), where h f (x) := f (x h), for all
h > 0;
2. If f L p (Rn ) then limh0 f h f L p (Rn ) = 0.
7.71. Show that L p) ( ) is a rearrangement invariant Banach function space.
7.72. Prove that L p) L p for 0 < < p 1. This result, together with proposi-
tion 7.54, tells us that
L p L p) L p .
7.73. Show that property (P4) is a consequence of (P5) in Definition 7.39.
7.74. Show that the norms given in the Definition (7.14) are in fact norms.
7.75. Prove that f p),0 = f p , where p), is defined in (7.79)
7.76. Show that, for all measurable functions p : R with m 1 p(x) < m,
there exists a cm R such that

cmp(x) dx = m2 .

The content of the section related to variable exponent Lebesgue spaces is largely
based on Samko [66, 65], Sharapudinov [67] and Rafeiro and Rojas [64].
The first reference to variable exponent Lebesgue spaces already appears in the
1930s in Orlicz [55].
The influential paper on variable exponent Lebesgue spaces is Kovac ik and
Rakosnk [41] where many properties of the variable exponent Lebesgue spaces are
studied. We mention some papers preceding Kovac ik and Rakosnk [41] in which
variable exponent Lebesgue spaces were studied Sharapudinov [67, 68, 69]. For
a more detailed historic exposition on variable exponent Lebesgue spaces see the
book Diening, Harjulehto, Hasto, and Ruz icka [17] and Cruz-Uribe and Fiorenza
[9].
Grand Lebesgue spaces were introduced by Iwaniec and Sbordone [35] when
dealing with the problem of the integrability properties of the Jacobian. The gen-
eralization of grand Lebesgue spaces mentioned in the chapter appeared in Greco,
Iwaniec, and Sbordone [23].
Part II
A Concise Excursion into Harmonic
Analysis
Chapter 8
Interpolation of Operators
It is extremely difficult to imagine the program of singular

integrals without the Marcinkiewicz Interpolation Theorem.
ROBERT FEFFERMAN
Abstract In this chapter we overview the technique of interpolation of operators,

which is widely used in harmonic analysis in connection with Lebesgue spaces. The
underlying idea is to obtain boundedness of an operator based on the available infor-
mation in the endpoints. In the first section we will deal with the Riesz-Thorin inter-
polation theorem, also known as the complex method, and give some applications,
viz. Hausdorff-Young inequality and Youngs inequality for convolution. In the sec-
ond section we prove the Marcinkiewicz interpolation theorem in Lebesgue spaces
and also mention the theorem in its natural environment, namely in the framework
of Lorentz spaces. We end the chapter with the Youngs convolution inequality in
Lorentz spaces.
We start with some concepts which will play a significant role in the subsequent
sections.
Definition 8.1. We say that T : X Y is a linear operator if T ( f + g) =

T ( f ) + T (g). Moreover, a linear operator is bounded if
T f Y
sup
f
=0 f X
is finite and denote that value by T XY := T , which is called the norm of the
linear operator.
It will also be necessary to deal with operators T defined on several spaces si-
multaneously. We will define it for L p spaces, although it can be defined, mutatis
mutandis, for abstract function spaces.
Definition 8.2. We define L p1 + L p2 to be the space of all functions f , such that

f = f1 + f2 , with f1 L p1 and f2 L p2 .

314 8 Interpolation of Operators
Suppose that p1 < p2 . Then we observe that
L p L p1 + L p2 ,
for all p [p1 , p2 ].
In fact, let f L p and let be a fixed positive constant. Define

f (x) , f (x) > ,
f1 (x) =
0, f (x) ,
and f2 (x) = f (x) f1 (x) . Then

f1 (x) p1 dx = f1 (x) p f1 (x) p1 p dx p1 p f (x) p dx,
since p1 p 0. Similarly,

f2 (x) p2 dx = f2 (x) p f2 (x) p2 p dx p2 p f (x) p dx,
so f1 L p1 and f2 L p2 , with f = f1 + f2 .
We will also rely on the following theorem from complex analysis in the proof
of the Riesz-Thorin interpolation theorem.
Theorem 8.3 (Hadamard Three Lines Theorem). Assume that f is an analytic

function

on int(S) and bounded
and continuous on S, where S stands for the strip
S = z C : 0 Re(z) 1 . Then
1

sup f ( + it) sup f (it) sup f (1 + it) ,
tR tR tR
for every [0, 1] .
Before showing Hadamards three lines theorem we will prove a weaker version
of the Phragmen-Lindelof theorem from which we will derive the aforementioned
Hadamards theorem.
Theorem 8.4 (Phragmen-Lindelof theorem). Let f be an analytic function in the
strip S = {z C : < z < }, continuous and bounded in the closed strip S. Sup-
pose moreover that | f ( + iy)| M and | f ( + iy)| M. Then for all x ( , )
we have | f (x + iy)| M.
Proof. We will first show a particular case, from which we will bootstrap the general
result.
PARTICULAR CASE: Let us suppose moreover that f (x + iy) 0 uniformly in
0 x 1 when |y| . By the assumption, it is possible to find a rectangle RM
such that | f (x)| M whenever x RM . By the maximum principle we get that
| f (x)| M in the interior or RM .
8 Interpolation of Operators 315
GENERAL CASE: Let us define the following auxiliary analytic function

z2
fm (z) := f (z) exp ,
m
from which it follows that

x2 y2
| fm (z)| = | f (z)| exp (8.1)
m
if z = x + iy. The equality (8.1) shows that fm satisfies the conditions in the particular
case, since f is bounded in S. Taking M1 = M exp(max{ 2 , 2 }/m) we have
| fm ( + iy)| M1 , | fm ( + iy)| M1
from which it follows that | fm (x + iy)| M1 for all x ( , ). This last inequality
can be written as

z2

f (z) exp M exp (8.2)
m m

where = max 2 , 2 . Passing to the limit in (8.2) we obtain the result.

We now prove Hadamards three lines theorem using the Pragmen-Lindelof theorem
via an appropriate auxiliary function .
Proof (Hadamards Three Lines Theorem). Let us define the analytic function
f (z)
(z) =
M01z M1z
where | f (iy)| M0 and | f (1 + iy)| M1 . Direct calculations show that
| f (iy)| | f (1 + iy)|
|(iy)| = 1 and |(1 + iy)| = 1,
M0 M1
from which, using Phragmen-Lindelof theorem, we obtain that (z) 1 whenever

z S. This means that
| f ( + iy)|
|( + iy)| = 1
1 iy +iy
M0 M0
which implies that | f ( + iy)| M01 M1 .

8.1 Complex Method
Let us start with the following result already stated in Problem 3.129.
Theorem 8.5. Let f L p (X) Lq (X). Then f Lr (X) for all p r q and we have
the bound
f r f p f 1
q

(8.3)

when 1
r = p + 1q .
This theorem can be seen as a proto interpolation theorem, since we infer that f
belongs to the Lr space due to the fact that it belongs to the endpoint spaces.
The next theorem generalizes Theorem 8.5, loosely stating that if an operator
is, at the same time, (L p1 Lq1 ) and (L p2 Lq2 ) bounded, then it is (L p Lq )
bounded, where p and q are intermediate points. In Riesz-Thorin Interpolation The-
orem the Ls functions are complex-valued functions. The correct formulation is:
Theorem 8.6 (Riesz-Thorin Interpolation Theorem). Let (X, ) and (Y, ) be

two -finite measure spaces. Let T be a linear operator defined on all simple func-
tions in X with range in the set of measurable functions in Y . Let p0 , p1 , q0 , q1
[1, ] . Assume that for all simple functions f
T f Lq (Y,d ) A0 f L p (X,d ) , T f Lq (Y,d ) A1 f L p (X,d ) ,

0 0 1 1
for some p0
= p1 and q0
= q1 . For a fixed (0 < < 1) we define
1 1 1 1
= + , = + . (8.4)
p p0 p1 q q0 q1
Then if f is a simple function in X we have
T f Lq (Y,d ) A f L p (X,d ) , (8.5)
with

A A1
0 A1 . (8.6)
By density, the estimate (8.5) can be extended to all function in L p (X, d ).

Remark 8.7. The geometric interpretation
of (8.4)
is that
the points
1/p, 1/q be-
long to the line segment connecting 1/p0 , 1/q0 and 1/p1 , 1/q1 . The schematic
of this fact is called the Riesz square, as in Figure 8.1.
The inequality (8.6) means that A is logarithmically convex, i.e., log A is con-
vex.
In the case of real-valued functions, the constant appearing in (8.6) should be

changed, namely A 2A1 0 A1 , see, e.g., Bennett and Sharpley [1].
8.1 Complex Method 317
1
q -axis
1
1
q1
1
q +
1
q0
0 1 1 1 1 1
p0 p p1 p -axis
Fig. 8.1 Riesz square.
Proof (Riesz-Thorin Theorem 8.6). Let us take f has

m
f (x) = ak ei A (x)
k
k
(8.7)
k=1
where Ak are finite measure pairwise disjoint sets, k real numbers and ak strictly
positive real numbers. By Riesz representation theorem, to estimateT f q it suffices
to estimate

sup (T f )g d : g simple function such that gq 1 .

Y
For definiteness we take a specific g in the form

n
g(x) = bs eis Bs (x), (8.8)
s=1
where Bk are finite measure pairwise disjoint sets, k real numbers, and bk strictly
positive real numbers. We now introduce two auxiliary functions, namely

m (1z) pp +z pp n (1z) qq +z qq
Fz = ak 0 1 ik
e Ak , Gz = bk 0 1
eik Bs ,
k=1 s=1
and finally we introduce

(z) = T (Fz )Gz d .
Y

We embedded the integral (T f )g into some analytic function and now we want
Y
to use Hadarmards three lines theorem to get a uniform bound for . To see that
satisfies the conditions in Hadamards three lines Theorem, we use linearity of the
operator T and get

(1z) qq +z qq

(1z) pp +z pp
(z) = ak 0 1
bs 0 1
eik eis T (Ak ) d ,
k=1,...,m
s=1,...,n Bs
from which it is possible to see that all the conditions are satisfied in the strip S.
Since

p q % % q

%Giy % = g q0
p

|Fiy | = | f (x)| p0 , Fi y p0 = f p0 , |Giy | = |g(x)| q0 ,
p
q 0
q
we obtain p p
|(iy)| M0 f p0 , |(1 + iy)| M1 f p1 .

p p
Since satisfies all the conditions of the three lines theorem, we get that ( )
M01 M1 , which shows the result for simple functions. By a density argument we
obtain the result.

Now we give two applications of the Riesz-Thorin interpolation theorem.
Theorem 8.8 (Hausdorff-Young inequality). Let 1 p 2 and 1/p + 1/p = 1.

Then the Fourier transform satisfies
f4 p f p .
Proof. The proof can be given by a Riesz square,
1
q -axis
1
1
2
1/
0 1 1 1
2 p -axis
since f4 f 1 and f42 = f 2 (Parseval identity).

8.2 Real Method 319
Another application of the complex interpolation theorem is the so-called Youngs

inequality for convolution.
Theorem 8.9 (Youngs inequality for convolution). If f L p (Rn ) and g Lq (Rn ) ,

1 p, q, r and 1r = 1p + 1q 1, then
f gr f p gq .
Proof. Since a direct application of the interpolation theorem is not possible, we

need to adapt our argument. Let us fix f L p (Rn ), p [1, ] and then will apply
the Riesz-Thorin interpolation theorem to the mapping g f g. From Holders
inequality we have
f g (x) f g
p p
and thus g f g maps L p (R ) to L (R ). From the Young inequality (see The-

n n
orem 3.26) we have that if g L1 , then f g p f p g1 , thus g f g also

maps L1 to L p . From the interpolation theorem we have that g f g is (Lq Lr )
bounded where
1 1 1 1
= + and = + .
q 1 p r p
Removing the parameter we arrive at 1
r = 1
p + 1q 1.

8.2 Real Method
We introduce some concepts that will play a fundamental role in the main theorem
in this section.
Definition 8.10. An operator T is called sublinear if

(a) |T ( f + g)(x)| |T f (x)| + |T g(x)|,
(b) |T ( f )(x)| | ||T f (x)|,
for all measurable functions f and g and all scalars .
We now give the notion of weak and strong type inequalities for sublinear oper-
ators.
Definition 8.11. A sublinear operator T defined in L1 (Rn ) is said to be of weak type
(p, q) with 1 p and 1 q < , if exists a constant C, such that for each
f L1 (Rn ) and each > 0 we have
C q
m x : |T f (x)| > f L p

and it is said of strong type (p, q) if
T f Lq C f L p .

We now justify the above nomenclature.
Theorem 8.12 Let T be an operator of strong type (p, q). Then T is of weak type
(p, q).
Proof. By the Markov inequality, with g( ) = q we get

C
m x : |T f (x)| > = m x : |T f (x)|q > q q |T f (x)|q dm,

Rn
q
C q C
therefore m x |T f (x)| >
: q T f Lq f L p .

The following inequality, due to Kolmogorov, generalizes the simple fact
% %
%id( f )%r r
m(E)1 q f rLq (E) , (8.9)
Lr (E)
where id is the identity operator and E is some finite measure set.
Theorem 8.13 (Kolmogorovs inequality). Let E be a subset of Rn with finite mea-

sure. If T is of weak type (p, q) and 0 < r < q, then
, -1 qr
|T f (x)|r dm Cq,r m(E) f rL p . (8.10)
E
Proof. For each R+ and Cavalieris principle (3.34) we can write

|T f (x)| dm = r
r
r1
m x E : |T f (x)| > d
E 0
1/q
m(E) f L p

=r r1 m x E : |T f (x)| > d
0

+r r1 m x E : |T f (x)| > d
1/q
m(E) f L p
1/q
m(E) f L p

r r1 m(E) d
0
8.2 Real Method 321

Cq q
+r r1 f L p d
q
1/q
m(E) f L p
1 qr
, -r/q m(E)
= m(E) m(E) f rL p + rCq f rL p
qr
q
1 qr
rC
= 1+ m(E) f rL p .
qr
from which we get (8.10).

The reciprocal of Theorem 8.13 is also true, namely:
Theorem 8.14. Suppose that for any measurable subset E of Rn with finite measure
we have the inequality
1 qr
|T f (x)|r dm Cr,q m(E) f rL p ,
E
with 0 < r < q. Then there exists C > 0 such that

C q
m x |T f (x)| >
: f L p .

Proof. Let E = x : |T f (x)| > for R+ , then
, -1 qr
|T f (x)| dm Cr,q m {x : |T f (x)| >
r
f rL p .
{x:|T f (x)|> }
On the other hand, it is clear that

m x : |T f (x)| >
r
= r dm
{x:|T f (x)|> }

|T f (x)|r dm,
{x:|T f (x)|> }
then
, -1 qr
r m x : |T f (x)| > Cr,q m {x : |T f (x)| > f rL p
from which it follows the desired result.

In the following result we get a kind of improved weak type (1,1) inequality in
the form (8.11).
Theorem 8.15. Let T be a sublinear operator defined in L1 (Rn )+ L (Rn ), such that
T is of weak type (1, 1) and moreover it satisfies T f L A f L , where A is a
positive constant. Then for f L1 (Rn ) + L (Rn ) and > 0, we have that
C
m x : |T f (x)| > m x : | f (x)| > t dt. (8.11)
/

2A ,
Proof. Let f L1 (Rn ) and given > 0 we can write f (x) = f (x) + f (x), where
f (x) = f (x){s:| f (s)| /A} (x) and f (x) = f (x){s:| f (s)|> /A} (x).
From the sublinearity of T , we see that

x : |T f (x)| > x : |T f /2 (x)| > /2 x : |T f /2 (x)| > /2
then

m {x : |T f (x)| > } m {x : |T f /2 (x)| > /2}

+ m {x : |T f /2 (x)| > /2} .

On the other hand, note that f /2 L , then by hypothesis we have
2A
T f /2 L /2,
therefore
m {x : |T f /2 (x)| > /2} = 0.
Gathering all estimates, we have

m {x : |T f (x)| > } m {x : |T f /2 (x)| > /2}

C
| f /2 (x)| dm

Rn

C
= | f (x)| dm

{x:| f (x)|> 2A }
8.2 Real Method 323

C
= m x : | f (x)| > t dt,

[ /(2A),)

We recall that a measurable function f is in the Zygmund class L log L(X), also
denoted as Zygmund space, if

| f (x)| log+ | f (x)| dx < ,
X
where log+ t = logt for t > 1 and 0 otherwise.
Theorem 8.16. Let T be a sublinear operator defined in L1 (Rn )+ L (Rn ), such that
T is of weak type (1, 1) and moreover it satisfies T f L A f L , where A is a
positive constant. For B Rn such that m(B) < , we have

|T f (x)| dm C m(B) + | f (x)| log+ | f (x)| dm
B Rn
where log+ t = max(logt, 0) and C is a constant independent of f .
Proof. By Theorem 3.54 with p = 1 we get

|T f (x)| dm = 2A m x B : |T f (x)| > 2A d
B 0

1

= C m x B : |T f (x)| > 2A d
0

+ m x B : |T f (x)| > 2A d
1

C
C
m(B) + | f (x)| dm d

1 {xB:| f (x)|> }

|
f (x)|
d
C
m(B) + | f (x)| dm

Rn 1

= C m(B) + | f (x)| log+ | f (x)| dm ,
Rn
where the first inequality is due to Theorem 8.15.

We now study the so-called real method of interpolation, which is also known as
Marcinkiewicz interpolation theorem. This theorem has the same working principle
as the Riesz-Thorin interpolation theorem (showing boundedness using only infor-
mation in the end points), but it requires less from the end points, it asks only that
the operator is of weak type instead of strong type as in the case of Riesz-Thorin
Theorem.
Theorem 8.17 (Marcinkiewiczs interpolation theorem). Let 1 p0 p1 < .
Suppose that T is a sublinear operator defined in L p0 (Rn ) + L p1 (Rn ), which is, si-
multaneously, of weak type (p0 , p0 ) and of weak type (p1 , p1 ). Then T is of strong
type (p, p) with p0 0 we can write
f (x) = f (x) + f (x),
where
f (x) = f (x){x:| f (x)| } (x)
and
f (x) = f (x){x:| f (x)|> } (x).
Let us consider only the case p1 < . Now, we want to show that f L p0 (Rn ) and
f L p1 (Rn ), for that let us consider

f (x) p0

| f (x)| dm =
p0 p0
dm
Rn {x:| f (x)|> }

f (x) p
< p0
dm
{x:| f (x)|> }

< p0 p | f (x)| p dm
Rn
p0 p
< f Lpp ,
then f L p0 (Rn ). With a similar argument we can prove that f L p1 (Rn ). Using
the sublinearity of T it follows that

x : |T f (x)| > x : |T f /2 (x)| > /2 x : |T f /2 (x)| > /2 .
8.2 Real Method 325
On the other hand, due to Corollary 3.55 and the weak type estimate for the operator
T , we obtain

T f Lpp = |T f (x)| p dm
Rn

=p p1 m x : |T f (x)| > d
0

p p1 m x : |T f /2 (x)| > /2 d
0

/2
+p p1
m x : |T f (x)| > /2 d
0

p0
C
p p1 | f /2 (x)| p0 dm d
p0
0 Rn

C p1 /2
+p p1 | f (x)| 1 dm d
p
p1
0 Rn

p pp0 1C p0 | f (x)| p0 dm d
0 {x:| f (x)| /2}

C p1
+p p1 | f (x)| p1 dm d .
p1
0 {x:| f (x)|> /2}
By the Fubini theorem we get

2|f (x)|

T f Lpp pC p0 | f (x)| 0
p
pp0 1 d dm
Rn 0

+ pC p1 | f (x)| 1
p
pp1 1 d dm
Rn 2| f (x)|
pp0
2 pC p0
= | f (x)| p0 | f (x)| pp0 dm
p p0
Rn

2 pp1 pC p1
+ | f (x)| p1 | f (x)| pp1 dm,
p1 p
Rn
i.e.
2 pp0 C p0 2 pp1 C p1
T f Lpp p + | f (x)| p dm.
p p0 p1 p
Rn
Then
T f L p C(p0 , p, p1 ) f L p ,
where 1/p
2 pp0 C p0 2 pp1 C p1
C(p0 , p, p1 ) = p + ,
p p0 p1 p

The version of Marcinkiewicz theorem given in Theorem 8.17 is given only in the
main diagonal of the Riesz square. The proof for the most general version is more
involved and with a little extra effort it is possible to obtain the same theorem in
the framework of Lorentz spaces, which is the natural environment for this theorem,
since we ask that the operator is of weak type (p, q). Since the proof of this result is
long and technical, we state it without proof, see Stein and Weiss [74] for a proof.
Definition 8.18. We will say T is of restricted weak type (r, p) if

T f L(p,) C f L(r,1) . (8.12)
holds for every f L(p,1) D, where 1 p < and its domain D contains all the
truncations of its members as well as all finite linear combinations of characteristic
functions of sets of finite measure. In the case r = , we define restricted weak type
(, p) by the weak type estimate (, p) given by
T f L(p,) C f L(,) . (8.13)
We are now in a position to state the Marcinkiewicz interpolation theorem in Lorentz

spaces.
Theorem 8.19 (Marcinkiewicz Interpolation in Lorentz spaces). Suppose that T

is a subadditive operator of restricted weak types (r j , p j ), j = 0, 1, with r0 < r1 and
p0
= p1 . Then there exists a constant C = C such that
T f L(p,q) C f L(r,q) ,
for all f belonging to the domain of T and to Lr,q where 1 q .
1 1 1 1
= + , = + , 0 < < 1.
p p0 p1 r r0 r1
8.2 Real Method 327
We now obtain the Young inequality in weak Lebesgue spaces via Marcinkiewicz
interpolation theorem.
Theorem 8.20 (Young Inequality in Weak Lebesgue Spaces). Let 1 r < and
1 < p, q < be such that
1 1 1
1+ = + .
q r p
Then there is a constant C = C such that, for every f Lr (Rn ) and g L(p,) (Rn ) ,
we have
f gL(q,) C gL(p,) f Lr .
Proof. Let be a real positive number to be chosen later and consider the decom-
position g = g + g , where g = g{|g| } and g = g{|g|> } . We remember (see
Theorem 5.15) the following relations between its distribution functions:

0, if ;
Dg ( ) =
Dg ( ) Dg ( ) , if < ;
and
Dg ( ) , if ;
Dg ( ) =
Dg ( ) , if < .
We also know that

D f g ( ) D f g + D f g ,
2 2
hence, it is enough to evaluate the distributions of f g and f g separately. Since

g is the small part of g, we have g Ls , if s > p. In fact,

g (x)s dx = s s1 Dg ( ) d
Rn 0

=s s1 Dg ( ) Dg ( ) d
0 (8.14)

s s1p g pp, d s s1 Dg ( ) d
0 0
s
= sp g pp, s Dg ( ) ,
s p
if s < . In a similar fashion, g Lv with v < p. In fact,


v
g (x) dx = v v1 Dg ( ) d
Rn 0

=v v1
Dg ( ) d + v v1 Dg ( ) d
0
(8.15)
Dg ( ) + v
v
v1p
g pp, d

v
vp
g pp, + tp g pp,
pv
p
= vp g pp, .
pv
Since 1
p = 1
r + 1q , we have 1 < p < r . Using Holder inequality and (8.14) we
have
1/r
r
f g (x) f g f
r p g pp, , (8.16)
r r r
r p
if r < . For the case r = we have

f g (x) f . (8.17)
r
Take now in such a way that the right-hand side of (8.16) (or of (8.17) if r = )
equals C/2. This is equivalent to

1/(r p)
r r r r p p
= C 2 f r g p, ,
r
if r < , or
C
= ,
2 f 1
if r = . In any case we have

C
D f g = 0.
2
By the Young inequality and (8.15) we have

% % % %
% % % % p
% f g % f r %g % f r 1p g pp, . (8.18)
r 1 p1
8.3 Problems 329
Using Chebyshev inequality and (8.18), for the chosen value of , we have
% % r
% %

% %
C 2 f g
D f g (C) D f g r

2 C
r
p
2rCr f rr (1p)r grp
p1 p,
r (1p)r/(r p)
p r p
= 2q Cq f qr gqp, ,
p1 r
which is the desired result.

We have a variant of the previous theorem, namely:

Theorem 8.21 (Young inequality in weak Lebesgue spaces). Let 1 < p, q, r <
be such that
1 1 1
1+ = + .
q r p
Then there is a constant C such that, for every f Lr (Rn ) and g L(p,) (Rn ) , we
have
f gLq C gL(p,) f Lr .
8.3 Problems
8.22. Demonstrate the inequality given in (8.9).
8.23. Prove the Theorem 8.21.
8.24. Prove the following Theorem:

Theorem 8.25 (Hardy-Littlewood-Sobolev Inequality). Let be a real number
with 0 < < n and let 1 < p, q < be such that
1 1
1+ = + .
q p n
Then there is a constant C such that for every f L p (Rn ) we have

% %
% %
% f |x| % C f p .
q
Hint: Use Marcinkiewicz Interpolation Theorem in Lorentz spaces.

A version of the Riesz-Thorin theorem first appeared in Riesz [59]. The idea of the
standard proof, as given in this chapter, appeared in Thorin [77] and was subse-
quently simplified in Tamarkin and Zygmund [76].
The Marcinkiewicz interpolation theorem was stated in Marcinkiewicz [50], but
the complete proof appeared only in Zygmund [86]. The theorem was extended to
the framework of Lorentz spaces by Hunt [33].
Chapter 9
Maximal Operator
Although Hardy and Littlewood invented the idea, it is only fair

to give Zygmund and his students such as Calderon and Stein
much credit for realizing its pervasive role in analysis.
ROBERT FEFFERMAN (referring to the maximal function)
Abstract In this chapter we study one of the most important operators in harmonic
analysis, the maximal operator. In order to study this operator we need to have cov-
ering lemmas of Vitali type. After the covering lemmas we will study in some detail
the maximal operator in Lebesgue spaces and show the Lebesgue differentiation
theorem as well as a Theorem of Cotlar. We introduce and study the class of locally
log-Holder continuous functions in order to show the boundedness of the maximal
operator in the space of variable exponent Lebesgue spaces whenever the exponent
is in the aforementioned class. We end with a very short study of Muckenhoupt
weights.
9.1 Locally Integrable Functions
Definition 9.1. A function f : Rn C is said to be locally integrable if

| f | d <
K
for all compact sets K Rn . The space of all locally integrable function is denoted
by L1,loc (Rn ).
Note that L1 (Rn ) L1,loc (Rn ). In fact, if f L1 (Rn ) and K Rn is a compact set,
then K | f | | f |, from which we obtain

K | f | d | f | d < ,
Rn R
i.e., f L1,loc (Rn ). On the other hand, any constant function f (x) = c R is locally
integrable, but f / L1 (Rn ).

332 9 Maximal Operator
9.2 Vitali Covering Lemmas
In this section we study Vitali Covering Lemma (which is in the same spirit as
the Borel-Lebesgue Covering Lemma or Lindelof Covering Theorem), where from
a collection of balls or cubes we can take a sub-collection of disjoint sets having
some relation with the original collection. We start with a finite version, namely:
Lemma 9.2 (Finite Version of Vitali Covering Lemma). Suppose that B is a fi-
nite collection of open balls in Rn , i.e., B = {B1 , B2 , . . . , BN }. Then, there exists a
disjoint sub-collection B j1 , B j2 , . . . , B jk of B such that

(N k
m B 3n m B ji .
=1 i=1
Proof. The argument given is constructive (based upon a greedy algorithm) and
relies on the following simple observation: Suppose B and B are a pair of balls
that intersect, with the radius of B being not greater than the radius of B. Then B
is engulfed by the ball 3B that is concentric with B but with 3 times its radius, as
depicted in Fig. 9.1.
B2 (r)

B1 (R)

3R
Fig. 9.1 Engulfing ball
As a first step, we pick a ball B j1 in B with maximal (i.e., largest) radius, and
then delete from B the ball B j1 as well as any balls that intersect B j1 . Thus all the
balls that are deleted are contained in the ball 3B j1 concentric with B j1 , but with 3
times its radius.
The remaining balls form a new collection B , for which we repeat the proce-
dure. We pick B j2 and any ball that intersects B j2 . Continuing this way, we find, after
at most N steps, a collection of disjoint balls B j1 , B j2 , . . . , B jk .
9.2 Vitali Covering Lemmas 333
Finally, to prove that this disjoint collection of balls satisfies the inequality in
the Lemma, we use the observation made at the beginning of the proof. Let 3B ji
denote the ball concentric with B ji , but with 3 times its radius. Since any ball B in
B must intersect a ball B ji and have equal or smaller radius than B ji , we must have
BB ji
=0/ B 3B ji , thus

(
N (
k k k
m B m B ji m B ji = 3n m B ji .
=1 i=1 i=1 i=1

The previous lemma can be generalized in several ways, for example we can take
an arbitrary collection of balls, cubes, or even some arbitrary sets having some type
of eccentricity. We use me for the Lebesgue exterior measure.
Lemma 9.3 (Vitali Covering Lemma). Let E Rn , whose Lebesgue exterior mea-
sure satisfies 0 < me (E) < . Suppose that E is covered by a collection of cubes
{Q} . Then there is a finite number of disjoint cubes Q1 , . . . , QN in {Q} and a con-
stant = (n) > 0 such that ni=1 m(Qi ) > me (E).
Proof. We are going to index the cubes of the collection writing Q = Q (t) , where t
is the length of the side of Q. Let K1 = {Q} and define

t1 = sup t; Q = Q (t) K1 .
If t1 = +, then K1 contains a sequence of cubes Q with m(Q) +. In this
case, given > 0, we simply choose a cube Q K1 with m(Q) me (E). If t1 < ,
the idea is to choose a relatively big cube: choose Q1 = Qt1 K1 such that t1 > 12 t1 .
Then, divide K1 = K2 K2 , where K2 consists of the cubes in K1 which are disjoint
from Q1 , and K2 of those which intercept Q1 . Denote by Q1 the concentric cube
with Q1 whose length of its side is 5t1 . In this case, m(Q1 ) = 5n m(Q1 ) and, since
2t1 > t1 , every cube in K2 is contained in Q1 .
Starting with j = 2, continue the selection procedure for j = 2, 3, . . . defining

t j = sup t; Q (t) K j ,

and choosing the cube Q j = Q j t j K j with t j > 12 t j . Now, write K j = K j+1 K j+1 ,
where K j+1 consists of the cubes of K j which are disjoint from Q j . If K j+1 is empty,
the process stops. We have that t j t j+1 and furthermore, for every j, the cubes
Q1 , . . . , Q j are mutually disjoint and disjoint from every cube in K j . Moreover, every
cube in K j+1 is contained in the cube Qj concentric with Q j and whose side is 5t j .
Notice that m(Qj ) = 5n m(Q j ).
Consider the sequence t1 t2 . . . . If some KN+1 is empty (this is, t j = 0 for
j N + 1) then, since
K1 = K2 K2 = = KN+1 KN+1

K2

and E is covered by cubes in K1 , it follows that E is covered by cubes in KN+1
.N
K2 . Then, E j=1 Q j , so that
N N
me (E) m(Qj ) = 5n m(Q j ).
j=1 j=1
In this case, the Lemma is proven with = 5n .

On the other hand, if no t j is zero, then there is > 0 such that t j for every j,
or t j 0. In the first case, t j 12 for every j and, hence, Nj=1 m(Q j ) + when
N . Given any > 0, the lemma follows, in this case, choosing N big enough.
Finally, if t j 0, it is easy to see that K1 j Qj , for otherwise, there would exist
a cube Q = Q (t) which would not intercept any Q j . Since that cube would belong
to K j , t would satisfy t t j for every j and, hence, t = 0, which is a contradiction.
Since E is covered by cubes in K1 , it follows that
me (E) m(Qj ) = 5n m(Q j ).

j j
Then, given with 0 < < 5n , there is some N such that Nj=1 m(Q j )
me (E), which finishes the proof.

Notice that the previous lemma does not assume that E is a measurable set. In the
case where E is a measurable set, the proof of the previous lemma may be simplified.
In fact, if E is measurable, we can suppose it is closed and bounded. We can also
suppose that the cubes from the collection are open and, hence, it follows from the
Heine-Borel Theorem that E can be covered by a finite number of cubes. Now we
can follow the same argument used for balls.
We finally give the following version, the proof of which can be found in Jones
[39].
Theorem 9.4. Let E Rn be a bounded set. Let B be the collection of open balls
centered in the points of E such that each point of E is the center of some ball in B.
Then there exists a sequence B1 , B2 , . . . of balls in B such that
(a) The balls B1 , B2 , . . . are disjoint;
.
(b) E 3B .
1
The set E is not covered by disjoint balls, nonetheless it is covered by concentric

balls with radius 3 times bigger than the original balls.
9.3 Hardy-Littlewood Maximal Operator
Before introducing the maximal operator, we give the integral average operator
which is related to the maximal operator.
9.3 Hardy-Littlewood Maximal Operator 335
Definition 9.5 (Integral Average Operator). For f L1 (Rn ) and r > 0 we define
de integral average operator Ar ( f ) : Rn R+ as

1
Ar ( f )(x) := | f (y)| dy. (9.1)
m(B(x, r))
B(x,r)
Using the integral average operator we can introduce the maximal operator in the
following way.
Definition 9.6. Given a function f L1,loc (Rn ), we define the Hardy-Littlewood

maximal function for x Rn as

1
M f (x) = MB f (x) sup Ar f (x) = sup
:= | f (y)| dy. (9.2)
r>0 r>0 m(B(x, r))
B(x,r)
The adopted definition of maximal function is based in centered balls in x, but it is

possible to define other Hardy-Littlewood maximal functions, for example M

1
M f (x) := sup | f (x y)| dy,
r>0 (2r)
n
Qr
where Qr := [r, r]n . The other possible definition is

8 1
MB f (x) := sup | f (y)| dy.
B$x m(B)
B
where the supremum is given over all balls B Rn containing the point x. It is
important to notice that all the above definitions are equivalent in the following
sense:
8B f (x),
M f (x) # M f (x) # M
see Problem 9.29.
For f Lq,loc (Rn ), the q-th maximal operator is defined as
1/q

1
Mq f (x) := sup | f (y)|q dy . (9.3)
Q$x m(Q)
Q
From the Definition 9.6 the following properties of the operator M are almost
immediate
(a) 0 M f (x) ;
(b) M( f + g)(x) M f (x) + Mg(x);
(c) M( f )(x) = | |M f (x).
We now show that the maximal function is measurable, namely:
Theorem 9.7 The function M f is lower semi-continuous and therefore measurable.
Proof. To show that M f is lower semi-continuous,
we should verify that for each
> 0, the set x R M f (x) > is open, and for that we show that the
n :

set x Rn : M f (x) is closed. Let us fix > 0 and suppose that x

x Rn : M f (x) , then there exists a sequence {xk }kN in the set x Rn :

M f (x) such that xk x in Rn when k . We first observe that, since xk x,
we will get limk B(xk , r) B(x, r) = 0/ for all r > 0, where A B is the symmetric
difference, i.e., A B := A\B B\A. Let Ak = B(xk , r) B(x, r) and fk = f Ak , then
we have that | fk | | f | and limk fk = 0 almost everywhere. By the dominated
convergence theorem, we have

lim | fk | dy = 0. (9.4)
k
Rn
But
B(x, r) B(xk , r) B(x, r) B(xk , r)
and
m B(xk , r) = m B(x, r) ,
therefore

1
| f (y)| dy
m B(x, r)
B(x,r)

1 1
| f (y)| dy + | f (y)| dy.
m B(x, r) m B(xk , r)
B(xk ,r) B(x,r) B(xk ,r)
Then, by (9.4) we have that

M f (x) ,

therefore x x Rn : M f (x) and this finishes the proof.

It is easy to show that taking the function f (t) = |t| with > 0 we get M f (x) =
for all x Rn . Our next objective is to calculate M f when f L p (Rn ). For f
L (Rn ) we see that
M f (x) f
for each x Rn , i.e., M f L (Rn ).
If M was (L1 L1 )-bounded, we could apply the Riesz-Thorin Theorem 8.6

to get the (L p L p )-boundedness of M, unfortunately this is not true, since for
f L1 (Rn ) we have

1
M f (x) | f (y)| dy
m B(x, 2|x|)
B(x,2|x|)

const
| f (y)| dy,
|x|n
B(0,a)
therefore for very large |x|, M f (x) C|x|n f 1 , which implies that M f cannot
belong to L1 (Rn ).
Let us now see that if M f L1 (Rn ) then f = 0. Let a > 0 be arbitrary and |x| > a,
it results that

1
M f (x) | f (y)| dy
m B(x, 2|x|)
B(x,2|x|)

1
| f (y)| dy
m B(0, 2|x|)
B(0,a)

const
= | f (y)| dy,
|x|n
B(0,a)

since |x|n is not integrable for |x| > a, which yields that | f (y)| dy = 0. From
B(0,a)
the arbitrariness of a, we conclude that f = 0. Let us give a particular example for
the one-dimensional case.
Example 9.8. Take
1
f (x) = (x),
x log2 x 0,1/2
and let us use r = x. Note that f L1 (R) and

2x
1
M f (x) | f (y)| dy
2x
0
x
1 dy

2x y log2 y
0
1
= ,
2x log x
1
and since 2x log x is not integrable in the neighborhood of x = 0, we obtain that M f
/
L1 (R).
We now show that the range of the maximal function of L1 functions is in weak
Lebesgue space.
Theorem 9.9. If f L1 (Rn ), then
3n
m {x Rn : M f (x) > } | f (y)| dm,

Rn
i.e., M f L(1,) (Rn ).

Proof. For each R+ , we define A = x : M f (x) > . We obtain that for each
x A , there exists 0 < r < (which depends on x) such that

1
| f (y)| dm > .
m B(x, r)
B(x,r)
Note that we can write this last expression as

1
m B(x, r) < | f (y)| dm. (9.5)

B(x,r)
Suppose that A
= 0, / on the contrary the result is trivial. Note that to use Theo-
rem 9.4 we should have that A must be bounded, but a priori this is not clear.
Nonetheless, we can consider the set A B(0, k) (fixed k) instead of the set A .
Now, let B be a collection of open balls B with center in A B(0, k) such that they
satisfy (9.5). Observe that under this situation the hypothesis of Theorem 9.4 are
satisfied, therefore, if A B(0, k)
= 0,
/ there exists a sequence of balls B1 , B2 , . . . of
B such that
(1) The balls B1 , B2 , . . . are disjoint;
.
(2) A B(0, k) 3B .
1

Since m 3B = 3n m B , therefore by the inequality (9.5) we have
m(A B(0, k)) m(3B )

1
= 3n m(B )
>1

< 3n 1 | f (y)| dm
1
B

1
=3 n
| f (y)| dm
1

3n 1 | f (y)| dm
Rn
and now letting k , we get

3n
m(A ) | f (y)| dm,

Rn
i.e. 3n
m {x Rn : M f (x) > } | f (y)| dm.

Rn
and from this we get M f L(1,) (R ). n

Using the previous theorem, we show the so-called Lebesgue differentiation theo-
rem, which is a generalization of the fundamental theorem of calculus.
Theorem 9.10 (Lebesgue Differentiation Theorem). Let f L1 (Rn ), then

1
lim | f (y)| dm = f (x), (9.6)
r0
m B(x, r)
B(x,r)
m-almost everywhere.
Proof. Let f L1 (Rn ), then by Luzins theorem, there exists a continuous function
g such that g L1 (Rn ) and for an arbitrary fixed > 0 we have

| f (x) g(x)| dm < .
Rn
We have, for appropriate small r > 0, that

1 1
|g(y)| dm g(x) |g(y) g(x)| dm < ,
m B(x, r)
B(x,r) m B(x, r)
B(x,r)
i.e.
1
lim |g(y)| dm = g(x).
r0
m B(x, r)
B(x,r)
On the other hand, observe that

1
lim sup | f (y)| dm f (x) =

r0
m B(x, r) B(x,r)

1
lim sup f (y) g(y) dm+
r0 m B(x, r)
B(x,r)

1
g(y) dm g(x) + (g(x) f (x))

m B(x, r)
B(x,r)
M( f g)(x) + 0 + |g(x) f (x)|.
Now, let us consider the following sets

1
E = x : lim sup | f (y)| dm f (x) >

r0 m B(x, r)

B(x,r)
F = {x : M( f g)(x) > }
H = {x : | f (x) g(x)| > }.
Note that
E F /2 H /2
and

m H /2 |g(x) f (x)| dm < ,
2
Rn
therefore 2
m H /2 < .

Moreover, by Theorem 9.9 we get
2c 2c
m F /2 | f (x) g(x)| dm <

Rn
giving

m E m F /2 + m H /2 2(1 + c)

which tends to 0 whenever 0. Therefore

m E = 0,
and we proved that

1
lim sup | f (y)| dm f (x) = 0

r0
m B(x, r) B(x,r)
m-almost everywhere. Since

1
0 lim inf | f (y)| dm f (x)
r0
m B(x, r) B(x,r)

1
lim sup | f (y)| dm f (x) = 0
r0 m B(x, r)
B(x,r)
m-almost everywhere, therefore

1
lim | f (y)| dm f (x) = 0
r0
m B(x, r) B(x,r)
m-almost everywhere, proving (9.6).

It is noteworthy to mention that we can use other types of sets instead of balls in
Theorem 9.10, the requirement is that those sets should have some type of eccen-
tricity to guarantee a relation of type (9.6), see Stein [71, p. 10].
Theorem 9.11. Let f L p (Rn ), 1 < p , then M f L p (Rn ). Moreover, there

exists a constant C = C(p, n) such that
M f L p C(p, n) f p .
Proof. For p = , we observe that M f L (Rn ) and
M f L f .
Suppose that 1 x : M f (x) > /2 .
From this last relation we obtain

m x : M f (x) > m x : M f (x) > /2 ,
By Theorem 9.9 we get

2.3n
m x : M f (x) > | f (x)| dm

R n

2.3n
= | f (x)| dm (9.7)

{x:| f (x)| /2}
Now using Corollary 3.54 and (9.7), we obtain

|M f (x)| dm = p
p
p1
m x : M f (x) > d
Rn 0

p2
2.3 p n
| f (x)| dm d

0
x: f (x) /2

2|f (x)|

= 2.3n p | f (x)| p2 d dm
Rn 0
p1 n
2 2.3 p
= | f (x)|| f (x)| p1 dm
p1
Rn
p1 n
2 2.3 p
= | f (x)| p dm,
p1
Rn

For a more elegant proof of Theorem 9.11 see Problem 9.42.
Theorem 9.12 (Cotlar Theorem). Suppose that S and T are sublinear operators
and that the operator
T is majorized by S in the following sense: if A(x, r) is the
annulus A(x, r) = y Rn : r |x y| 2r , for each x Rn and f L1 (Rn ) there
exists an r = r(x) with 0 < r < , such that T f (x) infyA(x,r) |S f (y)|. Then if S is
of weak type (p, p) for some p > 0, T is also of weak type (p, p).
Proof. Let 0 < q < p, then
|T f (x)|q inf |S f (y)|q ,

yA(x,r)
therefore

1
|T f (x)|q |S f (y)|q dm
m A(x, r)
A(x,r)

m B(x, 4r)
|S f (y)|q dm. (9.8)
m A(x, r) m B(x, 4r)
B(x,4r)

Then by (9.8) we obtain that |T f (x)|q CM |S f |q (x) , with C independent of x
and f .
Note that in virtue of Theorem
the operator M is of weak type (1, 1) and by
9.9,
Theorem 9.11 we get that M |S f | L (Rn ) and moreover
q

M |S f |q L C|S f |q L .
To finish, by Theorem 8.15 we obtain

C
m x : M(|S f | (x)) >
q q
q m x : |S f (x)| > t 1/q
dt

[C q ,)

C
f Lpp t p/q dt
q
[C q ,)
= C p f Lpp
therefore
f L p p
m x : |T f (x)| > C .

9.4 Maximal Operator in Nonstandard Lebesgue Spaces
In order to get the boundedness of the maximal operator in variable exponent

Lebesgue spaces it is necessary to impose some condition on the exponent. For
simplicity, we will only deal with the case of bounded subsets in Rn .
Lemma 9.13. Let Rn be an open set and let p : [1, ) be an uniformly
continuous function. Then the following conditions are equivalent:
(a) There exists a constant C0 such that for all x, y , |x y| < 1/2, we have
C0
|p(x) p(y)| . (9.9)
log |x y|
(b) There exists a constant C1 such that for all open ball B Rn with m( B) > 0,
we get
m(B) p (B)p+ (B) C1 .
Proof. Let us suppose that (b) is valid. Let x, y such that |x y| < 1/2 and let
B Rn be an open ball such that x, y B and diam B 2|x y| < 1. Since is
open, then we have that m( B) > 0, therefore
m(B) p (B)p+ (B) C1 .
Since m(B) diam(B)n (2|x y|)n , we have

n |p(x)p(y)|
2|x y| m(B) p (B)p+ (B) C1 ,
and
|x y||p(x)p(y)| C1 2|p(x)p(y)| C1 2 p+ p ,
1/n 1/n
and taking the logarithm, we get

log C1 2 p+ p
1/n
|p(x) p(y)| .
log |x y|
which shows (a).
Let us assume (a) valid. Let B Rn be an open ball with m( B) > 0, which
implies 1 p ( ) p (B) p+ (B) p+ ( ) < . If diam(B) 1/2 we get
n p (B)p+ (B)
m(B) p (B)p+ (B) = m(B(0, 1)) diam(B)/2
p ( )p+ ( )
m(B(0, 1))4n ,
to the case of diam(B) < 1/2. Let us choose x0 , x

which permits us to restrict
B such that 0 1/2 p+ (B) p (B) p(x0 ) p(x ). Since we have that
diam(B) < 1/2 implies that |x0 x | < 1/2, and by hypothesis in p
9.4 Maximal Operator in Nonstandard Lebesgue Spaces 345
C0
|p(x0 ) p(x )| ,
log |x0 x |
which implies that
exp(C0 ) |x0 x ||p(x0 )p(x )| |x0 x | 2 (p (B)p+ (B)) .

1
Since 2n m(B) |x0 x |n m(B(0, 1)), we obtain

p (B)p+ (B)
1n
m(B)
exp(2C0 ) |x0 x | p (B)p+ (B) 2
m(B(0, 1))
which entails
(2m(B)) p (B)p+ (B) exp(2nC0 )m(B(0, 1)) p (B)p+ (B)

exp (2nC0 ) max 1, m(B(0, 1)) p ( )p+ ( ) ,
which shows that (a) implies (b).

Definition 9.14. When an exponent p : [1, ) satisfies the condition (9.9), we

say that the exponent p is log-Holder continuous and we write that p LH( ).
Corollary 9.15. Let Rn be an open and bounded set and let p : [1, )
be an uniformly Holder continuous function with power > 0, i.e.
|p(x) p(y)| H|x y|
for all |x y| < 1/2. Then p LH( ).
We now obtain a pointwise inequality which is very useful in the framework of

variable exponent spaces.
Theorem 9.16. Let Rn be an open set and p LH( ). Then there exists a
constant C = C(p) such that for all functions f L p() ( ) with f L p() ( ) 1 we
have
| Ar ( f )(x)| p(x) C(p) Ar | f ()| p() (x) + 1
for all r > 0.
Proof. We will prove the theorem by cases: when r 1/2 and when 0 < r < 1/2.
Let r 1/2. Then
p(x)

1
| Ar ( f )(x)| p(x) = | f (y)| dy
m(Br (x))
Br (x)
p(x)

1
| f (y)| p(y) dy + 1
m(Br (x))
Br (x)
n
p(x) p+
r 2n
p() ( f ) + 1 +1
m(B(0, 1)) m(B(0, 1))
where the first inequality is a consequence of
f = f {| f |1} + f {| f |>1} . (9.10)
Let now 0 < r < 1/2. We have

p(x)

1
| Ar ( f )(x)| p(x) = | f (y)| dy
m(Br (x))
Br (x)
p p(x)
(Br (x))
(d1 )

1
| f (y)| p (Br (x)) dy
m(Br (x))
Br (x)
p p(x)
(Br (x))
(d2 )

1
| f (y)| p(y) dy + 1
m(Br (x))
Br (x)
p p(x)
p(x) p+ (Br (x)) 1 1 (Br (x))
p
m(Br (x)) (Br (x)) 2 p (Br (x))
p() ( f ) + m(Br (x))
2 2
where the inequality (d1 ) is a consequence of the Jensen integral inequality and for
(d2 ) we used (9.10). Since p() ( f ) 1 and 0 < r < 12 , we have the inequality

1 1 1 1
| f (y)| p(y) dy + m(Br (x)) p() ( f ) + (2r)n < 1,
2 2 2 2
Br (x)
which implies

p p(x) 1
p+ (Br (x)) 1
| Ar ( f )(x)| p(x)
m(Br (x)) (Br (x))
2 p() ( f ) + m(Br (x))
p (Br (x))
2 2
p (Br (x))p+ (Br (x)) p (Br (x))
1
m(Br (x)) p+ (Br (x)) 2 p+ (Br (x)) Ar (| f ()| p() )(x) + 1

C(p) Ar (| f ()| p() )(x) + 1
where the last inequality is a consequence of Lemma 9.13.

A consequence of Theorem 9.16 is the next Corollary.

Corollary 9.17. Let Rn be an open set and p LH( ). Then there exists a
constant C = C(p) such that for all functions f L p() ( ) with f L p() ( ) 1, we
get

|M f (x)| p(x) C(p) M | f ()| p() (x) + 1 .
The Corollary 9.17 is the key to get boundedness for the maximal operator in the
variable exponent Lebesgue space when is a bounded set.
Theorem 9.18. Let be an open and bounded set and p : [1, ) measurable.
(a) If f L p() ( ) with 1 p(x) p+ < in , then M f is finite almost every-
where in Rn ;
(b) Let p LH( ) and 1 0 such that for all f L p() ( ) we get
M f L p() ( ) C( , p) f L p() ( ) .
Proof. Let us prove by cases:

(a) Since L p() ( ) L1 ( ) due to the fact that is a bound set, the result follows
from the Proposition 9.11 with p = 1.
(b) Taking q(x) := p(x)/p , we have that 1 q(x) p(x) p+ < . Since
L p() ( ) Lq() ( ) because is bounded, we have that there exists a con-
stant Ce > 0 such that f Lq() ( ) Ce f L p() ( ) for all f L p() ( ). Now,
let f L p() ( ) such that f L p() ( ) 1/Ce , which implies that f Lq() ( ) 1.
Let us show that q() (M f ) is bounded independently of f . Since the exponent
q LH( ) we can use Corollary 9.17 and we obtain
% % p
% %
q() (M f ) = %M( f )q() % p
L ( )
% % p
% %
%C(p) M(| f ()q() |) + 1 % p
L ( )
% % p
p % q() %
(C(p)) %M(| f () |)% p +1L p ( ) .
L ( )
Using the Proposition 9.11 with constant exponent p > 1 we obtain

% % p
% q() %
q() (M f ) C(p) p
C(p )%| f () |% p +1L p ( )
L ( )
1
p
= C(p) p C(p )[ p() ( f )] p +1L p ( )
C( , p).
The previous estimate shows that q() (M f ) is bounded for all functions f with
f L p() ( ) 1/Ce , therefore the norm M f L p() ( ) is also bounded for these
functions. Since M( f ) = | |M( f ) and f = | | f we obtain
% %
% % % %
%M( f )% p() = Ce f p() %% M
f %
%
L ( )
L ( ) % Ce f L p()( ) %
L p() ( )
Ce f L p() ( ) .

We now introduce the notion of Hardy-Littlewood fractional maximal operator.
Definition 9.19. Given a function f Lloc

1
(Rn ), we define the Hardy-Littlewood
fractional maximal operator for any x R as
n

1
M f (x) := sup 1 n
| f (y)| dy (9.11)
xB m(B)
B
where the supremum is taken over all balls that contain the point x.
The Hardy-Littlewood fractional maximal operator is a generalization of the

maximal operators, since when = 0, we have that M0 = M, where M is the
Hardy-Littlewood maximal operator (9.2). The classical result regarding the frac-
tional maximal operator says that M is (L p Lq )-bounded, when 1 < p < n/
and 1/q = 1/p n . We now show that the same boundedness type result holds
for the variable exponent Lebesgue space without resorting to the classical case,
and in that way we also prove the classical result. We need the following pointwise
estimate.
Lemma 9.20. Let 0 < < n and p be an exponent function such that 1 < p
p(x) p+ < n/ and the function q is defined pointwise by 1/q(x) = 1/p(x) n .
Then for all functions f we have the following pointwise inequality
n
9 :1 n
p() n

M ( f )(x) M | f ()| q() n (x) | f (y)| dy .
p(y)
(9.12)

Proof. Let B be any ball containing the point x. Since
p(x) p(x)
+ =1
q(x) n
we have

1 1 p(x) p(x)
| f (y)| dy = | f (y)| q(x) | f (y)| n dy
m(B)1 n m(B)1 n
B B
1 n n

1 p(x) n
| f (y)| q(x) n dy | f (y)| dy
p(y)
m(B)
B
n
9 :1 n
p() n

M | f ()| q() n (x) | f (y)| dy ,
p(y)
which shows the Lemma.

Using the pointwise inequality (9.12) and the boundedness of the maximal operator
we obtain the boundedness of the Hardy-Littlewood fractional maximal function.
Theorem 9.21. Let 1 < p(x) < n/ and define q(x) by the pointwise equality
1/q(x) = 1/p(x) n . Then M : L p() ( ) Lq() ( ) is bounded.
Proof. Let f L p() ( ) be such that p() ( f ) = 1. Then by the inequality (9.12) we
have
%9 %
% :1 n %
% % % %
%M ( f )% q() % M | f ()| q() n %
p() n
L ( ) % %
% % q()
L ( )
% %1 n
% %
=% %
p() n
%M | f ()|
q() n
%
L(1 n )q() ( )
% % 1 n % %
% p() n % % p() %
%
%| f | q() n %
% =%
%| f | q() %
%

L(1 n )q() ( ) Lq() ( )
1.
The general result now follows from the homogeneity of the fractional maximal
operator.

We now want to investigate the proof of boundedness of Hardy-Littlewood max-

imal function in grand Lebesgue spaces. For simplicity we will deal only with the
interval (0, 1). We will use an important relation between rearrangements and max-
imal operator
1
M f (x) = sup f (y) dy
(0,1)I$x |I|
I
given by a well-known theorem through the notion of decreasing rearrangement f

of f .
Let
t
1
f (t) = f (s) ds, t [0, 1].
t
0
The following theorem is given in Bennett and Sharpley [1, Theorem 3.8].
Theorem 9.22. There are absolute constants c and c such that for all f L1 (0, 1),
c(M f ) (t) f (t) c (M f ) (t), (9.13)

t (0, 1).
Theorem 9.23. Let 1 1 such that
M f p) C(p) f p)
for all f L1 (0, 1).

Proof. Since
f p = f p,
from (9.13) and Theorem 9.23 applied to f we get
M f p) = (M f ) p) C f p) = C f p)
from which the assertion follows.

9.5 Muckenhoupt Weights
We now try to characterize all weights w(x) such that the strong type (p, p) inequal-
ity
& 'p
M f (x) w(x) dx Cp | f (x)| p w(x) dx (9.14)
Rn Rn
is valid for all f L p (w).

Suppose that (9.14) is valid for some weight w and all f L p (w) for some 1 <
p < . Applying (9.14) to the function f B supported in a ball B and we use that

1
M( f B )(x) | f (y)| dy
m(B)
B
for all x B, to obtain

p

& 'p
w(B) | f (y)| dy M( f B )(x) w(x) dx
B B

Cp | f (x)| p w(x) dx.
B

where w(B) is given by w(x) d (x) and B f (x)dx = 1
m(B) f (x) dx. It follows then
B B
that p

Cp
| f (y)| dy | f (x)| p w(x) dx (9.15)
w(B)
B B
9.5 Muckenhoupt Weights 351
for all balls B and all functions f . At this point it is tempting to choose a function
such that the two integrands are equal. We do so by setting f = wq/p where 1/p +
1/q = 1, which gives f p w = w1q = wq/p . Under the assumption that infB w(B) > 0
for all balls B, it would follow from (9.15) that
p

q/p Cp & 'q/p
[w(x)] dx w(x) dx
w(B)
B B
and thus p1

w(B) [w(x)]q/p Cpp .
B
Therefore p1
1
sup w(x) dx [w(x)] p1 Cpp , (9.16)
B
B B
where the supremum is taken over all balls B.

If infB w(B) = 0 for some ball B, we take f = (w + )q/p to obtain
p1
1
sup w(x) dx [w(x) + ] p1 Cpp , (9.17)
B
B B
from which we deduce (9.16) via the Lebesgue monotone convergence theorem by
letting 0.
We have now obtained that every weight w that satisfies (9.14) must also satisfy
the rather strange-looking condition (9.16) which we refer to in the sequel as the A p
condition, sometimes also called Muckenhoupt condition.
Definition 9.24. Let 1 < p < . A weight w is said to be of class A p if

p1

w(x) dx [w(x)] p1 dx
1
sup < . (9.18)
B balls in Rn
B B
The expression in (9.18) is called the A p Muckenhoupt characteristics constant of w

and will be denoted by [w]A p .
For the case of p = 1 we define the notion of A1 weight.

Definition 9.25. A weight belongs to the A1 class if Mw(x) Cw(x) a.e. for some
constant C.
We now state, for a proof cf. Garca-Cuerva and Rubio de Francia [20], one
pivotal results in the theory of weighted Lebesgue spaces, namely if the weight
belongs to the Muckenhoupt class, then the maximal operator is bounded in the
weighted Lebesgue space.
Theorem 9.26 Let f L p (w), 1 < p < and w A p then M f L p (w). Moreover
1/p
M f L p (w) [w]A p f L p (w) . (9.19)
Now, let us recall the definition of weighted Hardy-Littlewood maximal function

on Rn over balls

1
Mw ( f )(x) = sup | f (y)|w(y) dy
xB w(B)
B

where w is any weight and w(B) = w(y) dy.
B
In the following theorem our proof avoids the Calderon-Zygmund decomposi-
tion. In place of it we use the Vitali covering Theorem 9.4 and the fact that w, as a
measure, satisfies the doubling condition, i.e.,
w( B) np [w]A p w(B)
see Problem 9.41.
Theorem 9.27. For 1 p < , then the weak (p, p) inequality

C
w x R : M f (x) >
n
p | f (x)| p w(x) dx

Rn
holds if w A p .
Proof. We have
p p/q

1
| f (x)| dx | f (x)| p w(x) dx [w(x)]q/p dx .
m(B) p
B B B
9.5 Muckenhoupt Weights 353
Next, the right-hand side term in the above inequality is

p1

1 w(B) p1
1

| f (x)| p w(x) dx w(x) dx
w(B) m(B)
B B

1
| f (x)| p w(x) dx [w]A p .
w(B)
B
And thus
p

1
| f (x)| dx [w]A p | f (x)| p w(x) dx . (9.20)
w(B)
B B
Fix > 0, from (9.20) and the definition of Mw we get

3

p
x R : M( f )(x) > x R : Mw ( f )(x) >
n n p
.
[w]A p
Thus
3

p
w x Rn : M( f )(x) > w x Rn : Mw ( f p )(x) > .
[w]A p
Let A B(0, k), k fix where

3
p
A = x R : Mw ( f )(x) >
n p
.
[w]A p
We assume A
= 0, / of course, since the result is trivial otherwise. For each x A
there exists an r > 0, depending on x

p 1
< | f (x)| p w(x) dx. (9.21)
[w]A p w(Br )
Br
After we obtain an estimate for the measure of A B(0, k), we can let k .
Now, let B be the collection of open balls B with center in A B(0, k) and satisfy-
ing (9.21). Then the hypothesis of the Vitali covering Theorem 9.4 is satisfied. Now,
if A B(0, k)
= 0,
/ then there exist balls B1 , B2 , . . . in B such that
(1) B1 , B2 , . . . are disjoint,
(2) A B(0, k) r1 3Br .
All we have to do is to assemble this information. Here is the method: first we use
the fact that w(3Br) 3np [w]A p w(Br ). From the inequalities (9.21) and (9.14), the
disjointness of the selected balls, we obtain
w(A B(0, k)) w(3Br )

r1
3 [w]A p w(Br )
np
r1
3np
[w]2A p

p | f (x)| p w(x) dx
r1
Br
3np
[w]2A p
| f (x)| p w(x) dx
p
r1 Br
3np
[w]2A p
| f (x)| p w(x) dx
p
Rn
Finally, let k , to obtain
3np [w]2A p
w(A ) | f (x)| p w(x) dx,
p
Rn
that is, we obtain the weak (p, p) inequality.

We now collect some almost immediate properties of the A p weights following

directly from the definition. For more properties see Problems 9.399.41.
Theorem 9.28. Let 1 < p < . We have

/
0
(a) w A p if and only if w1p A p and w1p = [w] pp 1 .
p
(b) If q < p, then Aq A p and [w] p [w]q .
(c) If w A p and 0 1, then w A p and [w ] p [w]p .

(d) If w1 , w2 A p and 0 1, then w1 w1
2 A p and
[w1 w1
2

] p [w1 ]p [w2 ]1
p .

(e) If w1 , w2 A1 then w1 w1p

2 A p and
[w1 w1p p1
2 ] p [w1 ]1 [w2 ]1 .
9.6 Problems 355
9.6 Problems
9.29. Prove that the various definitions of maximal function are equivalent in the
sense:
8B f (x).
M f (x) # M f (x) # M
where # A # B means that there exists C > 0 such that C1 B A CB.
9.30. Prove that

1
f (x) =
/ L1 (Rn ),
|x|n1
but f restricted to any closed ball with center in 0 and radius r > 0 is locally integral,
i.e.
1
f (x) = B(0,1) (x) n1 L1,loc (Rn ).
|x|
|x|1/2
9.31. Given f (x) = 1+|x|1/2
for x R, prove that f
/ L (m) but f WeakL2 .
9.32. Let (X, A , ) be a finite measure space. Prove that the dual space of L1 ( ) is
L ( ).
9.33. If f 0 is a nondecreasing function in (0, ) and 0 < p q , R. Show

that
1/q 1/p

q dt p dt
t f (t) C t f (t)
t t
0 0
where C = C(p, q, ).
b
9.34. Let f be a decreasing function in [a, b] (a
= 0) such that 0 < f (x) dx <
0
a
and 0 < f (x) dx < . Prove that
0

b
f (x) dx
0
log log b
a a
f (x) dx
0
b a
a f (x) dx b f (x) dx.
0 0
9.35. Let B(x, r) Rn be an open ball with center in x and radius r. Let us define
the Lebesgue set of f as

1
L f = x : lim | f (y) f (x)| dy = 0 .

r0 m B(x, r)

B(x,r)
Demonstrate that if f L1 (Rn , L , m) then
| f (x)| M f (x) for all x L f
where M f (x) is the Hardy-Littlewood maximal function.
9.36. Let f L1 (Rn , L , m) and

f dm m(E)

E
where E is a Lebesgue measurable set. Prove that | f | 1 almost everywhere.
9.37. Let f : R [0, ) be defined as

1 if x (0, 1/e)
2
f (x) = x log x
0 if x
/ (0, 1/e).
Prove that

a) f (t) dt = 1/ log x para x (0, 1/e).
(0,x)
r
b) M f (x) dx = .
0
9.38. Show that the following conditions are equivalent:

(a) p LH( );
(b) 1/p LH( );
(c) p LH( ).
9.39. If w A p prove that w(B2r ) cw(Br ) (doubling condition).
9.40. Let w A p for some 1 p < . Prove that:

1. [ (w)] p = [w] p where (w)(x) = w( x1 , , xn ).
2. [ z (w)] p = [w] p where z (w)(z) = w(x z), z Rn .
3. [ w] p = [w] p for all > 0.
9.6 Problems 357
4. [w] p 1 for all w A p . Equality holds if and only if w is a constant.

5. For a p < q < , then [w] p [w]q .
6. lim p1+ [w] p = [w]1 if w A1 .
7. p

1
| (x)|

m(Q) Q f dx

[w] p = sup sup
w(Q) | f (x)| p w(x) dx
1

f L p (w);m Q{| f |=0} =0
Q

Q

9.41. The measure w(x) dx is doubling, precisely, for all > 1 and all cubes Q show
that
w( Q) np [w] p w(Q).
9.42. Show, using Marcinkiewicz theorem, that the maximal operator M is a bounded
operator in L p spaces, for 1 < p < (see Theorem 9.11 for other proof).
9.43. Show that, for radial weights w(x) = w(|x|), the A p condition is reduced to the
following inequality
p1
r r

n1 w( ) d n1 w( ) p1 d Crn .
1

0 0
9.44. Let w(x) = |x| be a radial weight. Show that

(a) w A p , 1 0 m(B(x, r))
B(x,r)
is obtained by
1q

1
lim Mq f (x) = lim sup | f (y)|q dy
q0+ q0+ r>0 m(B(x, r))
B(x,r)
Hint: Recall that (x 1)/ log(x).

0
The one-dimensional maximal operator was introduced in Hardy and Littlewood

[28] and the multi-dimensional version was given in Wiener [84].
The first occurrence of Vitali covering type theorems was in Vitali [80]. The
result of Theorem 9.11 can be stated without the dependence on the dimension, see
Stein [72]. The boundedness of the maximal operator in variable exponent Lebesgue
spaces was solved for bounded sets by Diening [16], see also Diening, Harjulehto,
Hasto, and Ruz icka [17] and Cruz-Uribe and Fiorenza [9]. Muckenhoupt weights
were studied in Muckenhoupt [53], for more on the topic of A p weights see Garca-
Cuerva and Rubio de Francia [20].
Chapter 10
Integral Operators
A large part of mathematics which becomes useful developed

with absolutely no desire to be useful, and in a situation where
nobody could possibly know in what area it would become
useful; and there were no general indications that it ever would
be so.
JOHN VON NEUMANN
Abstract Integral operator theory is a vast field on itself. In this chapter we briefly
touch some questions that are related to Lebesgue spaces. We prove the Hilbert in-
equality, we show the Minkowski integral inequality, and with that tool we show
a boundedness result of an integral operators having a homogeneous kernel of de-
gree 1. We introduce the Hardy operator and study its adjoint operator. One of
the sections of the chapter is dedicated to the L2 space now focusing on the fact
that this is the only Hilbert space in the L p scale. We present a proof of the Radon-
Nikodym theorem, due to J. von Neumann, which does not use the Hahn decompo-
sition theorem.
10.1 Some Inequalities
In the following we obtain the so-called Minkowski integral inequality using a dif-
ferent approach from the one used in Theorem 3.25.
Theorem 10.1 (Minkowski integral inequality). Let (X, A1 , ) and (Y, A2 , ) be

-finite measure spaces. Suppose that f is a measurable A1 A2 function and
f (, y) L p ( ) for all y Y . Then for 1 p < we have that
p 1/p 1/p

f (x, y) d d
| f (x, y)| d d .
p

X Y Y X

360 10 Integral Operators
Proof. For p = 1, notice that since

f (x, y) d | f (x, y)| d

Y Y
we get

f (x, y) d d | f (x, y)| d d ,

X Y X Y
and now using Fubinis theorem we obtain

f (x, y) d d | f (x, y)| d d .

X Y Y X
Now, for p = , we get

f (x, y) d | f (x, y)| d

Y Y

f (, y) d ,
Y
again by Fubinis theorem we arrive at

f (x, y) d d f (, y) d d

X Y X Y

f (, y) d d .
Y X
We now take 1 < p < . By Fubinis theorem and Theorem 3.20 (Holders inequal-
ity) we obtain
p

f (x, y) d d

X Y
p1

= f (x, y) d f (x, y) d d

X Y Y
10.1 Some Inequalities 361
p1

| f (x, y)| d f (x, y) d d

X Y Y
p1

= | f (x, y)| f (x, y) d d

d

Y X Y

1/p q(p1) 1/q

| f (x, y)| d f (x, y) d
p
d
d

Y X X Y

1/p p 1/q

= | f (x, y)| p d f (x, y) d d
d ,

Y X X Y
therefore
p 11/q p 1/p

f (x, y) d d
=

f (x, y) d d

X Y X Y
1/p

| f (x, y)| d d
p
Y X

We now study the boundedness of integral operators in Lebesgue spaces with a
homogeneous kernel, which permits to separate variables simplifying the calcula-
tions. In this regard we have the following result.
Theorem 10.2. Let K be a measurable function in (0, ) (0, ) such that the ker-
nel K is homogeneous of degree 1, i.e., K( x, y) = 1 K(x, y) for all > 0, and
the kernel K satisfies the following integral bound

|K(x, 1)|x1/p dx = C < .
0
For f L p ( ) we define

T f (y) = K(x, y) f (x) dx.
0
Then
T f p C f p .
Proof. Let
1/p p 1/p

T f p = |T f (y)| p dy = K(x, y) f (x) dx dy .

0 0 0
Writing x = zy, then dx = y dz, now by Minkowskis integral inequality

p p 1/p

1/p

K(zy, y) f (zy)y dz dy = y K(z, 1) f (zy)y dz dy
1

0 0 0 0
p 1/p

=
K(z, 1) f (zy) dz dy
0 0
1/p

K(z, 1) | f (zy)| p dy dz.
0 0
Now, if x = zy, then z1 dx = dy, and we get

1/p 1/p

K(z, 1) | f (zy)| p dy dz = K(z, 1) | f (x)| p z1 dx dz
0 0 0 0

= K(z, 1)z1/p dz f p .
0
from which it follows that T f p C f p .

We now show the integral analogue of the Hilbert inequality given in Theo-
rem 2.19.
Theorem 10.3 (Hilbert inequality). Let f L p (m) and g Lq (m) with 1/p +
1/q = 1. Then

f (y)g(x)
f p gq .
dy dx (10.1)
x+y sin
0 0 p
Proof. Note that

f (y)g(x) | f (y)g(x)|

dy dx dx dy.
x+y x+y
0 0 0 0
Let y = xz, then dy = x dz, and now by Fubinis theorem we have

| f (y)g(x)| | f (xz)g(x)|
dy dx = x dz dx
x+y x(1 + z)
0 0 0 0

| f (xz)g(x)|
= dz dx
1+z
0 0

1
= | f (xz)g(x)| dx dz.
1+z
0 0
If u = xz, then du = z dx, moreover x = u

z, and by Holders inequality we get

1
| f (xz)g(x)| dx dz
1+z
0 0

1 u 1
= f (u)g z du dz
1+z z
0 0
1/p 1/q
q
1 u q
f (u) p du
g z du dz
1+z z
0 0 0
1/p 1/q

1 p
f (u) du |g(w)|q zq+1 dw dz
1+z
0 0 0
q 1
1
z
= dz f p gq
1+z
0

1 1
=B ,1 f p gq
q q
where B(1/q, 1 1/q) is the Beta function and the result now follows from (C.7).

We now introduce an operator which is widely used, the so-called Hardy operator.
Definition 10.4 (Hardy operator). Let f be a positive and measurable function in

(0, ). The Hardy operator is defined as
x
1
H f (x) = f (y) dy. (10.2)
x
0
The Hardy operator is an average operator.
The principal result in Lebesgue spaces regarding this operator is that it is L p

bounded, namely:
Theorem 10.5 (Hardys inequality). Let f L p (0, ) be positive and 1 < p < .
Then
p
H f p f p. (10.3)
p1
Proof. Observe that if y = zx, then dy = x dz, therefore
x 1 1
1 1
H f (x) = f (y) dy = f (xz) x dz = f (xz) dz.
x x
0 0 0
Now using the integral Minkowski inequality, we obtain

p 1/p p 1/p
x 1
1
f (y) dy dx = f (zx) dz dx
x
0 0 0 0
1/p
1

( f (zx)) p dx dz
0 0
1/p
1

= z1/p ( f (u)) p du dz
0 0
p
= f p,
p1
therefore (10.3) is true.

To see a somewhat surprising proof of the boundedness of the Hardy operator

result using convolution and Theorem 11.9, see details in p. 390.
Remark 10.6. The assertion of the Hardy inequality does not hold for p = 1. This
can be observed by taking f = (0,1) , since then

f (x) dx = 1,
0
but
t 1
1 1 dt
f (s) ds dt ds dt = = .
t t t
0 0 1 0 1
For p = 1 the Hardy inequality is not true even when (0, ) is replaced with a finite
interval. For instance, there is no positive constant C that would render the inequality
1 t 1
1
f (s) ds dt C f (x) dx
t
0 0 0
true for all positive functions on (0, 1). To see this, take for example
1
f (t) = , t (0, 1).
t(log 2t )2
1
Then, again, f (x) dx < but, with appropriate C
0
1 t 1
1 dt
f (s) ds dt = C = .
t t(log 2t )
0 0 0

We now remember the notion of adjoint operator.
Definition 10.7. Let T : X Y be a linear and bounded operator. We say that the
operator T : Y X is the adjoint operator of T if it satisfies the duality identity,
it means that for all x X, y Y where X and Y are Banach spaces, we have
T x, y = x, T y
where , := ( ) with and .

We can now obtain the adjoint operator of the Hardy operator.
Theorem 10.8. The adjoint operator of the Hardy operator (10.2), H : L p L p ,
at least formally, is given by

dx
H f (y) = f (x)
x
y
for f 0.
Proof. Using the Definition 10.7, the Riesz representation theorem and the Fubini
theorem we get

H f , g = H f (x)g(x) dx
0

x
1
= f (y) dy g(x) dx
x
0 0

1
= (0,x) (y) f (y) dy g(x) dx
x
0 0

g(x)
= (y,) (x) f (y) dy dx
x
0 0

dx
= f (y) g(x) dy
x
0 y

= f,H g ,

We now mention the concept of compact operator and obtain a result in this
regard.
Definition 10.9 (Compact operator). Suppose that X and Y are Banach spaces and
B is the unit ball in X. A linear operator T : X Y is compact if the closure of the
set T (B) is compact in Y .
This definition is equivalent to say that T is compact if and only if the bounded se-
quence {xn } in X contains a subsequence {xnk } such that {T (xnk )} converges point-
wise in Y .
We say that a set S C(X) (where C(X) is the space of continuous functions
in the topological space X) is equicontinuous at x X if for each > 0 there is a
neighborhood U of x such that | f (y) f (x)| < for all f E and all y U. If this
condition is satisfied for all elements of S we say that E is equicontinuous.
A metric space X is said to be a compact metric space if it has the Borel-Lebesgue
property, i.e., if every open cover of X has a finite subcover.
Theorem 10.10 (Arzelà-Ascoli Theorem). Suppose that (X, d) is a compact met-

ric spaces. Then a subset F C(X) is compact if and only if F is closed, bounded,
and equicontinuous.
Now we show compactness of an integral operator.
Theorem 10.11. Let (X, d) be a compact metric space and a Borel measure in X.
Let K : X X R be a continuous function such that

|K(x, y)| d (x) C a.e. y X
X
and
|K(x, y)| d (y) C a.e. x X.
X
Then, for 1 p , the integral operator T : L p ( ) L p ( ) given by

T f (x) = K(x, y) f (y) d (y)
X
is compact.
Proof. Suppose that 1 < p < . Taking q as the conjugate exponent of p, and using
Holders inequality in the product

|K(x, y) f (y)| = |K(x, y)|1/q |K(x, y)|1/p | f (y)|
we obtain
1/q 1/p

|K(x, y) f (y)| d (y) |K(x, y)| d (y) |K(x, y)|| f (y)| p d (y)
X X X
1/p

C1/q |K(x, y)|| f (y)| p d (y)
X
for almost all x X. By Tonellis theorem we get

p

|K(x, y)|| f (y)| d (y) d (x) C |K(x, y)|| f (y)| p d (y) d (x)
p/q
X X X X

C p/q+1 | f (y)| p d (y),
X
i.e.
T f p C f p ,
therefore T f is bounded.
Now, let us fix a y0 X and let > 0. By the uniform continuity of K in X X

there exists > 0 such that if d(y, y0 ) < then |K(x, y) K(x, y0 )| < for each
x X. Then, if d(y, y0 ) < and f L p ( ) satisfies f p 1, then Holders in-
equality implies

|T f (x) T f (x0 )| = [K(x, y) K(x, y0 )] f (y) d (y)

X

< | f (y)| d (y)
X
[ (X)]1/q f p
[ (X)]1/q .
Therefore, we proved that {T f : f p 1} is a subspace of C(X) which is p -

bounded and equicontinuous, and now by Arzelà-Ascoli theorem we conclude that
T is a compact operator.

10.2 The Space L2
We postponed the introduction of the L2 space which has special nature, e.g., the
space coincides with its dual. Moreover, in the Lebesgue scale it is the only Hilbert
space, and by this reason is widely used in application, for example, in quantum
mechanics the state of a particle is given by a wave-function which belongs to the
L2 -space.
Definition 10.12 (Inner product). Let (X, +, ) be a vector space. A functional

, : X X F, where F = R or F = C, such that satisfies:
(a) f + g, h = f , h + g, h for all f , g, h X,
(b) c f , g = c f , g for all f , g X and any scalar c,
(c) f , g = g, f for all f , g X,
(d) 0 f , f < + for all f X,
(e) f , f = 0 if and only if f = 0,
it is called inner product or scalar product.
All inner product generates a norm defined by

f = f, f .
Moreover, we have the Cauchy-Schwarz inequality
| f , g | f g.
10.2 The Space L2 369
Definition 10.13 (Hilbert space). A vector space with an inner product is called
an Hilbert space if it is complete with respect to the norm generated by the inner
product.
The following theorem characterizes the vector spaces induced by an inner product.
Theorem 10.14. A norm in a vector space is induced by an inner product if and

only if it satisfies the following identity (the so-called law of parallelogram)
f + g2 + f g2 = 2( f 2 + g2 ) (10.4)
for any vectors f and g.

From Theorem 3.29 we get that (L2 ( ), 2 ) is a complete space. Let us now
consider in L2 ( ) the inner product

f , g = f g d ,
X
f , g L2 ( ). Observe that the inner product generates the norm 2 and moreover
2 satisfies the parallelogram law, therefore:
Theorem 10.15. The space(L2 ( ), 2 ) is an Hilbert space.
Let X be a space with an inner product. If A is a nonempty subset of X, then the
orthogonal complement A of A is the set of all vectors which are orthogonal to any
vector of A, i.e.
A = {x X : x y for all y A} ,
where x y means that x, y = 0.
From the linearity and continuity of the inner product (see Problem 10.62) it is
clear that A is a closed subspace of X such that A = (A) and A A = {0}.
We recall that a vector space X is a direct sum of two subspaces X1 and X2 ,
denoted by X = X1 X2 , if for all x X there is a unique representation x = x1 + x2 ,
where X1 X1 and x2 X2 .
Theorem 10.16. If M is a closed subspace of an Hilbert space H, then H = M M .
Remark 10.17. Since all inner product is continuous, it follows that any vector y in
the space X with an inner product defines a linear functional fy : X C via the
formula
fy (x) = x, y , (10.5)
as we will see in the next theorem. If X is an Hilbert space, then all continuous and
linear functions will be of the form (10.5).
Theorem 10.18 (F. Riesz Theorem). If H is an Hilbert space and f : H C is a

continuous and linear function, then there exists a unique vector y H such that
f (x) = x, y
for all x H. Moreover f = y.
Proof. Let F : H C be a continuous and linear functional in H different from the

null functional x 0, since otherwise we can take y = 0. Let M be its kernel, i.e.

M = ker( f ) = f 1 (0) = x H | f (x) = 0 ,
since f is a continuous and linear functional, we have that M is a closed subspace

% % 10.16 we have H = M M , from which there exists an element
of H. By Theorem
% %
M with = 1. Since ( f (x) f ( )x) M for all x H we obtain that
, f (x) f ( )x = 0
for all x H, from which it follows that
f (x) = f ( ) , x .
The uniqueness follows from noticing that if x, y = x, y1 for each x H, then
taking in particular x = y y1 entails that y y1 , y y1 = 0, from which we get that
y = y1 . Finally, in virtue of the Cauchy-Schwarz inequality | f (x)| = |x, y | xy
we have that f y. On the other hand, if y
= 0, then x = y y
satisfies x = 1
and f | f (x)| = y/y, y | = y. Therefore f = y.

Remark 10.19. Since H and H are the same in an isometric way, it can be difficult
to distinguish if H is to be taken as an element or the generator of the linear
continuous functional. To get around this inconvenience, the physicists following
Dirac use the so-called bra-ket notation. If H , then there exists a H such
that
( f ) = , f = | f ,
where the last notation is the bracket Dirac notation. In this case the functional is
written as |, what is called the bra and the vector f will be called ket and denoted
by | f . Therefore
( f ) = || f = | f .

If H is a Hilbert spaces, then the Theorem of F. Riesz shows that a function

y fy where fy (x) = x, y can be defined from H into H . By the properties
(a) fy + fz = fy+z
(b) fy = f y
(c) fy = y
10.2 The Space L2 371
it is easy to see that fy is a linear conjugate application which is an isometry from

H into H . Due to this isometry, we can show that all Hilbert spaces are reflexive.
Corollary 10.20 All Hilbert spaces are reflexive.
Proof. Let H be an Hilbert space and F : H C be a linear functional. Let us

define : H C by the formula (y) = F( fy ), now note that:
(a) (y + z) = F( fy+z ) = F( fy + fz ) = F( fy ) + F( fz ) = (y) + (z)
(b) ( y) = F( f y ) = F( fy ) = F( fy ) = F( fy ) = (y)
(c) | (y) = |F( fy )| = |F( fy )| F fy = Fy
By (a), (b), and (c) we have that H . Therefore by the Theorem of F. Riesz, there
exists a unique x X such that y, x = (y) = F( fy ) for all y H. This implies that,
for x H we have
fy ) = fy (x) = x, y = F( fy )
x(
for each y H, from this we have that x = F, and this tell us that the natural immer-
sion is onto in H , therefore H is a reflexive space.

10.2.1 Radon-Nikodym Theorem
In this section we present an alternative proof of the classical Radon-Nikodym the-

orem which is independent from the Hahn decomposition. The presented proof, due
to J. von Neumann, is based on another existence theorem, the Theorem of F. Riesz.
Lemma 10.21. Let , be finite measures on (X, A ) such that A A for all
A A . Then there exists f 0, f L2 ( ) such that

A = f d
A
for all A A .

Proof. Let us take F : L2 ( ) R such that g g d . By the Riesz represen-
X
tation theorem, there exists f L2 ( ) such that F(g) = f g d for all g L2 ( ).
X

Taking g = A we get A = F(A ) = f d .

A
We now prove a version of the Radon-Nikodym theorem for finite measures.
Theorem 10.22 (Radon-Nikodym theorem). Let , be finite measures on (X, A )

such that . Then there exists a -almost everywhere unique positive func-
tion, L1 ( ), such that

(E) = d , (10.6)
E
for all E A .
Proof. Let us define = + . By Lemma 10.21 there exists f L2 ( ) such that

E = f d .
E
The function f satisfy the following inequality 0 f 1 -almost everywhere,

due to
0 E = f d E = 1 d .
E E

Let A = x X : f (x) = 1 . We have

A = f d = A,
A
from which we get that A = 0 and thus obtaining that A = A = 0 since .

Now, for all sets E A we have

A f d = A (1 f ) d ,
X X
from which we obtain, via a limiting argument, that

g f d = g(1 f ) d ,
X X
A
for all g 0 measurable functions. Taking g = 1 f and remembering that 0 f < 1
-almost everywhere, we get

f
A d = A d
1 f
X X
from which we take the function = f

which satisfies the equality (10.6).
1 f

The uniqueness of follows from the fact that f = 0 implies that f = 0 almost
X
everywhere.

We now give a version of the Radon-Nikodym theorem for -finite measure

spaces.
10.3 Problems 373
Theorem 10.23 (Radon-Nikodym theorem). Let (X, A , ) be a -finite measure

space and let be a measure defined in A which is absolutely continuous with
respect to , i.e., . Then there exists a nonnegative measurable function
such that for each E A we have

(E) = d . (10.7)
E
The following example shows us that the hypothesis that the measure must be
-finite in the Radon-Nikodym theorem cannot be dropped.
Example 10.24. Let X = [0, 1] and A be the class of all measurable subset of [0, 1].
Let be the Lebesgue measure and the counting measure in A . Then is finite
and absolutely continuous with respect to , but there is no function f such that

(E) = f d
E
for all E A .
If (E) = 0, then E = 0/ since is the counting measure, then (E) = (0) / = 0,
the Lebesgue measure, therefore .
Since ([0, 1]) = 1 then is finite. On the other hand X = [0, 1] is not numerable
and ({x}) = 1 x [0, 1] which tells us that is not a -finite measure.
Supposing now that there exists f : [0, 1] [0, ) defined by F = f (x){x} such
that (E) = f d for all E A . Let x [0, 1], then
E

0 = ({x}) = f d = f (x){x} d = f (x) ({x}) = f (x)
{x} X

for all x [0, 1]. But ([0, 1]) = f d = 0 which is a contradiction.
[0,1]
10.3 Problems

10.25. Prove that f , g = f g d with f , g L2 ( ) is an inner product.
X
10.26. Let f , g L2 ( ), show that
| f , g | f 2 g2 .
This inequality is known as the Cauchy-Schwarz inequality or Cauchy-Bunyakovsky

inequality.
10.27. Prove that the equality in the Cauchy-Schwarz inequality, i.e.
| f , g | = f 2 g2 .
if and only if f and g are linearly dependents.
10.28. Show that 2 : L2 ( ) R or C defined by

12

f 2 = | f |2 d
X
is a norm over L2 ( ).
10.29. Demonstrate that the norm 2 satisfies the parallelogram law (10.4).
10.30. If f L2 ( ), prove that f 2 = supg2 =1 | f , g |.
10.31. Demonstrate that the following norms are not induced by an inner product:
(a) x = max1kn {|xk |} in Rn
(b) f = supx[a,b] | f (x)| in C[a, b]
1p
p
(c) f p = | f | d in L p ( ) where p
= 2.
X
10.32. Let fn , gn L2 ( ) with n N. If

lim ( fn f )2 d = lim (gn g)2 d = 0.
n n
X X
Prove that
lim fn gn d = f g d .
n
X X

10.33. Let I = [0, ] and f L2 [0, ], L , m . Is it possible to have simultaneously

2
f (x) sin x dx 4
I
and
2 1
f (x) cos x dx ?
9
I
10.34. Let I = [0, 1] and f be a Lebesgue measurable function. Show that f

L2 (I, L , m) if and only if f L1 (I, L , m) such that exists an increasing function
g such that for all closed interval [a, b] [0, 1] we have
10.3 Problems 375
2
b

f (x) dx g(b) g(a) |b a|.

a
1
10.35. Let f L2 [0, 1], L , m be such that f 2 = 1 and f dm > 0. Also,

0
for R, let E = x [0, 1] : f (x) . If 0 < < , prove that
m(E ) ( )2 .
This inequality is known in the literature as the Peley-Zygmund inequality.

10.36. Let us consider the measure space (X, A , ) with (X) = 1 and let f , g
L2 ( ). If f d = 0, show that
X
2 2

f g d f 2 d .
2
g d g d
X X X X
10.37. Let f L1 ( ) L2 ( ). Demonstrate that

(a) f L p ( ) for each 1 p 2.
(b) lim p1+ f p = f 1 .

10.38. If x2 | f (x)|2 dx < and | f (x)|2 dx < , prove that if x 0, then

1/2 1/2

x| f (x)|2 4 x2 | f (x)|2 dx | f (x)|2 dx .
x x
10.39. Let f be a function defined in R such that f (x) and x f (x) belong to L2 (R).
Prove that
2 1/2 1/2

| f (x)| dx 8 | f (x)| dx |x| | f (x)| dx .
2 2 2
10.40. We remember that the Gamma function is defined as

( ) = t 1 et dt (0, ).
0
From Example 3.23 we already know that this function is log-convex.

(a) If , (0, ) show that
1
( )( )
= t 1 (1 t) 1 dt := B( , ),
( + )
0
where B is the so-called Beta function or Euler integral of the first kind.
(b) Let f be continuous in [0, ) for (0, ) and x 0, let us define
x
1
I f (x) = (x t) 1 f (t) dt.
( )
0
Prove that I (I f )(x) = I + f (x).

(c) Let us define J f (x) = x I f (x). Prove that for 1 0, and h be a nonnegative measurable function in (0, ).

Demonstrate that
9 :p
r1 x p pr1 & 'p
(a) x h(y) dy dx pr x h(x) dx
0
9 0 :p 0
p p+r1 &
'p
(b) xr1 h(y) dy dx pr x h(x) dx
0 x 0
10.42. Let k be a nonnegative measurable function in (0, ) such that

k(x)xs1 dx = (s),
0
for 0 < s < 1, if 1 < p < and 1p + 1q = 1, moreover if f , g are nonnegative measur-
able functions in (0, ). Prove that

k(xy) f (x)g(y) dx dy
0 0
1/p 1/q

& 'p & 'q
(p1 ) x p2 f (x) dx g(x) dx
0 0
10.3 Problems 377
f (y)
10.43. Let F(x) = x+y dy; 0 < x < . If 1 < p < show that
0

F p f p.

sin p
10.44. Show that

f (x)g(y)

dx dy f 2 g2
x+y
0 0

for f , g L2 (0, ), L , m .
10.45. Let K : [0, 1] [0, 1] R be defined by

0 if 0 t s 1
K(s,t) =
1 if 0 s t 1
and V : L p [0, 1] L p [0, 1] (1 p ) be the operator defined by
1 t
V x(t) = K(s,t)x(s) ds = x(s) ds
0 0
for x L p [0, 1]. This operator is known as the Volterra operator. Show that the
adjoint operator of the Volterra operator is given by
1

V y(s) = y(t) dt.
s
10.46. Let k be a nonnegative measurable function in (0, ) such that

k(x)xs1 dx = (s)
0
for 0 < s < 1. Let f be a nonnegative measurable function in (0, ). Let us define

T f (x) = k(xy) f (y) dy.
0
Prove that
1
T f 2 f 2 .
2
What can be said about T f and (s) if k(x) = ex ?
10.47. Let (X, A , ) be a measure space and f L p (X, A , ). If

1
x X : |F(x)| > | f | d .

{xX:|F(x)|> }
Show that
p
F p f p.
p1
10.48. Let f L p ((0, ), L , m). For each t > 0, let us define

s ds
S f (t) = min 1, f (s) ,
t s
0
prove that
p2
S f p f p.
p1
10.49. Let T : L p ( ) L p ( ) be a continuous operator where 1 < p < and 0
r p. Demonstrate that
(a) If f L p ( ), then | f | pr |T f |r L1 ( ) and

r
| f | pr |T f |r d T r f p .
(b) If for some f L p ( ) with f p 1 we have that

| f | pr |T f |r d = T r ,
then
|T f | = T | f |.

10.50. If f L1 (0, ), L , m , show that
(a)
x
1
x log f (t) dt
e 0 e f (x) dx
0 0
(b) For 0 < p < 1

x
1
log f (t)dt
e x
0 x dx e
p
f (x)x p dx
1 p
0 0
10.3 Problems 379
(c) Let f be a nonnegative measurable function in (0, b), 0 < b such that 0 <
b
[ f (x)] p dx < . Show that
0
(c1) for p 1,
p
b x b
1 dx t dt
f (t)dt 1 [ f (t)] p .
x x b t
0 0 0
(c2) for p 1,
p
b b b p1
1p +1 1 p p1
1 x
p
[ f (x)] p dx.
x f (t) dt dx b p
x p1 b
0 0 0
10.51. Let 1 < q < and p such that 1

p + 1q = 1. Define

T ( f )(x) = k(x,t) f (t) dt
R
Prove that for all f L p (R), the operator T is linear and bounded from L p (R) into
Lq (R) and moreover
1/q
T |k(x,t)|q dt dx .
x
10.52. Let 1 1. Let f be defined in (0, ) such that

| f (x)|r xs dx < .
0
x
Let F(x) = f (t) dt. Prove that
0
1/r 1/r
r

F(x) s r
x dx | f (x)| x dx .
r s
x rs1
0 0
10.54. Let s < r 1 and r > 1. Let f be a differentiable function a.e. in (0, ) such
that

| f (x)|r xs dx < ,
0
and moreover f satisfies the following properties:

(a) f (0) = 0.
(b) f () = limt f (t) = 0.
Demonstrate that
1/r 1/r

r
| f (x)| x dx | f (x)| x dx .
r sr r s
rs1
0 0
10.55. Let > 0, if the differential equation
d q/p & 'q/p

y (x) + g(x) y(x) =0
dx
has solution y such that
(a) y(0) = y() = 0.
(b) y(x) > 0.
(c) y (x) > 0.
0 < x < . Prove that
1/q 1/p

1/q
|u(x)| g(x) dx |u (x)| dx
q p
0 0
for all function u(x) such that
u(x) AC[0, )
u(0) = lim u(t) = 0.
t
10.56. Suppose that f and g are nonnegative measurable functions in (0, ) and

(a) f (t)t 1/2 dt < .
0
& '2
(b) g(t) dt < .
0
Prove that
x
g(x)
f (t) dt dx < .
x
0 0
10.3 Problems 381
10.57. Let (X, A , ) be a measure space and u, v are A -measurable nonnegative

functions such that

t x X u(x) t
: v d .
{u(x)t}
If u, v L p (X, A , ) show that

p
u p v p .
p1
x
10.58. Let f 0 and f (x) = f (t) dt. Prove that
0
1/p 1/p
1 1
& ' p p & 'p
F(x) dx f (x) dx
p1
0 0
for 1 < p < .
10.59. Let T : C(X) R with (X) < (C(X) denotes the space of all continu-
ous functions in X) such that T ( f ) = f d . Show that T is a linear operator and
X
find T .
Let be a Lebesgue measurable function defined in (0, 1) such that t (t)

10.60.
L p (0, 1), L , dtt . Prove that
% %
% 1 %
% % p % %
% 1 % %t (t)% dt .
%(1 + | logt|) (s) ds% Lp( t )
% % p1
% t %
L p ( dtt )
10.61. Let g be a positive measurable function in (0, ). Let be a convex function

in (0, ). Show that

x
1 dx dx
g(t) dt (g(x)) .
x x x
0 0 0
10.62. Prove that: Let X be an Hilbert space. If xn , yn , x, y X, xn x and yn y,

then xn , yn x, y .
10.63. Prove Theorem 10.23.

The Minkowski integral inequality already appears in Hardy, Littlewood, and Polya
[30] and Theorem 10.2 is due to Hardy, Littlewood, and Polya [29]. The Hardy
operator and Hardys inequality (10.11) are from Hardy [26]. The proof of Radon-
Nikodym based upon the Riesz representation of functionals on Hilbert spaces is
due to von Neumann [81].
Chapter 11
Convolution and Potentials
Abstract In this chapter we study the convolution which is a very powerful tool and
some operators defined using the convolution. We first start with a detailed study
about the translation operator and after that we introduce the convolution operator
and give some immediate properties of the operator. As an immediate application
we show that the convolution with the Gauss-Weierstrass kernel is an approximate
identity operator. We also study the Young inequality for the convolution operator.
The definition of a support of a convolution is given based upon the definition of the
support of a (class of) function which differs from the classical definition of support
of a function. Approximate identity operators are studied in a general framework via
Dirac sequences and Friedrich mollifiers. We end the chapter with a succinct study
of the Riesz potential.
11.1 Convolution
Definition 11.1. Let E R and let us define (E) R2 as

(E) = (x, y) R2 : x y E .
Theorem 11.2 Let T : R2 R defined by T (x, y) = x + y. Then T is continuous at

the origin.
to show that T (V V ) = V +V for V R, where

Proof. Inthe first place, we want
V +V = x + y : x V, y V . In fact, let z T (V V ) which is equivalent to the
existence of (x, y) V V such that z = T (x, y) and this is equivalent to z = x + y
with x V and y V . Then T (V V ) = V +V .

384 11 Convolution and Potentials
In the second place, we want to show that T is continuous at 0. To do this, let U

be a neighborhood of 0 in R and V a neighborhood of 0 in R2 , but
T (V V ) = V +V U,
showing in this way the continuity of T at 0.

Remark 11.3. An alternative proof of Proposition 11.2 is to observe that R , as a 2
normed space, can be equipped with the norm
(x, y)R2 = xR + yR ,
therefore, for T (x, y) = x + y, we have
T (x, y) T (x0 , y0 )R = x x0 + y y0 R

x x0 R + y y0 R
= (x x0 , y y0 )R2

= (x x0 )2 + (y y0 )2 < = .
The last result tells us that the continuity of T in (x0 , y0 ) is uniform.

Theorem 11.4 Let h : R2 R be defined by h(x, y) = x y. Then
(a) h is continuous at 0.
(b) h1 (E) = (E) for all E R.
(c) If E is open in R, then (E) is open in R2 .
in R, then (E) is closed in R .
2
(d) If
E is closed

.
.
(e) En = (En )
n=1 n=1

;
;
(f) En = (En ).
n=1 n=1
Proof. Item (a) is an immediate consequence of Proposition 11.1.
(b) Let
E R and (x, y) h1 (E) h(x, y) E

xy E
(x, y) (E).
Therefore h1 (E) = (E).
(c) and (d) are obtained from (b).

.
.
(e) (x, y) En x y En x y En for some n (x, y)
n=1 n=1

.
(En ) (x, y) (En ). In this way we proved that
n=1
11.1 Convolution 385

( (
En = (En ).
n=1 n=1
(f) Exercise.

Lemma 11.5. If E R is a Lebesgue measurable set, then (E) is a measurable

set in the product space.
Proof. Let us suppose that E is a bounded set, then m(E) < , and the Lemma is
true.
If E is a G or F set. In fact, by known results in measure theory, we can find a
set K which is F and a set H which is G such that
KE H and m(K) = m(E) = m(H). (11.1)
Then m(H\K) = 0. It is clear that (K) (E) (H). Note that for all A R we
have that
(A) (x, y) = A (x y).
Therefore, for each x R we get

(K) (x, y) dy = K (x y) dy
R R

= K (y) dy
R

= K (y) dy
R
= m(K) (11.2)
Let C R be an arbitrary bounded set in R, using the Tonelli theorem we get

(K) dm m = (K) dy dx = m(K) dx = m(K)m(C).
CR C R C
Similarly, we can show that

(H) dm m = m(H)m(C). (11.3)
CR
Therefore
(H) (K) dm m = 0. (11.4)
CR
Since (K) (H), then
(H) (K) = (H) (K) = (H) (K) ,
then
(H) (K) dm m = (H) (K) dm m
CR CR
i.e.
(H) (K) dm m = m m [ (H) (K)] C R .
CR
By (11.4) we get that

m m [ (H) (K)] C R = 0.
In particular

m m [ (H) (K)] [n, n] R = 0,
for all n N, but

(
[ (H) (K)] [n, n] R = (H) (K),
n=1
from which we conclude that

m m (H) (K) = 0.
On the other hand, we know that
(E) (K) (H) (K)
since m m is a complete measure we have that (E) (K) is a measurable set,

moreover (K) is a set F , therefore

(E) = (K) (E) (K)
is a measurable set, and this finishes the proof of Lemma 11.5.

Corollary 11.6 Let f be a measurable function. Let us define F : R2 R by

F(x, y) = f (x y). Then F is measurable in R2 .
Proof. Let h : R2 R be defined by h(x, y) = x y. Note that
F(x, y) = f (h(x, y)) = f h(x, y).
Let R, then

(x, y) R2 : F(x, y) < = F 1 (, )
= ( f h)1 (, )

= h1 f 1 (, ) .
Since f is measurable, then f 1 (, ) is also measurable.

Let F(x, y) = f (x y) and G(x, y) = g(y).
In virtue of Corollary 11.6, the function F is measurable in R2 , Now, observe
that
(x, y) R2 : G(x, y) < = R g1 (, ),
then G is measurable in R2 . Then is measurable in R2 .
On the other hand, by Tonellis Theorem, we get

| (x, y)| dm m = | f (x y)| dx |g(y)| dy
RR R R

= | f (x)| dx |g(y)| dy
R R

= f 1 |g(y)| dy
R
= f 1 g1 < ,
if E = f 1 (, ), then E is measurable, then

(x, y) R2 : F(x, y) < = h1 (E),

in other words, (x, y) R2 : F(x, y) < = (E). By Lemma 11.5 the set (E)
is measurable, therefore F is measurable.

We now introduce the convolution of two functions in R.

Theorem 11.7. Let f , g L1 R, L , m . For each x R let us define

C(x) = ( f g)(x) := f (x y)g(y) dy
R
Then C L1 (m) and moreover C1 f 1 g1 .

Proof. First we should prove that if (x, y) = f (x y)g(y), then is measurable in

R2 . This follows from the fact that the product of measurable functions is again a
measurable function and Corollary 11.6. Therefore L1 (R2 ). By Tonellis theo-
rem, we get

|C(x)| dx | f (x y)||g(y)| dy dx
R R R

= | f (x y)| dx |g(y)| dy
R R

= | f (x)| dx |g(y)| dy
R R
= f 1 g1 .
Therefore, we get C1 f 1 g1 .

The notion of convolution can be introduced in more abstract frameworks, we
will give only in the framework of n-dimensional Euclidean spaces.
Definition 11.8. Let f : Rn R and g : Rn R. The convolution of f and g,
denoted by f g, is given formally by

( f g)(x) = f (x y)g(y) dy.
Rn

We will show some results regarding the convolution in the one-dimensional
case, but many of the proofs can be adapted to the multidimensional case.
We start with the following properties, which are almost immediate from the
definition of convolution.
Theorem 11.9. Let f , g L1 (m) and , C, then we have
(a) f g = g f (Commutativity)
(b) ( f g) h = f (g h) (Associativity)
(c) f ( g + h) = ( f g) + ( f h) (Distributivity)
We now guarantee that the convolution belongs to the Lebesgue space under
some hypothesis on the belongness of some Lebesgue spaces of the functions f
and g.
Theorem 11.10. Let g L1 (m) and f L p (m) with 1 p . Then f g p
g1 f p
Proof. If p = and f L , then

|( f g)(x)| | f (x y)||g(y)| dy
R

f |g(y)| dy
R
= g1 f ,
from which
( f g)(x) g1 f .
Let 1 < p < and 1 < q < the conjugate exponent of p, i.e., 1p + 1q = 1. Now,
note that by the Holder inequality, Tonellis Theorem, and the translation invariance
of the Lebesgue measure, we have
p
1/p 1/q

f g pp = | f (x y)| g(y) (g(y) dy dx
R R
1/p p p/q

| f (x y)| |g(y)| dy |g(y)| dy dx
p
R R R

p/q
= | f (x y)| p |g(y)| dy g1 dx
R R

p/q
= g1 | f (x y)| p |g(y)| dy dx
R R

p/q
= g1 | f (x y)| p dx |g(y)| dy
R R
p/q
= g1 f pp g1
p
+1
= g1q f pp .
1
+ 1p
From which it follows that f g p g1q f p g1 f p .

Theorem 11.10 plays an important role in the theory of semi-groups. For exam-
ple, let us define in L p (m) the following operator

1 |x y|2
Tt ( f )(x) = f (y) exp dy.
4t 4t
R
With f L p (m), then we can write

1 |x|2
Tt ( f )(x) = (Gt f )(x), where Gt (x) = exp .
4t 4t
By the Theorem 11.10 we have
Tt ( f ) p = Gt f p Gt 1 f p ,
but

1 |x|2 1
ey dy = = 1.
2
Gt 1 = exp dx =
4t 4t
R R
Finally Tt ( f ) 1, and taking T (0) = I the identity operator, it can be shown
that Tt Ts ( f ) = Tt+s ( f ). This semigroup is called the Gauss-Weierstrass semigroup.
The following application of the Theorem 11.10 is remarkable, since trans-
forms an operator that is not defined via convolution and in this way we can apply
Theorem 11.10.
Let H be the Hardy operator given in the Definition 10.4, i.e.
x
1
H f (x) = f (y) dy for 0 < x < .
x
0
Let us do the following change of variables x = es and y = et . Observe that

s
s
H f (e ) = e
s
f (et )et dt.


f pp = | f (x)| dx =
p
| f (es )| p es ds = es/p f (es )Lpp .
0
Now, the equation

s
H f (es ) = es f (et )et dt

give us
s
s/q
es/p
H f (e ) = e
s
et/p f (et )et/q dt

s
et/p f (et )e
st
= q dt

s
= et/p f (et )g(s t) dt,

where
ey/q if 0 < y <
g(y) =
0 if < y < 0.
As we can see, we transformed (via change of variables) the Hardy operator into
an operator defined via convolution, and now we can apply the Theorem 11.10 and
obtain
H f p = es/p H f (es ) p g1 et/p f (et ) p = g1 f p .
Since

p
g1 = |g(y)| dy = |g(y)| dy = ey/q dy = q = ,
p1
0 0
we finally obtain
p
H f p f p.
p1
If we fix g L1 (m) and define
T ( f ) = f g.
then we can interpret the Theorem 11.10 in the following way. For 1 p the
operator T : L p (m) L p (m) is a linear bounded operator.
We now obtain the so-called Young inequality for the convolution operator in
the one-dimensional case for simplicity, but the result is valid also in Rn as already
proved in Theorem 8.9 via interpolation theory.
Theorem 11.11 (Youngs Inequality for Convolution). Let p, q and r be real num-
bers such that p > 1, q > 1 and 1p + 1q 1 = 1r > 0. Let f L p (m) and g Lq (m).
Then f g Lr (m) and
f gr f p gq .
Proof. Let a, b and c be real numbers such that 1p = 1a + 1b , 1q = 1a + 1c and a = r.

Note that

1 1 1 1 1 1 1 1 1 1 1
+ + = + + + = + = 1.
a b c a b a c a p q r
Now, we can write
| f (x y)g(y)| = | f (x y)||g(y)|

= | f (x y)| p/a |g(y)|q/a | f (x y)| p( p a ) |g(y)|q( q a ) .
1 1 1 1
By Corollary 3.22 (generalized Holders inequality), we obtain

1/a
/ 0a

| f (x y)g(y)| dy | f (x y)| p/a |g(y)|q/a dy
R R
1/b 1/c

| f (x y)| pb( p a ) dy |g(y)|qc( q a ) dy ,
1 1 1 1
R R
1 1 1 1 1 1
but = and = , therefore
p a b q a c

| f (x y)g(y)| dy
R
1/a 1/b 1/c

| f (x y)| |g(y)| dy | f (x y)| dy |g(y)| dy
p q p q
R R R
i.e. 1/r

| f (x y)g(y)| dy | f (x y)| p |g(y)|q dy f p/b
p gq .
q/c
R R
Let us define
h(x) = | f (x y)g(y)| dy,
R
then

rp rq
|h(x)|r | f (x y)| p |g(y)|q dy f pb gq c ,
R
11.2 Support of a Convolution 393
therefore 1/r

p( 1 + 1 ) q( 1 + 1 )
|h(x)| dx f p b r gq c r .
r
Note that
1 1 1 1
p( + ) = p( + ) = 1
b r b a
and
1 1 1 1
q( + ) = q( + ) = 1.
c r c a
Then 1/r

|h(x)| dx f p gq ,
r
from this last inequality it is easy to see that f g Lr (m), therefore
f gr f p gq ,

11.2 Support of a Convolution
The classical definition of support of a function is well known, for example for
f : Rn R the support is given by
supp( f ) = {x Rn : f (x)
= 0} (11.5)
which is always a closed set. From the definition (11.5) we have that if x
/ supp( f ),
then there exists an open neighborhood of the point x where the function f is zero.
This notion is not robust enough when we deal with equivalent classes of functions,
since taking different representations of the same class can give different results,
e.g., let f (x) = Q (x) and g(x) = 0, which belong to the same equivalence class
with the Lebesgue measure. Using the definition of support from (11.5) we get

supp( f ) = x R : f (x)
= 0 = R
but

supp(g) = x R : g(x)
= 0 = 0/
which is clearly different.
Since the notion of support is not robust enough for functions defined almost
everywhere, we introduce the following notion of support in a negative way.
Definition 11.12. Let x Rn . We say that x

/ supp( f ) if and only if there exists an
open V such that x V and f = 0 in almost every point of V .
In this new notion of support, let us see what happens with the previous counter-
example.
Example 11.13. Let f (x) = Q (x) and g(x) = 0. Using the classical definition of
support (11.5) we already know that supp( f )
= supp(g) even so f = g m-almost
everywhere. Let us see what
happens with the new definition of support given in
Definition 11.12. Let V = |[x]| 1, |[x]| + 1 be an open set. Since f (x) = 0 almost
everywhere in R in particular in V , then

/ supp( f ) = x R : f (x)
= 0
x
if x
/ R, therefore supp( f ) = 0,
/ which now is equal to the support of g.
If f is a continuous function in Rn it is not difficult to show that this new defini-

tion coincides with the notion given in (11.5).
On the other hand, for f = g a.e. in Rn with the new definition we have that
supp( f ) = supp(g). In this sense, we can talk about the support of a measurable
function.
Theorem 11.14 If f and g have compact support, then f g has compact support.
Moreover
supp( f g) supp( f ) + supp(g).
Proof. Note that

( f g)(x) = f (t)g(x t) dt = f (t)g(x t) dt
Rn supp( f )
since if t
/ supp( f ), then f (t) = 0.
Analogously if x t supp(g), then t x supp(g), which means that g(x t) =
0 if t
/ x supp(g). From this we get that

( f g)(x) = f (t)g(x t) dt.
supp( f )(xsupp(g))
If ( f g)(x)
= 0, then supp( f ) (x supp(g))
= 0/ therefore there exists y
supp( f ) (x supp(g)). Since y x supp(g), we have that y = x w with
w supp(g). Since x = y + w with y supp( f ), w supp(g).
We have proved that
{( f g)(x)
= 0} supp( f ) + supp(g),
but the sum of two compact sets is compact, therefore supp( f g) supp( f ) +
supp(g).

11.3 Convolution with Smooth Functions 395
The next result shows that, in some sense, the convolution function preserves the
best properties from the convoluted functions.
Theorem 11.15. If f L1 (Rn , L , m) and k is uniformly continuous and bounded in
Rn , then f k is bounded and uniformly bounded.
Proof. Let us see that f k is uniformly continuous. If f = 0, then f k = 0. Suppose
that f
= 0. Given > 0, since k is uniformly continuous we can find a > 0 such
that if |x y| < , then |k(x) k(y)| < f1 . We now have

| f k(x) f k(y)| = f (t)k(x t) dt f (t)k(y t) dt

Rn Rn

| f (t)||k(x t) k(y t)| dt
Rn

< | f (t)| dt
f 1
Rn
=
since |(x t) (y t)| = |x y| < , which shows that f k is the uniformly con-
tinuous. Now using Theorem 11.10 we have f g g1 k .

11.3 Convolution with Smooth Functions
We recall some standard notation regarding the space of differentiable functions.

For each m N we denote by Cm the class of functions having continuous partial
derivatives up to order m. By C we mean the set of all infinite differentiable func-
tions. By C0m we denote the subset of Cm where the functions have compact support
and in a similar fashion we define C0 .
If = (1 , 2 , . . . , n ) is a multi-index, where i N{0}, we denote the partial
derivative as
| | f
(D f )(x) = 1 2 ,
x1 x2 xnn
where | | = 1 + 2 + + n .
We now study the behavior of the convolution when we convolve L p functions
with smooth functions. The convolution inherits the best properties of each parent
function.
Theorem 11.16. Let 1 p , f L p (Rn , L , m) and k C0m . Then f k C0m and
moreover
D ( f k)(x) = ( f D k)(x)
whenever | | = 1 + 2 + + n m.
Proof. Let us show first that if k is continuous with compact support then f k is
continuous. We have
|( f k)(x + h)( f k)(x)|

= f (t)k(x + h t) dt f (t)k(x t) dt

Rn Rn

= f (t)[k(x + h t) k(x t)] dt

Rn

= f (t)[k(u + h) k(u)] du

Rn
1p 1q

| f (x u)| p du |k(u + h) k(u)|q du .
Rn Rn
We affirm that 1q

lim |k(u + h) k(u)|q du = 0.
h0
Rn
Since k is continuous and have compact support, then it is uniformly continuous in

Rn , hence, for given > 0 there exists a > 0 such that for all u Rn , if |h| < ,
then
|k(u + h) k(u)| < .
We can suppose moreover that < 1. Therefore, if |h| < , we have

|k(u + h) k(u)| du = |k(u + h) k(u)|q du
q
Rn I

< q du
I
= q m(I)
where I = {x Rn : d(x, supp(k)) 1} (which is compact and therefore have finite

measure).
Let k C0m (m 1), fix i with 1 i m and let ei be the usual unit vector from
the canonical base, then
, -
( f k)(x + h ei ) ( f k)(x) k(x t + h ei ) k(x t)
= f (t) dt
h h
R n
, -
k
= f (t) (x t + h ) dt
xi
Rn
by the mean value theorem, for some h = ei depending on x and t, where is

between 0 and h.
Therefore, when |h| 0, xki (x t + h ) converges to xki (x t) uniformly in t.
Since xki has compact support, we deduce from the theorem on the uniform con-
vergence that the last integral converges to
, -
k
f (t) (x t) dt.
xi
Rn

Consequently, xi ( f k)(x) exists and is equal to f xki (x) which is continuous
by previous arguments. This shows the theorem for the case m = 1, the proof for
any m is obtained by induction. If follows that f k C if f L p (1 p ) and
k C0 . By the Theorem 11.15 f k has compact support.

11.3.1 Approximate Identity Operators
One of the main applications of the convolution operator is the construction of the
so-called approximate identity operators.
Definition 11.17. A sequence {k } of real-valued continuous functions in Rn is

called a Dirac sequence if satisfies:
DIR1 k 0 for all k;

DIR2 For each k we have k (x) dx = 1;
Rn
DIR3 Given , > 0 there exists a k0 such that

k (x) dx <
|x|
for all k k0 .

In other words, all the functions k have constant mass, the mass is concentrated
around the origin and the functions are positive (Fig. 11.1).
The usefulness of the Dirac sequences steams from the following result.
Theorem 11.18. Let f be a measurable and bounded function in Rn , K be a compact

set on which f is continuous and {k } be a Dirac sequence. Then k f converges
to f uniformly in the set K, i.e.
k f f .
Fig. 11.1 Example of a Dirac sequence
Proof. Let x K. Then

|(k f )(x) f (x)| = k (y) f (x y) dy f (x)k (y) dy

Rn Rn

k (y) f (x y) f (x) dy
Rn

+ k (y) f (x y) f (x) dy
|y|< |y|
= I1, + I2, ,
where the first equality follows from DIR2. Given > 0, let us choose > 0 such
that |y| < , therefore for all x K we have | f (x y) f (x)| < . Due to the choice
of > 0 we have that I1, < . To bound the integral I2, , we observe that DIR3
guarantee that I2, < 2 f for k sufficiently large.

We can construct Dirac sequences via Friedrich mollifiers.
Definition 11.19 (Friedrich Mollifier). Let : Rn R+ be a function with the

following conditions:
(a) C0 (Rn );
(b) (x) = 0 when |x| > 1; and

(c) (x) dx = 1.
Rn
We define the Friedrich mollifier has

n x
(x) :=

for all > 0 and x Rn .
Using Friedrichs mollifiers we can construct approximate identity operators with

smooth properties, which can be obtained by convolving f with an appropriate
Friedrichs mollifier. We have the following.
Theorem 11.20. Let be a Friedrichs mollifier, 1 p < and f L p (Rn ). There-

fore:
(a) u C (Rn );
(b) uL p uL p ;
(c) lim 0 u uL p = 0.
The proof of the theorem is not difficult. The idea of the proof of the item (c) is
similar to the one given in Theorem 11.18 with the respective changes.
Remark 11.21. The function

1 xu 1 u
( f )(x) = n f (u) du = f (x u) du

Rn Rn
is sometimes denoted, especially in the Russian literature, the Sobolev -average.
The problem to extend the Theorem 11.20 for the variable exponent Lebesgue
spaces is the fact that the proof relies on the continuity of the translation operator

% %
u u p % y u u% p | (y)| dy,

which is not valid in general, cf. 7.1.10.1. Fortunately it is possible to show a

similar result for variable Lebesgue spaces using the boundedness of the maximal
operator. We need some auxiliary lemmas, see Stein [71] for more details.
Lemma 11.22. Let : Rn R be a radial function (i.e., (x) = (|x|)), positive

and decreasing such that L1 (Rn ). Then (r) = o(rn ) when r 0 and r .
Proof. The result follows from the following estimate

L1 (Rn ) (x) dx (r) dx = c (r)rn .
r/2|x|r r/2|x|r

Lemma 11.23. Let f Lloc

1
(Rn ). Then we have the following estimate

f (x) dx Vn rn M f (0)
B(0,r)
where M is the maximal function (9.2) and Vn is the volume of the unit ball in Rn
n/2
given by Vn = (n/2+1) .
Proof. The proof is direct, since

1
f (x) dx = m(B(0, r))| f (x) dx m(B(0, r))M f (0).
m(B(0, r))|
B(0,r) B(0,r)

Lemma 11.24. Let be a positive, decreasing and radial function in R+ and inte-
grable. Then
sup |( f )(x)| L1 M f (x).
>0
Proof. We will first prove that ( f )(0) L1 M f (0) and will show the general
case based on this particular case. Let M f (0) < and let us define the following
functions
(r) = f (rx) d (x)
Sn1
and
(r) = f (x) dx,
B(0,r)
where Sn1 is the unit sphere in Rn and B(0, r) denotes the ball centered at the origin
and radius r in Rn . By a change of variables in spherical coordinates we have
r
(r) = (t)t n1 dt.
0
Now, we have

( f )(0) = f (x) (x) dx
Rn

= (r) (r)rn1 dr
0
N
= lim
0
(r) d( (r))
N

N
= lim [ (N) (N) ( ) ( )] lim (r) d( (r)).
0 0
N N

Using Lemmas 11.22 and 11.23, the previous estimate and (11.24) we obtain

( f )(0) = (r) d (r)
0

Vn M f (0) rn d( (r))
0
L1 M f (0).
since Vn = n1 /n, which proves the result for x = 0 and = 1. Let x Rn

be arbitrary, then taking h has the translation
operator: h f (x) = f (x h) and

f(x) = f (x), we get ( f )(x) = x f (0) L1 M(x f)(0) =
L1 M f (x).

After some preparation we arrive at the following important theorem.
Theorem 11.25. Let Rn be a bounded open set, and p LH( ). Let
: Rn R be an integrable function and let be a Friedrichs mollifier. More-
over, let us suppose that the least
decreasing radial majoran of is integrable, i.e.,
(x) = sup|y||x| | (y)| then (x) dx = A < . We then have
Rn
(a) sup >0 |( f )(x)| AM f (x) for all function f L p() ( );

(b) lim 0+ ( f )(x) = f (x) almost everywhere in for all f L p() ( );
(c) For all f L p() ( ) we have f f in L p() ( ) whenever 0+;
(d) For all f L p() ( ) we have the following estimate (uniform with respect to
> 0)
f L p() ( ) M f L p() ( ) f L p() ( ) .
Proof. Since is a bounded set, we have that L p() ( ) L1 ( ), which implies

the pointwise estimates (a) and (b) via Theorem 11.20 and Lemma 11.24. To prove
(c), for fixed x , we have
|( f )(x) f (x)| p(x) (|( f )(x)| + | f (x)|) p(x)

(AM f (x) + | f (x)|) p(x)
which implies that |( f )(x) f (x)| p(x) L1 ( ). Using (b) with the Dominated
Convergence Theorem, we obtain

lim p() ( f f ) = lim |( f )(x) f (x)| p(x) dx
0+ 0+

= lim |( f )(x) f (x)| p(x) dx
0+

= 0,
from which we get the convergence in norm due to the fact f f L p() ( ) 0
whenever 0. To show (d) we take into consideration the Theorem 11.20(a) and
the fact that the Lebesgue space is ideal (cf. Remark 7.10).

11.4 Riesz Potentials
The inequalities that involve the Riesz potential provide us with an important tool
which permits to estimate functions in terms of the norm of its derivative. We will
use the Fourier transform. Let f L1 (Rn ), let us define f4 by

4
f ( ) = e2ix f (x) dx, Rn . (11.6)
Rn
The function f4 is called the Fourier transform of the function f , sometimes we

will denote it by F ( f ) see Appendix D for general properties of the Fourier trans-
form. Let us consider the Laplacian of f , i.e.
n
2 f
f = x2 .
k=1 k
Now, let us take the Fourier transform of the minus Laplacian
n
2 f n n

f (x) = 2 (x) = (i2xk )2 f4(x) = 42 xk2 f4(x) = 42 |x|2 f4(x).
k=1 xk k=1 k=1
11.4 Riesz Potentials 403
Now, we want to substitute the exponent 2 in |x|2 by an arbitrary exponent and

in this way to define, at least formally, the fractional Laplacian by

( ) 2 f (x) = (2|x|) f4(x).

(11.7)
Looking to equation (11.7) we see that, formally, it can be obtained as the

Fourier transform of k f where k (x) = F 1 (| | (2) ) since k f ( ) =
k4 ( ) f4( ). We now try to compute the function k by some operational way,
in the sense that we will not care about rigor following instead formal rules. In
Lemma 11.27 we will return to orthodoxy and a rigorous prove will be given regard-
ing the nature of k . We first notice that the Fourier transform of a radial function is
again a radial function (see Appendix D). Using a scalar argument we get
F (| | )(t ) = |t| n F (| | )( )
from which it follows

F (| | )( ) = | | n F (| | ) =: | | nC(n, ).
| |
We operated in a purely formal way without taking care of the fact that we were
working with an improper integral. To try to compute the constant C(n, ) we will
use the fact that the function exp(|x|2 ) is invariant under the Fourier transform
and we will also use the multiplication formula (D.8) disregarding the fact that the
functions || and ||n do not belong to L1 (Rn ). From the multiplication formula
we have

exp(|x|2 )|x| dx = exp(|x|2 )C(n, )|x| n dx
Rn Rn
equality that can be transformed, via polar coordinates, to

n 1
exp(r )r
2
dr = C(n, ) exp(r2 )r 1 dr, (11.8)
0 0
from which we get, after some routine calculations,
( n2 )
C(n, ) = 2
n
.
( 2 )
Gathering all the previous facts we get , at least formally, that

2 2 2
n
|x| n
k (x) = , n ( ) = .
n ( ) n2
We will now define the so-called Riesz potential operator as

1 f (y)
I := k f (x) = dy, (11.9)
n ( ) |x y|n
Rn
2 2 ( 2 )
n
where n ( ) = ( n2 )
is the normalizing factor given in such a way that I<
f ( ) =
| | f4( ).
In the next Lemma we will verify, in a rigorous way, that the Fourier transform
of k (x) is indeed the function |x| , but first an auxiliary result.
Lemma 11.26. Let f (x) = exp( |x|2 ) with > 0. Then f4( ) = 2 f ( / ).
n
Proof. We have

f4( ) = exp(2i x) exp( |x|2 ) dx
Rn

| |2
= exp exp (y + i / ) (x + i / ) dx

Rn

| |2
= exp exp( x x) dx

Rn

n2 | |2
= exp ,

where the last equality is due to the Euler-Poisson formula.

Lemma 11.27. Let 0 < < n and S stands for the Schwartz class (see Defini-
tion D.6), then:
(a) The Fourier transform of |x| n is the function
(2) n ( )|x| ,
in the following sense

|x| (x) dx = (2) n ( )|x| (x) dx,
n 4
Rn Rn
for all S .
(b) The identity
I<
f (x) = |x|
4
f (x),
11.4 Riesz Potentials 405
is obtained in the following sense

g(x) dx = f4(x)|x| g(x) dx,
I ( f )(x)4
Rn Rn
for f , g S .
Proof. (a) By Lemma 11.26 and the multiplication formula we have

exp( |x|2 )4(x) dx = 2
n
exp(|x|2 / ) (x) dx
Rn Rn
n
1
for all S . We now multiply the previous equality by 2 and integrating
with respect to we obtain

n
1
exp( |x| ) 2
2
d 4(x) dx
Rn R

|x| 2

= exp 2 1 d (x) dx. (11.10)

Rn R
Taking into account that

n
1 n n
exp( |x|2 ) 2 d = (|x|2 ) 2 ,
2
R
we obtain from (11.10) the equality

n2 n n 4 2
|x| (x) dx = |x| (x) dx.
2 2
Rn Rn
(b) Using (a) we obtain

1 n 1 4 n
f (x y)|y| dy = (y)|y| dy = |y| (y) dy,
n ( ) n ( )
Rn Rn Rn
where 4 (y) = f (x y), from which we get that (y) = e2ixy f4(y). The previous
equality can be written as

1
f (x y)|y| n dy = e2ixy f4(y)|y| dy.
n ( )
Rn Rn
Multiplying both sides by g4(x) and integrating over Rn we obtain

g(x) dx = e2ixy f4(y)|y| dy g4(x) dx,
I f (x)4
Rn Rn Rn
which entails the result via Fubinis theorem.

Lemma 11.28. If f S , then
(a) I (I f ) = I + ( f ) where > 0, > 0 and + < n.
(b) (I f ) = I ( f ) = I 2 ( f ) with n > 3, n 2.
Proof. (a) Applying the Fourier transform we obtain
I
(I f )( ) = (2| |) (I f )( )
= (2| |) (2| |) f4( )

= (2| |)( + ) f4( )
= I
+ f ( ).
Therefore, taking the inverse Fourier transform, we get I (I f ) = I + ( f ).

(b)
(I f )( ) = nk=1
k2 (I f )( )
n
= 42 k2 I=
f ( )
k=1
= (2| |)2 (2| |) f4( )

= (I
2 f )( ). (11.11)
On the other hand
I
( f )( ) = (2| |)
<
f ( )
= (2| |) (2| |)2 f4( )
= (2| |)2 f4( )
= (I
2 f )( ). (11.12)
From (11.11) and (11.12), we obtain the result.

11.5 Potentials in Lebesgue Spaces
In Section 11.4, we consider the Riesz potential from a formal point of view. In
particular we operated with smooth functions which behave quite well in the infinity.
Since the Riesz operator is an integrable operator, it is natural to study its action in
the Lebesgue spaces. By this reason, we formulate the following problem:
11.5 Potentials in Lebesgue Spaces 407
Given a real with 0 < < n for what pairs of (p, q) is the operator I :
L p (Rn ) Lq (Rn ) bounded?
In other words, when the following inequality
I ( f )q C f p (11.13)
holds?
To answer the question regarding the boundedness of the operator I , we consider
the dilation operator defined by
( f )(x) = f ( x), > 0.
On the one hand, we have

1p

( f ) p = | f ( x)| p dx (11.14)
Rn
= p f p.
n
On the other hand,
1 (I ( f ))(x) = I ( f )( 1 x)

1 ( f )(y)
= dy
n ( ) | x y|n
1
Rn

= I f (x),
from which it follows
I ( f )q = 1 (I ( ( f )))q = q I ( f )q .

n
(11.15)
Gathering the above considerations and supposing (11.13) we obtain
I f q C + q p f p
n n
which, being valid for all > 0, implies that

1 1
= . (11.16)
q p n
We will see that relation (11.16) fails for the limiting cases p = 1 and q = .
p = 1 From (11.16) we get that q = nn . Taking a Dirac sequence k , for x
= 0,
we have
1
I k (x) n
|x|
for k sufficiently large, from which we get

n
I k (x) n 1
|x|n
and this entails a contradiction if we suppose (11.13) to be true for p = 1. See Prob-
lem 11.46 for more details.
p = n We will show directly with a counterexample that this case is also not pos-
sible. Let n (1+ )

|x| log |x|
1
if |x| 12
f (x) =

0 if |x| > 1 . 2
where is a positive number sufficiently small. Now f L (Rn ) since n

(1+ )
n
n 1
| f (x)| dx =
|x| log dx
|x|
Rn |x| 12
1
2
dr
=c (1+ )
0 r log 1r
< .
Nonetheless, I ( f ) is essentially not bounded near the origin. This is

n (1+ )
1 n 1
I ( f )(0) = |y| log dy
n ( ) |x|
|y| 12
1
2
dr
= C( ) n (1+ )
0 r log 1r
= .
if (1 + ) n.
Now, if we take a subset Rn ( < n), such that 0 < m( ) < , we obtain
the following result.
Lemma 11.29. Let Rn be a measurable set with 0 < m( ) < and 0 < < n.
Then there exists a constant C > 0, such that
I ( ) C n .
Proof. We can suppose that x = 0, and find an R > 0, for which m(B(0, R)) = m( ).
Let us denote B = B(0, R); therefore, if y \ B, then |y| > R as n < 0:

|y| n dy R n m( \ B)
\B
= R n m(B \ )

n
|y| dy |y| n dy. (11.17)
\B B\
On the other hand

|y| n dy = |y| n dy + |y| n dy,
\B B
and by (11.17), we have that

n n
|y| dy |y| dy + |y| n dy,
B\ B
from which

n
|y| dy |y| n dy.
B
Since
R
n
|y| dy = n m(B(0, 1)) rn1 r n dr
B 0
n
= m(B(0, 1))R

= R m(B(0, 1))m(B(0, 1)) /n m(B(0, 1)) /n
= m(B(0, 1))1 /n (Rn m(B(0, 1))) /n
= m(B(0, 1))1 /n m(B(0, R)) /n .
Finally we obtain

|y| n dy m(B(0, 1))1 /n m(B(0, R)) /n ;

i.e.
I ( ) C n .

We remember the concept of a lower semi-continuous function, namely f is said
to be a lower semi-continuous function at x if
lim inf f (xn ) f (x).

xn x
Theorem 11.30 The I f is semi-continuous when f 0.

Proof. If xn x, then |xn y| n f (y) |x y| n f (y). By the Fatou Lemma we
obtain

n
lim inf |xn y| f (y) dy lim inf |xn y| n f (y) dy
Rn Rn
which implies that I f (x) lim inf I f (xn ).

We now obtain a type of Cavalieris principle for the Riesz potential I of a
measure which is sometimes called -potentials.
Lemma 11.31. Let be a Radon measure in Rn and < n. Then

d (y)
= (n ) r n1 (B(x, r)) dr.
|x y|n
Rn 0
Proof. Using Corollary 3.55, we can write

d (y)
= {y : |x y| n > } d
|x y|n
Rn 0
3
1 n1
= y : |x y| < d

0
1
1 n
= B x, d ,

0
n1
making the following change of variable 1
= r, results that

n1
1
B x, d = (n ) r n1 B(x, r) dr.

0 0
Finally

d (y)
= (n ) r n1 B(x, r) dr.
|x y|n
Rn 0

Theorem 11.32. Let 1 p < . Let be a finite measure set and let f L p ( ),
then
I f L p ( ) C f L p ( ) (11.18)

where C = m(B(0, 1))1 /n m( ) n .
Proof. By Lemma 11.29 with f = 1, we get

|x y| n dy Cm( ) /n .

Then, if p 1, using Holders inequality we get

1/p 1/q

| f (y)||x y| n dy | f (y)| p |x y| n dy |x y| n dy

1/p

C11/p | f (y)| p |x y| n dy,

from which we get

n
|I f (x)| p dx C p1 | f (y)| |x y|
p
dy dx

= C p1 | f (y)| p dy |x y| n dx

Cp | f (y)| p dy.

Therefore
I f L p( ) C f L p( ) .

Now, we will estimate the norm of the Riesz potential in a more general way.
Theorem 11.33. If 0 < < n, > 0 and > 0, then for x Rn

| f (y)|
dy C M f (x),
|x y|n
B(x, )
where C = n m(B(0, 1)).

Proof. For x Rn and > 0 we use the Lemma 11.31, then we obtain

| f (y)|
dy
|x y|n
B(x, )

dr
= (n ) | f (y)| dy
rn +1
0 B(x,r)B(x, )

dr dr
(n ) m(B(0, 1)) M f (x)rn + m(B(0, 1)) M f (x) n
rn +1 rn +1
0
n
= m(B(0, 1))M f (x) ,


We now obtain a very important inequality, the so-called Hedberg inequality.
Theorem 11.34 (Hedberg inequality). Let 0 < < n and f L p (Rn ). Then for
1 p < n we have the following pointwise inequality
p p
|I f (x)| C f pn (M f (x))1 n . (11.19)
Proof. For x Rn and > 0 we have

| f (y)| | f (y)|
|I f (x)| dy + dy
|x y|n |x y|n
B(x, ) Rn \B(x, )
by Theorem 11.33, we obtain

| f (y)| dr
dy = (n ) | f (y)|dy
|x y|n rn +1
B(x, ) 0 B(x,r)B(x, )

dr
(n ) m(B(0, 1)) M f (x)rn
rn +1
0

dr
+m(B(0, 1)) M f (x) n
rn +1

n
m(B(0, 1))M f (x) . (11.20)

Now, for > 0 the Holder inequality implies that
1q

| f (y)|
dy f p |x y|( n)q dy
|x y|n
Rn \B(x, ) Rn \B(x, )
1q

= f p m(B(0, 1)) rn1q(n ) dr

m(B(0, 1))
f p p .
n
(11.21)
n q(n )
Finally, from (11.20) and (11.21), we get

| f (y)|
n
dy C M f (x) + f p p . (11.22)
|x y| n
Rn
np
M f (x)
If we choose = f p , then (11.22) transforms into
p p
|I f (x)| C(M f (x))1 n f pn .

We now obtain mapping properties of the Riesz operator.

Theorem 11.35. Let 0 < < n.
(a) If 1 })
nn
c f1 .
Proof. We have:
(a) Observe that the Hedberg inequality together with Theorem 9.11 implies that
1q 1q

p p
n )

|I f (x)|q dx C f p n
|M f (x)|q(1 dx
Rn Rn
1p

p

= C f p
n
|M f (x)| p dx
Rn
C f p .
(b) For the case p = 1, the Hedberg inequality transforms into

|I f (x)| C f 1n (M f (x))1 n . (11.23)
Observe that by Theorem 9.9 and (11.23) we have that

nn

m({x : I f (x) > }) m
x : M f (x) >
c f 1n
nn
f 1
c ,

therefore nn
f 1
m({x : I f (x) > }) c .

11.6 Problems
11.36. Calculate ( f f )(x) in each case

a) f : R R given by f = [1,1] .
b) f : R2 R given by f = B(0,1) .

11.37. Suppose that f L p (Rn , L , m) and g Lq (Rn , L , m) with 1
p + 1q = 1.
Prove that for each > 0 there exists R > 0 such that
( f g)(x) < |x| > R.

11.6 Problems 415
11.38. Let
3
1 (L )(R ) =
n
f Lloc, : f ,1 = f L (Q ) <
k
kZn
3
(L1 )(Rn ) = f Lloc,1 : f 1, = sup f L1 (Qk ) <
kZn
where Qk = Q0 + k and Q0 = [ 21 , 12 ]n . If f 1 (L )(Rn ) and g L (L1 )(Rn ) show

that f g L (Rn , L , m) and
f g 2n f ,1 g1, .
11.39. Let : R R be a function defined by

exp( x211 ) if |x| < 1,
(x) =
0 if |x| 1.
a) Prove that belongs to the class C with supp = [1, 1],

b) For each > 0 and a R, show that the function f (x) = xa
belongs to
the class C with supp f = [a , a + ].
11.40. Let [a, b] R and > 0 be such that a + < b where is defined as in
b
the Problem 11.36. Let us define h : R R by h(x) = tx dt for all x R.
a
Prove that
a) supp h [a , a + ],
b) h(x) = c (constant function) for all x [a + , b ],
b n
c) h belongs to the class C and h(n) (x) = xn tx dt for all x R, and
a
d) The function f = h/c of C class satisfies 0 f (x) 1 for all x R, f (x) = 1
and for all x [a + , b ] and |(a,b) f | dm < 4 .
R
11.41. Let f : R R be an integral function with respect to the Lebesgue measure.

Given > 0, show that there exists a function g belonging to the class C such that
| f g|dm < .
R
11.42. Let us consider the vector space of functions

E = f : R R | f C and f dm = 0

R
Prove that for each 1 0,
R
n
(b) Wt (x) = W (y,t) (x y) dy,

Rn
where
Cnt n+1
P(y,t) = (n+1)/2 , Cn = (n+1)/2
|y| + t 2
2 2
and
|x|2
W (x,t) = (4t)n/2 exp .
4t
Let L p (Rn , L , m) with 1 < p < n/ . Show that

1
I (x) = 1 t 1 Pt (x) dt
2 ( )
0

1
= t /21Wt (x) dt.
( /2)
0
11.44. Prove that the following sequences are indeed Dirac sequences:
1. The Landau function

2 k
1
1 x , if |x| 1;
k (x) = k
c
0, if |x| > 1;
1
where ck = (1 x2 )k dx.
1
2. The Gauss kernel
k (x) := kn (4)n/2 e|x/k| /4
2
for x Rn and k > 0.
11.45. Show that, under the hypothesis of Lemma 11.24, we have

n
rn d( (r)) = (x) dx, (11.24)
n1
0 Rn
2n/2
where n1 = (n/2) is the surface area of the unit sphere Sn1 .
11.46. Prove that the relation I f Ln/(n ) (Rn ) C f L1 (Rn ) cannot be true for all
f L1 (Rn ).
Hint: Use a Dirac sequence k and show that, passing to the limit, we get
% %
% 1 1 %
% % C <
% n ( ) |x|n %
Ln/(n ) (Rn )
which gives a contradiction.
The Riesz potential was studied for the first time by Frostman [19] but many prop-
erties were obtained by Riesz [60], see also the monograph of Landkof [42].
The Hedberg inequality (11.19) appeared in Hedberg [31].
Appendix A
Measure and Integration Theory Toolbox
What I dont like about measure theory is that you have to say
almost everywhere almost everywhere.
KURT FRIEDRICHS
In this appendix we collect all the necessary information regarding measure and
integration theory1 .
A.1 Measure Spaces
Definition A.1. A collection A of subsets of a given set X is called a -algebra if

(a) X A ;
(b) if A A , then X \ A A ;
(c) if An A , then n=1 An A .
The pair (X, A ) is called a measurable space.
Not every collection of sets is a -algebra. However, if T is an arbitrary family of

subsets of X, then there exists the smallest -algebra (T) which contains T. Such
a -algebra is simply the intersection of all -algebras (in X) which contain T.
It surely exists, since there is at least one such a -algebra (the -algebra P(X)
of all subsets of X) and the intersection of any collection of -algebras is again a
-algebra. The collection (T) is called the -algebra generated by T.
Definition A.2. Let P be a topological space. The -algebra B(P) generated by the
family of all open subsets of P is called the Borel -algebra of P; its elements are
called Borel sets.
Definition A.3. Let A be a collection of subsets of a set X. A nonnegative set func-

tion : A [0, ] is called a measure if
(a) A is a -algebra;
(b) (0)
/ = 0;
1 We follow very closely Lukes and Maly [46].

in Mathematics, DOI 10.1007/978-3-319-30034-4
420 A Measure and Integration Theory Toolbox
(c) for each sequence {An } of pairwise disjoint sets from A ,

(
( An ) = An .
n=1 n=1
The triplet (X, A , ) is termed a measure space.
We say that a measure is:

(a) finite if X < +,
(b) -finite if there exist sets Mn A such that Mn < + and X = n=1 Mn ;
(c) a probability measure if X = 1;
(d) complete if whenever B A is a null set and A B, then also A A .
By (R, L , m) we denote the Lebesgue measure space, with the Lebesgue -
algebra and the Lebesgue measure m. The Lebesgue measure is the natural extension
of the notion of length
of intervals
since it is the only translation invariant measure
on A(R) such that 0, 1] ) = 1. For a more detailed construction of the Lebesgue
measure, the reader should consult the references given at the end of Appendix A.
A.2 Measurable Functions
If A , then we say that a function f : R is A -measurable, some-

times

denoted only by measurable when the underlying -algebra is understood,
if x : f (x) > A for each R. We denote by F(X, A ) the set of all
measurable functions. The following theorem encapsulates the main properties of
measurable functions.
Theorem A.4. Let f , g, fn be A -measurable functions (with possibly different do-

mains in A ), R and be a continuous function on an open set G R. Then the
following functions are A -measurable where defined (and their definition domain
in A ):
(a) f , f + g, max( f , g), min( f , g), | f |, f g, f /g;
(b) sup fn , inf fn , lim sup fn , lim inf fn and lim fn ;
(c) f .
We will need one more result regarding measurable functions, namely:

Theorem A.5. Let f (x) be measurable in Rn . Then (x, y) f (x y) is measurable
in Rn Rn = R2n .
A.3 Integration and Convergence Theorems 421
A.3 Integration and Convergence Theorems
If s is a nonnegative simple function expressed as s = nj=1 j B j , where B j are

pairwise disjoint sets and j are nonnegative coefficients, define

n n
s d = j B j d := j B j .
j=1 j=1
X X
Next, if f 0 is a -measurable function, define

f d := sup s d 0 s f , s simple .
:

X X
For an arbitrary A -measurable function f , we define its integral as a difference

of two positive functions, namely f + = max { f , 0} and f = min { f , 0}. Namely,

f d := f + d f d
X X X
provided that at least one of the integrals is finite.

By L (X, ) = L ( ) we denote the family of all -measurable functions defined
-almost everywhere on X for which the Lebesgue integral is defined.
Lemma A.6 (Fatous Lemma). Let { fn } be a sequence of -measurable functions

and g L1 . If fn g almost everywhere for all n N, then

lim inf fn d lim inf fn d .
n n
X X
Theorem A.7 (Beppo-Levis Theorem also known as Lebesgue Monotone Con-

vergence Theorem). Let { fn } be a sequence of -measurablefunctions, fn f
almost everywhere and let f1 d > . Then f d = limn fn d .
X X X
Theorem A.8 (Lebesgue Dominated Convergence Theorem). Let { fn } be a se-

quence of -measurable functions, fn f almost everywhere. If there exists a
function
h L1 such that | fn | h almost everywhere for all n, then f L1 and
f d = lim fn d .
X X
A function f defined on a measurable set A has the property C on the set A if

given > 0 there exists a closed set F A such that
(a) (A\F) < ;
(b) f is continuous relative to F.
Theorem A.9 (Luzins Theorem). Let f be defined and finite on a measurable

set A. Then f is measurable if and only if f has the property C on A.
Loosely speaking, the Luzin theorem states that a measurable function is almost a
continuous function.
A.4 Absolutely Continuous Norms
We say that a measure on A is absolutely continuous with respect to , and write

, if E = 0 for every E A with E = 0.
Theorem A.10 (Radon-Nikodym Theorem). Let , be finite measures on (X, A ),
. Then there exists a nonnegative function h L1 ( ) such that

A = h d
A
for all A A . This function h is unique up to -almost everywhere equality.

A proof of Radon-Nikodym Theorem is given in Theorem 10.23 using an ap-
proach based on the Riesz representation theorem, whereas the classical approach
is using the Hahn decomposition theorem.
A.5 Product Spaces
If A and A are -algebras, the product -algebra A A is defined as the smallest

-algebra which contains all sets of the form A B where A A and B A.
Let (X, A , ) and (Y, A, ) be -finite measure spaces. A measure on A B
is called a product measure of and (denoted by ) if
(A B) = (A) (B)
whenever A A and B A.
With the previous definitions at hand, we state the important Fubinis theorem
and some of its variants.
Theorem A.11 (Fubinis Theorem). Let (X, A , ), (Y, A, ) be -finite measure
spaces, and h L ( ). Then

h d = h(x, y) d ) d = h(x, y) d d .
XY X Y Y X
A.7 Convergence in Measure 423
Theorem A.12 (Tonellis Theorem). Let (X, A , ), (Y, A, ) be -finite complete

measure space. Let f 0 be a A A-measurable function. Then:

f d = f (x, y) d (y) d (x) = f (x, y) d (x) d (y).
XY X Y Y X
A.6 Atoms
Definition A.13. Given a measurable space (X, A ) and a measure on that space,
a set A A is called an atom if (A) > 0 and for any measurable subset B of A
with (A) > (B), one has (B) = 0. A measure which has no atoms is called
nonatomic or atomless.
Example A.14. Let us consider two examples:
(a) Consider the set X = {1, 2, 3, 4, 5, 6, 7, 8, 9, 10} and let the -algebra be the
power set of X. Define the measure of a set to be its cardinality, that is,
the number of elements in the set. Then each of the singletons {k} for k =
1, 2, . . . , 9, 10 is an atom.
(b) Consider the Lebesgue measure on the real line. This measure has no atoms.
Remark A.15. The following important properties of nonatomic measures are used:
(a) A nonatomic measure with at least one positive value has an infinite number
of distinct values, as starting with a set A with (A) > 0 one can construct a
decreasing sequence of measurable sets
A = A1 A2 A3 . . .
such that
(A) = (A1 ) > (A2 ) > (A3 ) > . . . > 0.
This may not be true for measure having atoms, see the first example above.
(b) It turns out that nonatomic measures actually have a continuum of values. It
can be proved that if is a nonatomic measure and A is a measurable set with
(A) > 0, then for any real number b satisfying
(A) b 0,
there exists a measurable subset B of A such that (B) = b.
A.7 Convergence in Measure
The following notion is of importance in probability theory.

Definition A.16. Let f , fn be measurable functions on the measurable space (X, ).

The sequence { fn }nN is said to converge in measure to f , denoted by fn f , if for
all > 0 there exists an n0 N such that

{x X : | fn (x) f (x)| > } < for all n n0 . (A.1)
Remark A.17. The preceding definition is equivalent to the following statement.

For all > 0,
lim {x X : | fn (x) f (x)| > } = 0. (A.2)
n
Definition A.18. We say that a sequence of measurable functions { fn }nN on the

measure space (X, A , ) is Cauchy in measure if for every > 0 there exists an
n0 N such that for n, m > n0 we have

{x X : | fn (x) fm (x)| > } < .
A.8 -Homomorphism
Let (X, A ) be a measurable space. If f is a real A -measurable function in X. There-

fore the set function defined by
(A) = f 1 (A) = {x X : f (x) A}
is a function defined in the -algebra L from R into the -algebra A such that
(A B) = (A) (B) if A B = 0/ (A.3)
and
(A\B) = (A)\ (B) A, B L . (A.4)
Definition A.19. A function which satisfies (A.3) and (A.4) is said to be a homo-
morphism from L into A . The homomorphism is said to be a -homomorphism if
(R) = X and for all sequence {A j } jN of disjoint sets in L we have that

j=1 = j=1 (A j ).
Theorem A.20 (Sikorki). Let (X, A ) be a measurable space and a -homom-

orphism defined in the -algebra of Borel in A . Therefore there exists an A -meas-
urable function f such that (A) = f 1 (A) for any Borel sets in A.
A.9 References 425
Proof. For each real number r, let Ar = ([, r]), note that A = X and Ar1 Ar2
if r1 r2 .
Now, for each x X let us define
f (x) = inf{r R | x Ar }.
We get that f : X R and for each t R
{x X | f (x) t} = rt Ar = {AS | s t, s Q}.
It is clear that f is an A -measurable function, since all Borel set can be expressed as
a countable union and intersection of closed and open subintervals of R. Therefore

Ar = f 1 [, r] .
Finally, since is a -homomorphism it is easy to see that (A) = f 1 (A).

A.9 References
Classical references regarding measure theory and integration are, among others,
Rudin [62], Wheeden and Zygmund [83]. For a detailed introduction to measure
theory in the framework of the Euclidean space, see Jones [39].
Appendix B
A Glimpse on Functional Analysis
Mathematics is as old as Man.

STEFAN BANACH
In this appendix we gather some definitions and results from functional analysis that
are used throughout the book.
Definition B.1. A normed space X is a vector space over the field of real or complex
numbers (denoted by F) endowed with a function N : X [0, ), which satisfies
the following properties:
(N1) N (x) = 0 if and only if x = 0 (positive definite);
(N2) N ( x) = | |N (x) for all x X and F (homogeneity);
(N3) N (x + y) N (x) + N (y) for all x, y X (triangle inequality).
The function N (also denoted as functional) is designated by norm when%it satisfies %
the properties (N1)-(N3). In that case, we use the notations X , , and % | X % for
the functional N .
Sometimes the functional N does not satisfy all properties. For example, when
we have (N1) and (N2) but (N3) is replaced by
N (x + y) C(N (x) + N (y))
for all x, y X, the functional N is said to be a quasi-norm.

Let 1 : X [0, ) and 2 : X [0, ) be two norms in X such that there
exists C > 0 and
C1 x1 x2 Cx1
for all x X, then we say that the norms are equivalent.
Using the concept of norm we can introduce the notion of norm convergence
and Cauchy sequences. A sequence {xn }nN is said to converge in norm or simply
converge to x X, and denoted by limn xn = x or s-limn xn = x, if
lim xn xX = 0.

n

428 B A Glimpse on Functional Analysis
A sequence {xn }nN is a Cauchy sequence if for all > 0, there exists N( ) such
that, for n, m > N( ) we have xn xm X < .
We now arrive at a fundamental concept in the theory of normed spaces.
Definition B.2. A normed space (X,) is said to be a complete space or a Banach
space if very Cauchy sequence in X converges in X.
Let X be a normed space. A function F : X R is called a linear functional if it

satisfies
F( f + g) = F( f ) + F(g)
and F is called bounded if there is a real number M > 0 such that
F( f ) M f
for all f in X. The smallest constant M for which the above inequality is true is
called the norm of F. That is,
|F( f )|
F = sup .
f
=0 f
Let X and Y be vector spaces. A linear functional T : X Y is an isomorphism, if

T is 1-1 and onto. Moreover, if X and Y are normed spaces such that T (x) = x
for each x X, then we say that T is an isometric isomorphism and X and Y are
isometrically isomorphic.
We now introduce the definition of a Schauder basis, namely:
Definition B.3. A sequence {xn }nN in a normed space X is said to be a Schauder
basis, if for all x X there exists a unique sequence of scalars {n }nN such that
x = n=1 n xn , where the convergence of the series is understood with respect to the
norm.
In finite dimension vector spaces X it is a known fact that if {e1 , . . . , en } is a basis
of X, then the dual space X , called the algebraic dual of X defined by
X = {F : X R : F is linear}
has dimension n and the set { f1 , . . . , fn }, where fi (ek ) = ik is a basis of X . A similar
result can be demonstrated in infinite dimension using Schauder basis.
This fact is the starting point to define the concept of dual space in arbitrary
normed spaces.
Definition B.4. Let (X, +, , ) be a normed space. We call the dual space of X to
X = {F : X R : F is linear and bounded}.
The dual space is sometimes denoted as continuous dual space to emphasize the
fact that the linear functionals are also continuous.
B A Glimpse on Functional Analysis 429
An observation is that whenever dim(X) < , the continuous dual concept coin-
cides with the algebraic dual. For our purposes, we will only work with the contin-
uous dual space throughout the book the expression dual space means continuous
dual space.
Definition B.5. A normed linear space X is said to be reflexive if X may be identi-

fied with its second dual or the bidual X = (X ) by the canonical isomorphism
given by
:X X
x (x)
such that (x) : X R is given by the equality (x)(x ) = x (x). In other words,
X is reflexive if (X) = X .
Be warned that there are non-reflexive normed spaces X which are isomet-
rically isomorphic to X , see James [36] for the classical example with
James spaces.
Appendix C
Eulerian Integrals
The Gamma function . . . is simple enough for juniors in college

to meet, but deep enough to have called forth contributions from
the finest mathematicians.
PHILIP J. DAVIS
In this appendix we give a terse introduction to the special functions known as Eu-
lerian integrals in the case of real variables. It should be pointed out that the most
profound applications of these special functions are in the framework of the com-
plex plane, which is outside the scope of the applications given in this book. In our
short exposition we avoid, as much as possible, direct calculations, giving instead
the ideas of the procedures, which the reader is welcomed to fill out with more
details.
C.1 Beta Function
The special function B(a, b)
1
B(a, b) = xa1 (1 x)b1 dx, (C.1)
0
is known as Eulerian integral of the first kind and also as Beta function (it seems
that the former designation was coined by Legendre and the latter by Binet). An
examination shows that the Beta function is well defined for a, b > 0.
The Beta function can be given in several equivalent ways, for example
+
xa1
B(a, b) = dx (C.2)
(1 + x)a+b
0
which follows by a simple change of variables x = s/(1+s). Due to the fundamental

trigonometric identity, we can further obtain

432 C Eulerian Integrals
/2
B(a, b) = 2 cos2a1 cos2b1 d . (C.3)
0
The Beta function enjoys some interesting properties, for example:
Symmetry: B(a, b) = B(b, a), which follows by a simple change of variables

x = 1 s;
Reduction formulas: Integration by parts allows us to obtain a reduction formula,

namely
b1
B(a, b) = B(a, b 1) (C.4)
a+b1
and in the case b = n N, we further obtain
n1 n2 1
B(a, n) = B(a, 1).
a+n1 a+n2 a+1
Together with the fact that
1
1
B(a, 1) = xa1 dx =
a
0
we get the equality
(n 1)!
B(a, n) = . (C.5)
a(a + 1)(a + 2) . . . (a + n 1)
In the case a = m N we further obtain

(n 1)!(m 1)!
B(m, n) = . (C.6)
(m + n 1)!
Special values of B(a, b): In the particular case b = 1 a with 0 < a < 1, we get
+
xa1
B(a, 1 a) = dx
1+x
0
and it is possible to show that

B(a, 1 a) = (C.7)
sin(a)
when 0 < a < 1. We will show (C.7) using complex integration theory. We start by
recalling the well-known residue theorem.
C.1 Beta Function 433
Theorem C.1 (Residue theorem). Let f be an analytic function inside and over
a simple closed curve except in the points z1 , . . . , zn which are in the interior.
Therefore n
f (z)dz = 2i Res( f , z = zk ).
k=1

Lemma C.2. Let p > 1, then

x p
1

dx = .
1+x sin(/p)
0
Proof. We consider the integral of complex variable given by (C.8) where C is the
region given in the next figure.
1p
z
dz (C.8)
C +z
1
y
D
r A B
H G
E J x
The segments AB and GH are parallel between each other and with the real axis. Let
z p
1
f (z) = .
1+z
It is not difficult to deduce that f has a simple pole in z = 1 inside the region C. If
z = 1, then
z = cos() + i sin() = ei .
Therefore
z p
1
i
= lim z p = e p .
1
Res( f , z = 1) = lim (z + 1) f (z) = lim (z + 1)
z1 z1 1 + z z1
Now invoking the residue theorem we get

z p
1
i
dz = 2ie p .
C 1 + z
On the other hand, using the path integrals we get

i
e p = f (z)dz + f (z)dz + f (z)dz + f (z)dz
AB BDEFG GH HJA
R 1p 2 i p
1
x (Re )
= dx + iRe i d
1+x 1 + Re i
r 0
r 0
(xe2i ) p (Re i ) p
1 1
+ dx + iRe i d .
1 + xe2i 1 + Re i
R 2
The last one we get making the change of variables z = xe2i in the third integral;
moreover we should bear in mind that the argument of z increases 2 going through
the BDEFG circle.
Now, if r 0 and R we can observe that the second and third integrals in
the previous inequality cancel each other.
Indeed

2 i p 2
(Re i ) p
1 1
(Re ) i
lim iRe d = lim iRe i d
R 1 + Re i R 1 + Re i
0 0
2
iRe i
= lim 1 d
R (Re i ) p (1 + Re i )
0
2
i
= lim 1 d
R (Re i ) p
0
2
= 0d
0
=0.
To calculate the other limit, we proceed in a similar way, first making the change of
1
variables u = r p where u 0. Therefore
C.2 Gamma Function 435

0 i p
1 0 i
(re ) ie r
lim ire i d = lim 1 d
r0 1 + re i i
e p r0 r p (1 + re i )
2 2
0
ie i up
= lim d
u0 u(1 + ue i )
i
ep
2
0
ie i
= i (0)d
ep
2
=0.
Finally, we get
0
x p (xe2i ) p
1 1
ip
2ie = dx + dx
1+x 1 + xe2i
0
1p
x p e p
1 2i
x
= dx dx
1+x 1 + xe2i
0 0
1p
x p
1
x
dx e p
2i
= dx
1+x 1 + x(cos(2) + i sin(2))
0 0
1p
x
=(1 e p )
2i
dx.
1+x
0
Therefore
i

x p 2ie p
1
2i 1
dx = = i 1 = = ,
1+x 1e 2i
p ep e
2
p
i
ep e i
p
sin
0 2i p

Taking a = 1/2 in (C.7) we obtain

1 1
B , = . (C.9)
2 2
C.2 Gamma Function
The Eulerian integral of the second kind, also known as Gamma function, is given
commonly has the improper integral
+
(a) = xa1 ex dx, (C.10)
0
which has sense only for a > 0. From (C.10) it is immediate that the Gamma func-
tion has no zeros. It is possible to prove that the Gamma function is continuous, and
moreover, it is infinite differentiable.
Euler gave the following integral definition for the Gamma function
1 a1
1
(a) = log dx (C.11)
x
0
which is obtained by a simple change of variable x = log(1/s) in (C.10). For-

mula (C.11) is useful to obtain another representation for the Gamma function, the
so-called Euler-Gauss formula
1 2 3 . . . (n 1)
(a) = lim . (C.12)
n+ a(a + 1)(a + 2) . . . (a + n 1)
To obtain (C.12) from (C.11) we note that

1
log = lim n 1 x1/n (C.13)
x n+
and now replacing (C.13) into (C.11) and formally interchanging the limit with the
integral we get
1
(a) = lim n a
xn1 (1 x)a1 dx = lim na B(a, n)
n+ n+
0
and now taking (C.5) we obtain the Euler-Gauss formula (C.12). The permissibility
of interchanging the limit with the integral is given by the fact that the sequence of
functions n(1 x1/n ) is monotonically increasing.
We now list some of the most important properties of the Gamma function.
Reduction formula: Taking integration by parts in (C.10) we immediately obtain

the following recursion formula
(a + 1) = a (a)
C.2 Gamma Function 437
which, when iterated, gives
(a + n) = (a + n 1)(a + n 2) . . . (a + 1)a(a), (C.14)
and since (1) = 1 we get

(n + 1) = n!
which simply states the fact that the Gamma function is an extension of the factorial
function.
Extension to negative values: From (C.10) we know that (a) is meaningful only
for a > 0. To extend the function to the negative half-axis, we use the reduction
formula (C.14). Taking the so-called Pochhammer symbol
(x)n = x(x + 1) . . . (x + n 1), n N,
we can write the reduction formula (C.14) simply as
(a + n)
(a) = . (C.15)
(a)n
Formula (C.15) is used to define the Gamma function for negative values, except for
negative integers!
Link between the Gamma and Beta function: There is a relation between the
Eulerian integrals, namely
(a)(b)
B(a, b) = (C.16)
(a + b)
whenever a, b > 0, which was already obtained for natural numbers a and b in (C.6).
To obtain (C.16) we notice that, by a change of variables x = (1 + t)y, t > 0, we
obtain
+
(s)
= ys1 e(1+t)y dy
(1 + t)s
0
and taking s = a + b, a, b > 0, we have
+
(a + b)
= ya+b1 e(1+t)y dy. (C.17)
(1 + t)a+b
0
Now, integrating with respect to t between 0 and + both sides of (C.17), due
to (C.2), we obtain
+ +
(a + b)B(a, b) = t q1
ya+b1 e(1+t)y dydt
0 0
and now it is only necessary to use Fubinis theorem, obtaining (C.16).

Complement formula: Taking (C.7), (C.16), and the fact that (1) = 1 we obtain
the so-called complement formula for the Gamma function

(a)(1 a) = (C.18)
sin(a)
whenever 0 < a < 1. It is also possible to use the Euler-Gauss (C.12) to obtain
(C.18).
Graph of the Gamma function: From the fact that the Gamma function is contin-
uous and the reduction formula (C.14) we get
(a + 1)
lim (a) = lim = +.
a0+ a0+ a
On the other hand,
lim (a) = +
a+
since (a) > n! whenever a > n + 1.

We now want to calculate some values of the Gamma function, e.g., ( 21 ). In
other words, we need to calculate
+
1
= 2 ex dx.
2

2
0

+
ex dx is the so-called Euler-Poisson integral. We can calculate the
2
The integral
0
Euler-Poisson integral using series expansion, but we rely on the following obser-
vation
2
+ + + ++
x2 x2 y2
e(x +y ) dxdy.
2 2
e dx = e dx e dy = (C.19)

+
+
e(x +y2 )
2
The improper integral dxdy can be calculated as limn+ an where

2n
x2 y2
er rdrd = (1 en )
2 2
an = e dxdy = (C.20)
x2 +y2 <n2 0 0
where we passed to polar coordinates. Therefore limn+ an = and the Euler-

+
Poisson integral ex dx = 2 . We thus obtained that
2
0

1
= .
2
C.3 Some Applications 439
To obtain the value of ( 32 ) we use the reduction formula (C.14) and get

3 1 1 1
= 1+ = = .
2 2 2 2 2

Now, from the complement formula (C.18) we obtain the value of ( 21 ) = 2 .
In this manner we can obtain further half-integer values of the Gamma function
(Fig. C.1). The graph of the Gamma function is
4 3 2 1 1 2 3 4 x
Fig. C.1 Graph of the Gamma function
C.3 Some Applications
In this section we want to obtain the volume of an n-dimensional ball and the surface
area of an (n 1)-dimensional sphere. These problems are intimately related to the
Beta and Gamma functions.
Volume of an n-Dimensional Ball
An n-dimensional ball centered at the origin with radius R is given by the condition

Bn (R) := (x1 , x2 , . . . , xn ) Rn : x12 + x22 + . . . + xn2 R2 .
By Vn (R) we denote the volume of the Bn (R). To calculate Vn (R) we can use multi-
dimensional integration, namely

Vn (R) = dx1 dx2 . . . dxn . (C.21)
x12 +x22 +...+xn2 R2
From (C.21) we can obtain a rough estimate, namely Vn (R) = Cn Rn , where Cn is the
sought constant. Instead of direct calculating (C.21), which is possible with some
extra work, we will use another approach.
We take the function
f (x1 , x2 , . . . , xn ) = e(x1 +x2 +...+x2 ) = eR

2 2 2 2
and now we integrate
++ + +
(x12 +x22 +...xn2 )
dx1 dx2 . . . dxn = nCn rn1 er dr
2
... e
0 (C.22)

1 n
= nCn .
2 2
Using the properties of the exponential function we have
++ + + + +
(x12 +x22 +...xn2 )
dx1 dx2 . . . dxn = e dx1 e dx2 . . . exn dxn
x12 x22 2
... e

n
+

ex dx
2
=

(C.23)
Taking (C.19) and (C.20), (C.22) and (C.23) we get that
n/2
Cn = ,
1 + n2
C.3 Some Applications 441
therefore the formula for the volume of an n-dimensional ball of radius R is given by
n/2
Vn (R) = Rn . (C.24)
1 + n2
Surface Area of An n-Dimensional Ball
We note that, by Cavalieris principle, we can obtain Vn (R) by
R
Vn (R) = Sn1 (r)dr (C.25)
0
where Sn1 (R) denotes the area surface of the n-dimensional ball Bn (R), i.e.

Sn1 = (x1 , x2 , . . . , xn ) Rn : x12 + x22 + . . . xn2 = R2 .
From (C.25), Barrows formula and (C.24) we obtain
dVn (R) 2n/2 n1

Sn1 (R) = = nR (C.26)
dR 2
using the reduction formula (C.14).

Appendix D
Fourier Transform
The profound study of nature is the most fertile source of

mathematical discoveries.
JOSEPH FOURIER
In this appendix we give the working bare minimum regarding the theory of Fourier
transform. We will stress mainly operational rules and will avoid a rigorous study
of the Fourier transform. The Fourier transform is a powerful tool which is widely
exploited in probability theory, partial differential equations, theory of signal, just
to name a few. For a more detailed account, the reader should consult Bracewell [2].
The Fourier transform is a tool
to express
a function as a continuous super-
position of complex exponentials e2ix R generalizing the Fourier series of a
periodic function.
Definition D.1. For f L1 (Rn ) we define the Fourier transform

f4( ) := F [ f ]( ) := f (x)e2ix dx (D.1)
Rn
for all Rn , where x denotes the inner product in Rn , viz. x = nk=1 xk k .

Warning: There is no universal agreement regarding the definition of the Fourier
transform, therefore it is always necessary to check the definition being used, spe-
cially when using Fourier transform tables. Alternative definitions are

1
f4( ) =
n
eix
f (x)dx, 4( ) = eix f (x)dx, f4( ) = eix f (x)dx,
f
2
Rn Rn Rn
among others.
We now introduce the so-called multi-index notation, which is very useful to get
very compact formulas resembling the one-dimensional versions. The use of this
notation should be used with great care by the novice.

444 D Fourier Transform
Definition D.2. For x = (x1 , . . . , xn ) Rn and a multi-index = (1 , . . . , n ) Nn0 ,

where N0 stands for N {0}, we define
x := x11 xnn and | | := 1 + + n . (D.2)
Moreover, for a multi-index , we define
D := D1 1 Dn n , (D.3)
where D j stands for the j-th partial derivative.
Caution: Some authors, mainly in Fourier theory, use the normalized notation
D j f (x) = 1i j f (x) to obtain cleaner formulas, but we will refrain from doing so.
The following properties of the Fourier transform follow almost immediately

from the definition.
Bounded linear mapping: The operator F : L1 (Rn ) L (Rn ) is a linear opera-

tor which satisfies f4 f 1 .
Uniformly continuous: The function f4 is uniformly continuous on Rn .
Norm of the Fourier transform: If f 0, then f4 = f 1 = f4(0).
Fourier transform of the derivative: If f L1 (Rn ) and Dk f L1 (Rn ) then

(D 4
k f )( ) = 2ik f ( ). (D.4)
Product of the Fourier transform by a monomial: If f L1 (Rn ) and xk f (x)

L1 (Rn ) then
k f )( ).
Dk f4( ) = (2ix (D.5)
Fourier transform of a translated function: If f L1 (Rn ) and y f (x) = f (x + y)
denotes the translation of f , then
(
y f )( ) = e2iy f4( ). (D.6)
Fourier transform of a dilated function: If f L1 (Rn ) and f (x) = f ( x) de-

notes the dilation of f , then

(
f )( ) = n f4 = n 1 f4 ( ). (D.7)

The property (D.4) is widely used in differential equations, since it permits in

some cases to convert some linear partial differential equations into algebraic equa-
tions, see Example D.8 at the end of section.
D Fourier Transform 445
Riemann-Lebesgue lemma: If f L1 (Rn ) then f4(x) 0 when |x| +.
Multiplication formula: If f , g L1 (Rn ) then

4
f (x)g(x)dx = f (x)4 g(x)dx. (D.8)
Rn Rn
Definition D.3. We define the convolution of two function f L1 (Rn ) and g

L p (Rn ), with 1 p +, by

( f g)(x) := f (x y)g(y)dy,
Rn
for almost all x Rn .

By Fubinis theorem, we know that ( f g)(x) exists almost everywhere and it
belongs to L p (Rn ).
The next property is widely used in harmonic analysis, see, e.g., 11.
Fourier transform of convolution: If f , g L1 (Rn ), then f g L1 (Rn ) and
f=
g( ) = f4( ) g4( ). (D.9)
A very useful property of the Fourier transform is the fact that it has an inverse.
Definition D.4. Let f L1 (Rn ). We define the inverse Fourier transform by

f (x) := F 1 [ f ](x) := e2ix f ( )d , (D.10)
Rn
for all x Rn .

Note that f is not standard notation, it is customary to use f . An immediate
relation is f (x) = f4(x).
Fourier inversion formula: If f L1 (Rn ) and f4 L1 (Rn ), then
f (x) = ( f4)(x) = (<

f )(x) (D.11)
for almost every x.
The proof of the Fourier inversion formula (D.11) is not straightforward and it
should be noted that Fubinis theorem is not applicable.
If f L1 (Rn ) it does not follow that f4 L1 (Rn ), as the next example illustrates.
446 D Fourier Transform
Example D.5. Taking [1,1] : R R, we have
e2i e2i

[1,1] = = 2 sinc(2 ),
2i
which is not integrable in R.

A noticeable fact from the previous example is that even if a function has compact
support, the support of its Fourier transform can be all R. This fact is related to the
so-called Heisenberg uncertainty principle, see Stein and Shakarchi [73] for more
details.
It is then reasonable to ask for the natural set for which the Fourier inversion
formula holds, or in other words, which is invariant under Fourier transforms. We
are lead to the Schwartz class.
Definition D.6. The Schwartz class of functions, denoted by S (Rn ), is defined as

the set of C functions such that the function and all its derivatives are rapidly
decreasing, i.e., f S (Rn ) if

(, , f ) := sup 1 + |x| |D f (x)| < +,
xRn
for all N0 and all the multi-index Nn0 .
An immediate observation is that S (Rn ) C0 (Rn ), since (x) = e|x| S (Rn )

2
but does not belong to C0 (Rn ).
With the notion of Schwartz class we now have the so-called
Fourier inversion theorem: The Fourier transform is a one-to-one mapping of

S (Rn ) on S (Rn ). Moreover, if f S (Rn ), then f4 S (Rn ) and
( f4)(x) = (<
f )(x) = f (x). (D.12)
The previous theorem can be seen in the following diagram
(Rn ) (Rn )
1
=id
1
=id
(Rn )
D Fourier Transform 447
As a corollary of the inversion formula (D.12) we get
Plancherel identity: Let f S (Rn ), then 2 = 42 .

We end with the most general case regarding the relation between the derivative
and the Fourier transform.
Theorem D.7. Let f S (Rn ). Then

D f4( ) = (2i)| | (x f )( )
and

| | f4( ) = (2i)| | (D f )( ),
where Nn0 is a multi-index and Rn .
We now end with an example of how the Fourier transform can be used to solve
partial differential equations with constant coefficients.
Example D.8. Let p(x) be some polynomial. We want to solve the following partial
differential equation

p =f (D.13)
x
where f is the given function and is the sought one. Applying the Fourier trans-
)4( ) = f4( ) where p is the poly-
form in the expression (D.13), we obtain p(i
nomial p multiplied by the constant from the Fourier transform of the derivative.
This entail
f4( )
4( ) =
)
p(i
and we get, at least formally,

f4()
(x) = F 1 (x).
p(i)

Since the product of Fourier transforms is simply the Fourier transform of a convo-
lution, we finally get

1 1
(x) = F f (x).
p(i)

Therefore if we can calculate F 1 1/ p(i)
(x) we obtain the solution, at least in
a formal way, since it is necessary to justify all the operations.
Appendix E
Greek Alphabet
alpha A
beta B
gamma
delta
epsilon E
zeta Z
eta H
, theta
iota I
kappa K
lambda
mu M
nu N
xi
o omicron O
pi
rho P
, sigma
tau T
upsilon
, phi
xi X
psi
omega

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Symbol Index
Function Spaces
c, c0 , c00 . . . . . . . . . . . . . . . . . . . . . . . . . 34 L p() ( ) . . . . . . . . . . . . . . . . . . . . . . . . 274

p , p (N) . . . . . . . . . . . . . . . . . . . . . . . . . 26 L exp . . . . . . . . . . . . . . . . . . . . . . . . . . . 259
np . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23 L log L . . . . . . . . . . . . . . . . . . . . . . . . . . 259
p (w) . . . . . . . . . . . . . . . . . . . . . . . . . . . 41 (p,q) . . . . . . . . . . . . . . . . . . . . . . . . . . . 265
n . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23 Lq
log L . . . . . . . . . . . . . . . . . . . . . . . . . . . 272
, (N) . . . . . . . . . . . . . . . . . . . . . . . . 31
Lc (Rn ) . . . . . . . . . . . . . . . . . . . . . . . . . 288
L (X, A , ) . . . . . . . . . . . . . . . . . . . . . 44
L p (X, A , ) . . . . . . . . . . . . . . . . . . . . . 46 L p() ( ) . . . . . . . . . . . . . . . . . . . . . . . . 290
L p (X, A , ) . . . . . . . . . . . . . . . . . . . . . 50 L p() ( ) . . . . . . . . . . . . . . . . . . . . . . . . 296
L p (w) . . . . . . . . . . . . . . . . . . . . . . 103, 104 L p), ( ) . . . . . . . . . . . . . . . . . . . . . . . . 311
d X . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 303
L p (w) . . . . . . . . . . . . . . . . . . . . . . . 104
weak-L p . . . . . . . . . . . . . . . . . . . . . . . . 188 X . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 304
L(p,) (X, A , ) . . . . . . . . . . . . . . . . . . 188 Cm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 403
p
Lloc (Rn , L , m) . . . . . . . . . . . . . . . . . . 196 C0m . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 403
L(p,q) (X, A , ) . . . . . . . . . . . . . . . . . . 230 C . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 403
L(p,q) (X, A , ) . . . . . . . . . . . . . . . . . . 220 C0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 403
Operators
Th .............................. 101 f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166

h .............................. 101 k f ............................ 299
............................. 184 Ar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 341
f ............................. 145 M .............................. 341

458 Miscellaneous
MB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 341 H . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 372
M . . . . . . . . . . . . . . . . . . . . . . . . . . . . 341 f g . . . . . . . . . . . . . . . . . . . . . . . . . . . 396
M8B . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 341 . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
407
Mq . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 341
M . . . . . . . . . . . . . . . . . . . . . . . . . . . . 354 I . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 412
w(B)
........................... 358 Pt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 424
B f (x)dx ....................... 358 Wt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 424
Norms
xnp . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23 f L exp . . . . . . . . . . . . . . . . . . . . . . . . . 263

xn . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23 a(p,q) . . . . . . . . . . . . . . . . . . . . . . . . . 265
s

x p . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26 a(p,q) . . . . . . . . . . . . . . . . . . . . . . . . . 266
f = f L . . . . . . . . . . . . . . . . . . . . 43 f (p) . . . . . . . . . . . . . . . . . 276, 278, 280
f p = f L p . . . . . . . . . . . . . 49, 51, 56 f L p() ( ) . . . . . . . . . . . . . . . . . . . . . . 277
f L(p,) = f (p,) = f | L(p,) . 188 f L p ( )+Lq ( ) . . . . . . . . . . . . . . . . . . 280
||| f | L(p,) ||| . . . . . . . . . . . . . . . . . . . . 206 f L p ( )Lq ( ) . . . . . . . . . . . . . . . . . . . 280
% %
% % f 1p . . . . . . . . . . . . . . . . . . . . . . . . . . . 282
% f | L(p,q) % = f (p,q) . . . . . . . . . . . . 220
% % f p . . . . . . . . . . . . . . . . . . . . . . . . . . . 291
% f | L pq % = f . . . . . . . . . . . . . . . 231 f . . . . . . . . . . . . . . . . . . . . . . . . . . 291
pq p
f L1 +L . . . . . . . . . . . . . . . . . . . . . . . . 254 f p) . . . . . . . . . . . . . . . . . . . . . . . . . . 305
f L log L . . . . . . . . . . . . . . . . . . . . . . . . 263 f p), . . . . . . . . . . . . . . . . . . . . . . . . . 311
Miscellaneous
............................. 430 p+ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 274

P( ) . . . . . . . . . . . . . . . . . . . . . . . . . 273 p . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 274
1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 273 p (x) . . . . . . . . . . . . . . . . . . . . . . . . . . . 274
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 273 R . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 273 [w]A p . . . . . . . . . . . . . . . . . . . . . . . . . . . 359
p() . . . . . . . . . . . . . . . . . . . . . . . . . . . . 274 # . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 363
Subject Index
Algebra Conjugate, 270

, 419 Dual, 270
Product , 422
Atom, 423
Formula
Euler-Gauss, 436
Basis
Reduction, 432
Schauder, 428
Fourier
inverse transform, 445
Cavalieris principle, 95, 105
Transform, 402
Class
transform, 443
Zygmund, 323
Function
Continuity
Beta, 431
log-Holder, 345
Convergence Convex, 1
Uniform, 398 dilated, 444
Convex Distribution, 139
J-, 4 Equimeasurable, 140
Log-, 14 Gamma, 436
Mid, 4 Gauss Kernel, 416
Super, 14 Landau, 416
Convexity Locally Integrable, 331
Jensen sense, 4 log-Holder Continuous, 345
Midpoint, 4 Lower Semi-Continuous, 410
Modulus, 108 Maximal f , 163
Convolution, 445 Pochhammer, 437
Support, 393 Radial, 400
Schwartz, 446
Decreasing Rearrangement, 142 Subadditive, 151
Difference Submultiplicative, 151
Symmetric, 336 Support, 393
Dual translation, 444
Algebraic, 428 Functional, 427
space, 428 Bounded, 428
Topological, 428 Linear, 428
Norm, 428
Epighraph, 2 Functions
Exponent Simple, 421
460 Subject Index
Hilbert cube, 27 Limit

Double, 38
Inequalities
Fundametal, 3 Mean
Inequality Arithmetic, 16
Cauchy-Schwarz, 368, 373 Geometric, 16
Cauchy-Schwarz-Bunyakovsky, 41 Harmonic, 16
Chebyshev, 60 Measure
Generalized Jensens Integral, 13 Absolutely Continuous, 422
Generalized Young, 18 Atomless, 423
Geometric-Arithmetic Mean, 16 Cauchy Sequence, 424
Holder, 24, 52, 278, 413 Converge, 424
Generalized, 308 Non-Atomic, 423
Reverse, 73 Product, 422
Hardy, 35, 106, 306, 364 Resonant, 160
Hardy-Littlewood-Sobolev, 329 measure
Harmonic-Geometric Mean, 16 separable, 237
Hausdorff-Young, 318 Modular, 270
Hedberg, 412 Mollifier
Hilbert, 38, 40 Friedrich, 399
Hilbert Integral, 362
Jensen, 1 Norm, 427
Jensens Integral, 11 Banach Function, 297
Kolmogorov, 320 Decomposition, 264
Lyapunov, 208 Equivalent, 427
Markov, 60 Euclidean, 114
Minkowski, 26, 50 Operator, 313
Integral, 292, 359 Orlicz Type, 286
Peley-Zygmund, 375 Quasi-, 427
Peter-Paul, 17, 309 Taxicab, 114
Quasi-Triangle, 125 norm
Roger, 131 rearrangement invariant, 298
Strong Type, 350
Young, 7, 9, 10, 17, 278, 327, 329, 391 Operator
Convolutions, 294 Adjoint, 365
Generalized, 308 Approximate Identity, 397
Young for Convolution, 319 Compact, 366
Integral Convolution, 294, 387, 388
Euler-Poisson, 438 Dilation, 407
Eulerian of the first kind, 431 Geometric Maximal, 357
Interpolation Hardy, 364, 390
Marcinkiewicz, 324 Hardy-Littlewood
Marcinkiewicz in Lorentz Spaces, 326 Fractional Maximal, 348
Isometry, 114 Maximal, 335
Isomorphism Identity, 320
Canonical, 429 Integral Average, 335
Isometric, 428 Linear, 313
Maximal, 335, 348
Laplacian, 402 q-th Maximal, 335
Fractional, 403 Restricted Weak Type, 326
Law of Parallelogram, 369 Riesz Potential, 402
Lemma Riesz potential, 404
Fatou, 421 Sobolev -average, 399
Riemann-Lebesgue, 445 Sublinear, 319
Subject Index 461
Translation, 293 Iwaniec-Sbordonne, 300

translation, 101 James, 429
Type Lebesgue Sequence, 26
Strong, 319 Lorentz, 216, 227
Weak, 319 Lorentz sequence, 260, 261
Orthogonal normed, 427
Complement, 369 Pre-Lorentz, 216
Vectors, 369 rearrangement invariant Banach function,
298
Potential Reflexive, 429
-, 410 Resonant Measure, 160
Product Second Dual, 429
Inner, 368 Sum, 276
Scalar, 368 Uniform Convex, 108
Property Variable Exponent Lebesgue, 269, 270
C , 421 Weak Lebesgue, 185
Nesting, 302 Zygmund, 255
Sum
Representation Direct, 369
layer cake, 95 Supergraph, 2
Riesz Support
square, 316 Convolution, 393
Semigroup
Gauss-Weierstrass, 390 Theorem
Sequence Arzelà-Ascoli, 366
Cauchy, 428 Beppo-Levi, 421
Dirac, 397 Cotlar, 343
Maximal, 263 Fourier Inversion, 446
Series Fubini, 422
Double, 38 Hadamard Three Lines, 314
Iterated, 39 Lebesgue Differentiation, 339
Set Lebesgue Dominated Convergence, 421
Equicontinuos, 366 Lebesgue Monotone Convergence, 421
Space Luzin, 422
L(p,) , 184 Parseval, 447
p
Lloc (Rn ), 192 Phragmen-Lindelof, 314
Associate, 286, 299 Plancherel, 447
Associate Banach, 299 Radon-Nykodym, 422
Banach, 428 Riesz-Fischer, 309
Banach Function, 298 Riesz-Thorin Interpolation, 316
Bidual, 429 Sikorki, 424
Bounded Sequences, 31 Tonelli, 423
Compact Metric, 366 Vitali Covering, 332, 333
Continuous Dual, 429 Transform
Discrete Lebesgue, 26 Legendre, 18
Dual, 428 Legendre-Fenchel, 18
Generalized Grand Space, 306
Grand Lebesgue, 300 Weight, 103
Hilbert, 369 A1 , 351
Ideal, 274 A p , 351
Intersection, 276 Muckenhoupt, 351

(CMS Books in Mathematics) Rene Erlin Castillo, Humberto Rafeiro-An Introductory Course in Lebesgue Spaces-Springer (2016)

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(CMS Books in Mathematics) Rene Erlin Castillo, Humberto Rafeiro-An Introductory Course in Lebesgue Spaces-Springer (2016)

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CMS Books in Mathematics

More information about this series at http://www.springer.com/series/4318

ISSN 1613-5237 ISSN 2197-4152 (electronic)

Library of Congress Control Number: 2016935410

Mathematics Subject Classification (2010): 46E30, 26A51, 42B20, 42B25

Springer International Publishing Switzerland 2016

Printed on acid-free paper

This Springer imprint is published by Springer Nature

a` Daniela pelo seu amor e paciencia

Bogota, Colombia Rene Erln Castillo

1 Convex Functions and Inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

Part I Function Spaces

2 Lebesgue Sequence Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

3.12 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129

4 Distribution Function and Nonincreasing Rearrangement . . . . . . . . . . 139

5 Weak Lebesgue Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183

6 Lorentz Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215

7 Nonstandard Lebesgue Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 269

7.2.2 Grand Lebesgue Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 300

Part II A Concise Excursion into Harmonic Analysis

8 Interpolation of Operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 313

9 Maximal Operator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 331

10 Integral Operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 359

11 Convolution and Potentials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 383

A Measure and Integration Theory Toolbox . . . . . . . . . . . . . . . . . . . . . . . . . 419

A.7 Convergence in Measure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 423

B A Glimpse on Functional Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 427

C Eulerian Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 431

D Fourier Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 443

E Greek Alphabet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 449

Symbol Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 457

Subject Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 459

1.1 Convex Functions

Springer International Publishing Switzerland 2016 1

It is possible to define convexity in a more geometric fashion, namely, a function

is a convex set (epigraph is also designated as supergraph). Both definitions of con-

Theorem 1.2. Let f be a real-valued function defined on [ , ]. Then f is convex in

Proof. Taking the convexity of f and t = xa

and, as before, we get

f (tx + (1 t)y) t f (x) + (1 t) f (y) .

As a consequence of the previous theorem we get the inequalities in (1.3) which

f (y) f (x) f (z) f (x) f (z) f (y)

f (y) f (x) f (z) f (x)

f (z) f (x) f (z) f (y)

Proof. Proceeding by induction, let n N. For n = 1, we have

Suppose that, for 0 < k < 2n , we have

and for all h 2n+1 choose k such that h = 2k + 1, then

Let (0, 1], n N then there exists kn Z+ such that

One consequence of convexity is continuity, as stated in Theorem 1.6. Another

f (x1 ) f (x)(x1 x) + f (x) and f (x2 ) f (x)(x2 x) + f (x).

1.2 Young Inequality

In this section we study Youngs inequality, or to be more precise, different versions

Let y = f (x), then dy = f (x)dx, and x = f 1 (y). Replacing in (1.10) we obtain

Now, if r x a, then f (r) f (x), so

Replacing (1.14) in (1.13) we get

If 0 < b < f (a), we can choose r = f 1 (b). Thus,

Finally, by (1.14) for r = a and b = f (a) we have

For a particular choice of f in Theorem 1.9, we can obtain such inequalities

It is noteworthy to mention that inequality (1.15) can be demonstrated in several

Corollary 1.11 (Youngs inequality) For a > 0, b > 0, we have that

ab a log+ a + eb1 , (1.16)

Proof. Let and be functions defined by

Now, let us define

(x) = (x + 1) 1 and (y) = (y + 1) 1.

and we finish the proof.

xn = sup |xi |.

From Lemma 2.4 we obtain in fact that np defines a norm in Rn .

x yn1 xnp ynq .

then 1 1q 1/p 1/p

which entails (2.3).

which shows that x is in p (N) and this completes the proof.

x = x = sup |xn |, (2.9)