Category:Hölder's Inequality for Integrals

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This category contains pages concerning Hölder's Inequality for Integrals:


Let $\struct {X, \Sigma, \mu}$ be a measure space.

Let $p, q \in \R_{>0}$ such that $\dfrac 1 p + \dfrac 1 q = 1$.



Let $f \in \map {\LL^p} \mu, f: X \to \R$, and $g \in \map {\LL^q} \mu, g: X \to \R$, where $\LL$ denotes Lebesgue space.


Then their pointwise product $f g$ is $\mu$-integrable, that is:

$f g \in \map {\LL^1} \mu$

and:

\(\ds \norm {f g}_1\) \(=\) \(\ds \int \size {f g} \rd \mu\)
\(\ds \) \(\le\) \(\ds \paren {\int \size f^p \rd \mu}^{1 / p} \paren {\int \size g^q \rd \mu}^{1 / q}\)
\(\ds \) \(=\) \(\ds \norm f_p \cdot \norm g_q\)

where:

$\size {f g}$ denotes the absolute value function applied to the pointwise product of $f$ and $g$
the $\norm {\, \cdot \,}_p$ signify $p$-seminorms.


Source of Name

This entry was named for Otto Ludwig Hölder.

Pages in category "Hölder's Inequality for Integrals"

The following 4 pages are in this category, out of 4 total.