Canadian
Mathematical Society
Ren Erln Castillo Socit mathmatique
HumbertoRafeiro du Canada
An Introductory
Course in
Lebesgue Spaces
Canadian Mathematical Society
Societe mathematique du Canada
EditorsinChief
Redacteursenchef
K. Dilcher
K. Taylor
Advisory Board
Comite consultatif
M. Barlow
H. Bauschke
L. EdelsteinKeshet
N. Kamran
M. Kotchetov
An Introductory Course
in Lebesgue Spaces
123
Rene Erln Castillo Humberto Rafeiro
Universidad Nacional de Colombia Pontificia Universidad Javeriana
Bogota, Colombia Bogota, Colombia
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 lessknown di
rect approach for the Lebesgue spaces. We also decided to include a chapter briefly
touching upon the socalled 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 nonstandard
Banach spaces, IDPPTA: 6326 in the Faculty of Sciences of the Pontificia Uni
versidad Javeriana, Bogota, Colombia.
Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vii
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
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 451
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.
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 realvalued 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.
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.
Epi( f) f(x)
x
Fig. 1.2 Convexity defined via convex epigraph.
1.1 Convex Functions 3
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
Corollary 1.3 Let f be a convex realvalued function defined on [ , ] and a < x <
y < z < b in [ , ]. Then
yx zy
y= z+ x
zx zx
4 1 Convex Functions and Inequalities
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
Definition 1.4. Let f be a realvalued 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, Jconvex 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 realvalued continuous function defined in (a, b) such that
satisfies (1.5). Then f is convex in (a, b).
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
Theorem 1.6. Let f be a realvalued 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
6 1 Convex Functions and Inequalities
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
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 realvalued 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).
b b
f (x) dx = b f (b) a f (a) x f (x) dx. (1.10)
a a
8 1 Convex Functions and Inequalities
b f (b)
f (x) dx = b f (b) a f (a) f 1 (y) dy. (1.11)
a f (a)
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
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
1.2 Young Inequality 9
a b
ab f (x) dx + f 1 (y) dy.
0 0
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
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.
where
+ log x, if x > 1;
log x =
0, if 0 x 1.
and
ey1 , if y > 1;
(y) =
0, if 0 y 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
1.2 Young Inequality 11
= a log+ a + e1 [eb e] + 1
= a log+ a + eb1 1 + 1
finally
ab a log+ a + eb1 ,
which finishes the proof.
If a < f (x) < b for all x and is a convex function on (a, b), then
f d f d . (1.17)
(y) (t0 ) + (y 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
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.
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
where
f gd ( f ) gd
,
gd gd
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
1.19. 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,
logconvex 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 realvalued function such that
1 1
f (x) dx ( f (x)) dx
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?
16 1 Convex Functions and Inequalities
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
1.37. Let p and q be two real numbers with 0 < p < 1 and < q < 0 such that
p + q = 1. Prove that
1 1
1.3 Problems 17
a p bq
ab +
p q
for a and b positive real numbers.
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 PeterPaul inequality and examples
of its usefulness can be found in ODEs and PDEs.
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.
n 1 p ni=1 pi xi
i=1
n
xipi i=1 i ,
ni=1 pi
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 < p < . Minimize the function (t) = tp t and show that t tp + 1q ,
where 1/p + 1/q = 1. Taking t = sq/p
r
, show the validity of Youngs inequality rs
p q
p + q , for all r, s > 0.
r s
1.45. Let f : [a, b] R be a convex function. Prove that for all x (a, b), the function
f has finite lefthand derivative and finite righthand derivative.
1.46. Try to give a proof of Theorem 1.6 by using geometric insight and the defini
tion of convexity.
a1p1 a pm
a1 am +...+ m .
p1 pm
where p1 1, . . . , pm 1 and m
k=1 1/pk 1.
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 midconvex 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 socalled 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.
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 ndimensional vector
space Rn for which the functional
1p
n
xnp = xi  p (2.1)
i=1
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
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.
xk  yk 
= 1/p , = 1/q .
k=1 xk  p
n
k=1 yk q
n
We can interpret the inequality (2.2) in the following way: If x np and y nq
then x y n1 where stands for componentwise multiplication and moreover
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
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
We now want to extend the ndimensional 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 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 hyperharmonic series we have that the Hilbert cube is not contained in 1
but is contained in all p with p > 1.
Taking limits in (2.5), first to the righthand side and after to the lefthand 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
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
(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.
28 2 Lebesgue Sequence Spaces
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
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.
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
Since the other inequality is also true, we can deduce the equality
1q
f =  f (ek ) q
,
kN
Proof. Let x p , then n=1 xn  p < . Therefore there exists n0 N such that if
n n0 , then xn  < 1. Now, since 0 < p < q, then 0 < q p and xn qp < 1 if n > 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
The last series is convergent since it is a hyperharmonic series with exponent bigger
than 1, therefore x q (N). On the other hand
1
xn  p = n
n=1 n=1
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.
xm xn < .
(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.
32 2 Lebesgue Sequence Spaces
(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 righthand
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
whence
x lim inf x p . (2.12)
p
therefore
2.3 Space of Bounded Sequences 33
and % % % %
% n % % %
% % % %
%x k ek % = % k ek % 0
% k=1
% %k=n+1
%
1 1
g(x) k k  sup
kN
k  k  = x 1
sup k ,
kN
kN 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
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 nonseparability 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 counterexamples.
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.
We now deal with the discrete version of the wellknown 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
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
then 1 1q 1p
p
np
p1 anp
n=1 n=1
defined in the region D1 = {z C : 0 < z < 1}. We want to obtain the Laurent
expansion. In fact, if z < 1, then
2.4 Hardy and Hilbert Inequalities 37
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
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
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
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
38 2 Lebesgue Sequence Spaces
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
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.
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
lim k, j =
k, j
2.4 Hardy and Hilbert Inequalities 39
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:
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.
40 2 Lebesgue Sequence Spaces
1p 1q
am bn
am p
bn .
q
(2.20)
m,n=1 m + n sin m=1 n=1
p
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
2.5 Problems
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
2.23. As in the case of Example 2.2, draw the unit ball for 31 , 3 , and 32 .
2.26. Let {an }nZ and {bn }nZ be sequences of real numbers such that
k= an  < and bm  p <
n= m=
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 CauchyBunyakovskySchwarz inequality, which appears in Problem 2.25,
was first proved by Cauchy [6].
Chapter 3
Lebesgue Spaces
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.
/ = +.
with the usual convention that inf(0)
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 ,
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.
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
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 preLebesgue space L p (X, A , ) if
 f  d < , that is,
X
46 3 Lebesgue Spaces
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 , ).
3.2 Lebesgue Spaces with p 1 47
The inclusion in Theorem 3.10 is strict. To see this, consider the following
example.
then consider
1 1 1
dx dx
 f (x) p dx = = < ,
x p x p/
0 0 0
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.
1
dx = 1,
x2
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
Theorem 3.13. Let X be a countable set and # be the counting measure over X, then
L p (X, P(X), #) = p .
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.
 f (k) p
=  f (k) p d#.
k=1
Z+
3.2 Lebesgue Spaces with p 1 49
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.
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.
For p = 1, we have
f 1 = f (x) dm = 1 dm = m(Q [0, 1]) = 0.
[0,1] Q[0,1]
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
50 3 Lebesgue Spaces
[ f ] = {g L p (X, A , ) : g f } (3.3)
With the above taken into account, we now define a normed space based upon
the preLebesgue 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.
f + g p f p + g p .
The equality holds if A f  = Bg 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  = Bg 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
Now, consider = + and 1 = + note that 0 < < 1, then
3.2 Lebesgue Spaces with p 1 51
f + g pp ( f p + g p ) p
thus
f + g p f p + g p ,
which ends the proof.
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
x1/2 if x < 1,
f (x) =
0 if x 1.
52 3 Lebesgue Spaces
note that
dx
f (x) dx = = 4,
x
R [1,1]
(a + tb) p a p + ptba p1 .
Equality holds if there are constants a and b, not simultaneously zero, such that
a f  p = bgq a.e.
Proof. First consider p = 1 and q = , then clearly
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
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
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
54 3 Lebesgue Spaces
f g d f p gq .
X
gq/p
 f  = f p q/p
,
gq
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.
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
which is exactly
(1 )
 f  p gq(1 ) d  f  p d gq d .
X X X
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
i.e. 1/s
 f g d f p gq ,
s
X
56 3 Lebesgue Spaces
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 .
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
gq = 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.
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
FubiniTonelli theorem and the inequality  f   f .
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 ) .
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
i.e., f L p (X, A , ).
A = {x X :  f (x) > f },
X A
60 3 Lebesgue Spaces
then 1
lim inf f p ( f ) lim inf[ (A)] p ,
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
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 ,
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
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
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
3.3 Approximations
({x X : s(x)
= 0}) < .
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:
64 3 Lebesgue Spaces
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
sn f pp < p ,
f s p = ( f + s1 ) ( f s2 ) p f + s1 p + f s2 p < ,
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
3.3 Approximations 65
d(x, X \V )
g(x) = .
d(x, F) + d(x, X \V )
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 < .
{x : g(x)
= f (x)} V \ F.
66 3 Lebesgue Spaces
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
f s p < /2,
3.3 Approximations 67
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
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
68 3 Lebesgue Spaces
and
g(a) < g(x1 ) + /2
< /2 + /2
=
< 1/2,
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).
thus
f p < .
which shows the case 1.
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
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
70 3 Lebesgue Spaces
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 ,
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
f = gq1  sgn(g),
then
f g = gq1 sgn(g)g = gq .
Furthermore,
 f  = gq1  sgn(g),
from which  f  = gq1 , then  f  p = g p(q1) and  f  p = gq . We now have
F( f ) = f g d = gq d = gqq ,
X X
then
gqpq
gq d = gqq = gqp(q1) = ,
gqp
X
where
gqp gq d = gqpq ,
X
therefore
gqp  f  p d = gqpq ,
X
F( f )
gq ,
f p
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
F( f )
g , (3.22)
f 1
but
f g d  f gd ,
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.
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 < p < and define the sequence of measurable and
bounded functions by
g(x) if g(x) n,
gn (x) =
0 if g(x) > n.
74 3 Lebesgue Spaces
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,
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 = gq
n
1 1
g d lim
q
gn q d M q ,
n
0 0
gq M.
E = {x : g(x) M + }
f 1 = (E),
where
1
M (E) = M f 1 f g d (M + ) (E),
0
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
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
(B) = 0.
76 3 Lebesgue Spaces
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 < p < . Since gq > 0 we can find {sn }nN a sequence of nonnegative
simple functions such that sn gq 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
1
F( f ) = f g d
0
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
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
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
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
which entails
lim F(n ) = F( f ).
n
n  M
gM gn gM
then
gn  gM Mg,
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
F( f ) F f p
i.e.
1
f g d F f p ,
0
gq F.
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 < .
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 ,
1
F( f ) = f gd .
0
Theorem 3.42 can be extended to a finite measure space using a standard ap
proach from passing to finite to finite measure spaces.
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
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
lim An E p = 0.
n
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
84 3 Lebesgue Spaces
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 RadonNikodym theorem for measures (signed) finite,
there is a measurable function g such that
(E) = g d
E
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
gq M = T . (3.26)
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 .
Define
gn (x) if x Xn ,
gn (x) =
0 / Xn .
if x
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
T q ,
gq T . (3.31)
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.
88 3 Lebesgue Spaces
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 HahnBanach
normversion 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 .
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,
(X) = X ,
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
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.
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
Observe that
2
lim (x) cos(nx)dx = 0.
n
0
lim ( fn ) = ( f )
n
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
since (X) < we can use Egorovs theorem to guarantee that there exists n0 N
and A A such that (A) < and
92 3 Lebesgue Spaces
 fn (x) f (x) <
2(g1 + 1)
A Ac
g1
2M +
4M 2(g1 + 1)
=
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
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
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
Since {Ck,1 }kN is a sequence of real numbers and is also bounded by (3.32), we can
invoke BolzanoWeierstrass 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
94 3 Lebesgue Spaces
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
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.,
for all g Lq (R). By the Riesz representation theorem, there exists f L p (R) such
that
T = f p ,
3.6 Weak Convergence 95
therefore
lim fkm g dm = f g dm,
n
R R
functions. As a consequence
is measurable, therefore
E = {x X :  f (x) > }
is measurable in [0, ).
On the other hand, since is C1 , therefore
(x, ) ( )E (x)
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
Corollary 3.55 Let (X, A , ) be a finite measure space and f where 0 < p < .
Therefore,
 f  d = p p1 ({x X :  f (x) > })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.
3.6 Weak Convergence 97
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
Therefore
1
({x :  f (x) > n})  f  p d ,
np
X
from which
lim ({x :  f (x) > n}) = 0,
n
and we get
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
98 3 Lebesgue Spaces
and finally
lim t ({x X :  f (x) > t}) lim
p
 f  p d = 0.
t t
{x: f (x)>t}
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 LebesgueStieltjes integral
dD f = d ,
0 0
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
then
Therefore
({x X : a <  f (x) b})
= ({x X :  f (x) > a}) ({x X :  f (x) > b})
= D f (a) D f (b).
(E) = ( f 1 (E))
Thus
 f d =  f 1 (E) (x)d
X X
= ( f 1 (E))
= (E)
= E d
0
100 3 Lebesgue Spaces
= 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
 f d = dD f .
X 0
sup Th f f p .
h
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
Therefore
p1 p
Th f f  dm 2  f  p dm +
p
 f  p dm .
2
E E (Eh)
We now obtain
m( \ [ ( )]) m( \ ) + m \ ( ) 2 + m( ) = .
1
sup Th f f p, {x<2r} .
h<0 2
Therefore
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 socalled Minkowski functional. This type of norm will be fully
exploited in Chapter 7.
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
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
and L p (w) = Lq w1q .
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 < p < ,
0 0 0
where D f ( ) = m x :  f (x) > .
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
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
3.8 Weighted Lebesgue Spaces 107
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 < u < 1, then 1/u > 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
Theorem 3.65 Let f L p (w) with 1 < p < . If w is a nondecreasing weight such
that
p 1/p 1/p
x
1 p
f (t)dt w(x)dx p 1 [ f (x)] w(x)dx
p
x
0 0 0
holds, then
r
w(x)
r p
dx B w(x)dx,
xp
r 0
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 %
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 + b2 + a b2 (3.41)
for all a, b R.
for all t [1, 1]. It is clear that f is differentiable in [1, 1] and calculating the first
derivative of f we obtain
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).
a + b p + a b p 2 p1 (a p + b p ).
110 3 Lebesgue Spaces
Proof. In virtue of Lemma 3.67 and the parallelogram law we can write
p2
2 p (a p + b p )2/p ,
and s
a b as bs
+ + .
2 2 2 2
(t) = st s1
3.9 Uniform Convexity 111
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
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
xs + 1 (x2 + 1)s/2 .
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
On the other hand, the function p(t) = t s is convex on [0, ) for s > 2, then
for all t > 0 without lost of generality we might suppose that a < b since a, b > 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
a + b p + a b p 2 p1 (a p + b p ).
 f + g p +  f g p 2 p1 ( f  p + g p ),
f + g pp + f g pp 2 p1 ( f pp + g pp ).
f + g pp 2 p1 ( f pp + g pp ) f g pp
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
3.9 Uniform Convexity 113
Second case 1 < p < 2. From Lemma 3.69 and if 1/p + 1/q = 1 then q = p/(p
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
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 MilmanPettis (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 = (x2 + y2 )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 MilmanPettis 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
T ( f ) p = f p ,
for all f L 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
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)
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.
f + g pp + f g pp = 2( f pp + g pp )
f g pp = f pp + g pp (3.48)
f + g pp + f g pp = 2( f pp + g pp ).
i.e.
& '
 f + g p +  f g p 2( f  p + g p ) d = 0.
X
 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 ma.e.
such that
T ( f )(x) = h(x) f ( (x)).
The function is defined ma.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 ).
T ( A ) T ( B ) = 0
(A B) = (A) (B), if A B = 0.
/
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
118 3 Lebesgue Spaces
(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
(A) = 1 (A)
for any Borel set A. Then, since the set (A) is unique ma.e., then the function is
unique ma.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 ,
hC = T (CA ) + T (CAc ).
Then
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
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, 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 ma.e., in fact let h0 be another function such that T ( f ) =
h0 f ( ()) given that f is arbitrary, we get equality ma.e., i.e., h = h0 .
120 3 Lebesgue Spaces
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.
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}.
therefore d( f , g) 0.
If d( f , g) = 0, then
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
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),
1
d( f + h, g + h) =  f + h (g + h) p dt
0
1
=  f g dt
0
= d( f , g).
122 3 Lebesgue Spaces
which is a continuous realvalued 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 here it follows that for each natural number k there exists a small natural num
ber nk such that
3.11 Lebesgue Spaces with 0 < p < 1 123
1
 fn (x) fm (x) p d < for m nk , n nk ,
3k
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
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
124 3 Lebesgue Spaces
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
3.11 Lebesgue Spaces with 0 < p < 1 125
(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 HahnBanach 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 quasitriangle 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
126 3 Lebesgue Spaces
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 ,
 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
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
3.11 Lebesgue Spaces with 0 < p < 1 127
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 ,
X X X
from which
1/p 1/q
 f  p d f gd gq d ,
X X X
hence f p gq f gd .
X
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 + gq(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 ) .
3.88. 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
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
3.94. 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
3.98. 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.
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
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
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
3.109. 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
f g
= a.e.
f p g p
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
f gr f p gq .
with 1 < p < , where the supremum is taken over all partitions of the interval
[a, b]. The set of all functions with pvariation 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 .
134 3 Lebesgue Spaces
k
1
T f (k ) = f (t) dt
k k1
k1
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 < .
f q f p f 1
r
.
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
3.136. 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
136 3 Lebesgue Spaces
for all f S.
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
Calculate vn (p).
Hint: Calculate the following integral
p
Ip = ex p dx.
Rn
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 = (x2 +y2 )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
3.13 Notes and Bibliographic References 137
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
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 subadditive and
submultiplicative 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.
Suppose that (X, A , ) is a measure space and let F(X, A ) denote the set of all
A measurable functions on X.
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 +.
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.
(e) D f g (1 2 ) D f (1 ) + Dg (2 );
= D f ( 0 )
(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) > ,
and thus Dg ( ) D f ( ).
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 ).
142 4 Distribution Function and Nonincreasing Rearrangement
and thus D f g (1 2 ) D f (1 ) + Dg (2 ).
and thus
(
D f ( ) = (E f ( )) = E f n ( ) = lim (E fn ( )) = lim D fn ( ).
n n
n=1
With the notion of distribution function we are ready to introduce the decreasing
rearrangement and its important properties (Fig. 4.1).
/ = .
taking the usual convention that inf(0)
f f
Notice that
f (0) = inf 0 D f ( ) = 0 = f ,
:
since
f = inf 0 : {x X :  f (x) > } = 0 .
which shows that f is the left inverse function of the distribution function D f .
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 ( )} ,
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
144 4 Distribution Function and Nonincreasing Rearrangement
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;
(d) If f F(X, A ), then f (t) = DD f (t) for all t 0 (this result tell us that f is
rightcontinuous);
(f) If  fn   f , then fn f ;
then
inf 0 : D f ( ) u inf 0 : D f ( ) t ,
then
D f ( ) = m {t 0 : f (t) > } = m 0, D f ( ) = D f ( )
for all 0.
then
f (t) = m { 0 D f ( ) > t} = DD f (t).
:
=   f (t),
where =   .
since D fn (t) D fn+1 (t) we have Fn (t) Fn+1 (t) and thus
146 4 Distribution Function and Nonincreasing Rearrangement
(
EF1 (t) EF2 (t) . . . and EF (t) = EFn (t)
n=1
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).
f (t) h (t) = sup Fn (t) sup inf fm (t) = lim inf fn (t).
n1 n1 m>n
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
4.2 Decreasing Rearrangement 147
> 0 : Dg ( ) t > 0 : D f ( ) t ,
therefore
inf > 0 : D f ( ) t inf > 0 : Dg ( ) t ,
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),
D f E ( ) D f ( ),
then
0 : D f E ( ) > t 0 : D f ( ) > t .
Hence
DD f E (t) DD f (t),
which is equivalent to
f E (t) f (t), (4.5)
for all t 0.
148 4 Distribution Function and Nonincreasing Rearrangement
Thus
F (t) = E f ( ) (t),
which ends the proof.
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 rightcontinuous decreasing function f equimea
surable with f .
Proof. Let f1 and f2 be two different rightcontinuous 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
And then by the right continuity of f1 there exists an interval [t0 ,t1 ] such that
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 ) + }
4.2 Decreasing Rearrangement 149
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 ) + } ,
Since
f (t) = inf > 0 : D f ( ) t ,
Ds ( ) = (A1 A2 ) = (A1 ).
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
Therefore
2 1 if 0 1,
D f ( ) =
0 if > 1.
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
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
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).
Hence, for any t such that A B < t < (A B), we have
152 4 Distribution Function and Nonincreasing Rearrangement
and
( f g) (t + u) f (t)g (u) (4.7)
hold for all t, u 0. In particular
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 .
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.
which is our desired inequality. The rest of the theorem now follows by taking
t0 = u = t/2.
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
The next theorem is quite important. It shows, in particular, that the integral of a
function and the decreasing rearrangement have the same value.
154 4 Distribution Function and Nonincreasing Rearrangement
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)%.
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
(E)
 f  d f (t) dt,
E 0
for all E A .
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
4.2 Decreasing Rearrangement 157
(A) b 0,
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
t t t
( f + g) (s) ds f (s) ds + g (s) ds. (4.11)
0 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
where the coefficients a j are positive and 0 < t1 < t2 < . . . < tn .
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
4.2 Decreasing Rearrangement 159
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
for n N.
Proof. This follows from Corollary 4.20 and the principle of induction.
160 4 Distribution Function and Nonincreasing Rearrangement
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
(D j )
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
(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
162 4 Distribution Function and Nonincreasing Rearrangement
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
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
where
h(x) if x XN ;
h(x) =
0 if x
/ XN .
4.2 Decreasing Rearrangement 163
Thus, if we take
for t > 0.
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.
Theorem 4.26. Let (X, A , ) be a totally finite measure space and let us take
f L1 (X, A , ). Then
164 4 Distribution Function and Nonincreasing Rearrangement
+
+
(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
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
4.2 Decreasing Rearrangement 165
Then
t
+
1 1
f (t) = f (s) ds + f d ,
t t
0 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
166 4 Distribution Function and Nonincreasing Rearrangement
t +
1 1
+  f  d f (s) ds
t t
X 0
+
1
inf +  f  d f (t). (4.22)
>0
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
yielding
t f (t) g (t)  f  g d f g d .
X X
4.2 Decreasing Rearrangement 167
Then
lim fn (t) = f (t).
n
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
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
Finally
lim fn (x0 ) = f (x0 ).
n
168 4 Distribution Function and Nonincreasing Rearrangement
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
It follows that
ck if dk1 t dk , 1 k n
f (t) =
0 if dn t.
f (t) = (t).
In this section we will take the definition of the ndimensional Fourier transform of
f as
F f (x) = f4(x) = eixt f (t) dt.
Rn
4.3 Rearrangement of the Fourier Transform 169
Lemma 4.30. Let f (x) = sinc(x) (where sinc(x) = sin(x)/x is the socalled cardinal
sine function), then
f (t) (3 + t)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
170 4 Distribution Function and Nonincreasing Rearrangement
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
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 (at). 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
4.3 Rearrangement of the Fourier Transform 171
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
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
4.3 Rearrangement of the Fourier Transform 173
k
= m {x N/2, N/2 :  f4(x) > + }
j=1
k m {x :  f4(x) > + } ,
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) ,
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
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 .
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).
h = f g = f g + f g =: h1 + h2 .
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
4.3 Rearrangement of the Fourier Transform 175
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),
t
Proof. Fix t > 0. Select a doubly infinite sequence {yn }nN whose indices ranges
from to + such that
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).
= h1 + h2 .
with
h (t) h
1 (t) + h2 (t).
The series on the right is an infinite Riemann sum for the integral
D f (y) dy,
f (t)
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
By adding more points to the Riemann sum if necessary, we may assume that
the lefthand 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
Therefore, we have
f (t)
h1 (t) D f (y)g D f (y) dy
0
= ug (u)d f (u)
t
178 4 Distribution Function and Nonincreasing Rearrangement
= 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
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
4.3 Rearrangement of the Fourier Transform 179
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
1& '
= f (u) f (u)
u
180 4 Distribution Function and Nonincreasing Rearrangement
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
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.
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) = eax and ga (x) = eax for x R.
2
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
182 4 Distribution Function and Nonincreasing Rearrangement
0 s t (X), then Es Et .
Abstract In this chapter we study the socalled weak Lebesgue spaces which are one
of the first generalizations of the Lebesgue spaces and a prototype of the socalled
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 quasinorm. The Lyapunov inequality and the Holder
inequality are shown to hold.
We start with a simple observation that will be used when defining the weak
Lebesgue space.
and 1/p
B= sup D f ( )
p
.
>0
Therefore
p 3
C
= inf C > 0 : D f ( ) > 0 B. (5.2)
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 = .
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:
L p L(p,) . (5.3)
and hence % % % %
% %
% f  L(p,) % % f  L p % . (5.4)
Proof. If f L p , then
% %p
p {x X :  f (x) > }  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
p
1 dx
dx = ,
x1/p x
0 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 ,
Proof. (a) Fix 0 < p < . Theorem 5.3 gives that for all > 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
< p +1 ,
1
fn f  L(p,) = sup p D fn f ( )
>0
fk, j = k1/p ( j1 , j ) k 1, 1 j k.
k k
Consider the sequence { f1,1 , f2,1 , f2,2 , f3,1 , f3,2 , f3,3 , ...}.
Observe that
1
m {x [0, 1] : fk, j (x) > 0} = ,
k
thus
lim m {x [0, 1] : fk, j (x) > 0} = 0,
k
m
that is fk, j 0.
and such that n1 < n2 < ... < nk < .... Define the sets
Ak = x X :  fnk (x) f (x) > 2k .
.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).
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
190 5 Weak Lebesgue Spaces
.
;
lim fn j (x) when x
/ Ak ,
j m=1 k=m
f (x) =
.
;
when x
0 Ak ,
m=1 k=m
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.
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 .
 f (x) d = q
q
q1 D f ( )d
X 0
M
=q q1
D f ( )d + q q1 D f ( )d ,
0 M
5.3 Interpolation
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 = .
192 5 Weak Lebesgue Spaces
and set % % 1
% f  L(q,) %q qp
B= % % . (5.14)
% f  L(p,) % p
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 Lebesguemeasurable functions f on R that satisfy
n
 f (x) p dx < , (5.16)
K
5.3 Interpolation 193
for any compact subset K of Rn . Functions that satisfy (5.16) with p = 1 are called
locally integrable functions on Rn .
Functions in L p (Rn ) for 0 < p < 1 may not be locally integrable. For example,
take f (x) = x n {x:x1} 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.
Hence
a1 (a1 + a2 ) 1 + a2 (a1 + a2 ) 1 a1 + a2 ,
next, pulling out the common factor on the lefthand side of the above inequal
ity, we have
(a1 + a2 ) 1 (a1 + a2 ) a1 + a2 ,
(a1 + a2 ) a1 + a2 .
194 5 Weak Lebesgue Spaces
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
(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 ,
5.3 Interpolation 195
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
then
N N
a j N 1 aj .
j=1 j=1
We now obtain some bound for the norm of the sum of functions in weak
Lebesgue spaces.
% j=1 % j=1
196 5 Weak Lebesgue Spaces
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
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
and
0 when ,
D f ( ) =
D f ( ) D f ( ) when < .
(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 < p < p1 .
198 5 Weak Lebesgue Spaces
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  } ,
and hence
0, when ,
D f ( ) = (5.18)
D f ( ) D f ( ), when < .
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 ( )
200 5 Weak Lebesgue Spaces
= 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 ( ).
% %
% 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
Theorem 5.16 Let (X, ) be a measure space and let E be a subset of X with
(E) < . Then
(a) for 0 < q < p we have
p / 01 qp % %
% f  L(p,) %q
 f (x)q d (E) for f L(p,) .
pq
E
 f q d
E
=q q1 {x E :  f (x) > } 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
202 5 Weak Lebesgue Spaces
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
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.
0< (E)< pr
1r
p % %
= % f  L(p,) %.
pr
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.
204 5 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,)
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
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}
% % 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
s
% %p d
% f  L(p,) %
p
0
s1p % %
% f  L(p,) % p .
=
1 p
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
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  }
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 logconvex type inequality for the weak Lebesgue spaces, the
socalled 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 ,) % .
/ 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
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
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)
On the other hand, note that
p
p1 x1p1 = p j x j j for 2 j k. (5.21)
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
, 
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
p1 p1
M 1
= + +1+...+1
M
p1 p1
M 1
= + + k 2 ,
M
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 quasinorm.
Theorem 5.24. The weak Lebesgue space with the quasinorm  L(p,) is com
plete for all 0 < p < .
Proof. Let { fn }nN be a Cauchy sequence in (L(p,) ,  L(p,) ). Then for every
> 0 there exists an n0 N such that
fn fm  L(p,) < p +1
1
5.5 Problems 213
if m, n n0 , that is,
1/p
= fn fm  L(p,) < p +1 .
1
sup D fn fm ( )
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) > } < ,
p +1
1
< ,
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,)
214 5 Weak Lebesgue Spaces
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,)
5.30. 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 oneparameter depen
dent. We now study the socalled 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.
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 righthand 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
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
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 ).
218 6 Lorentz Spaces
Proof. (a) Assume that f and g are two functions in F(X, A ). The particular case
of theorem1.2.3 implies that
(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.
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 .
Proof. (a) We start with the case when 1 p < q < . Take
and
g(x) = [0,h] (x) + (1 + )[a+h,a+2h] (x),
where a, h, > 0. It is easy to see that f (t) = g (t) = f (x) and since
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
220 6 Lorentz Spaces
If we define a function f as
x
q
f (x) = t p 1 dt,
0
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
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).
6.1 Lorentz Spaces 221
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) ,
= 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
4 if 0 < x < 22p
g(x) =
0 otherwise.
Then
222 6 Lorentz Spaces
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 ,
222q + 21q 2q ,
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 < p < and 0 <
q we have the identity
1/q
, 1/p q
d
f (p,q) = p1/q D f ( ) .
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
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
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
224 6 Lorentz Spaces
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 nonnegativevalue 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
then
h (t)t p q k(t) dt : k F0
1 1
sup and kLq (0,) = 1 h(p,q) . (6.7)
0
6.1 Lorentz Spaces 225
/ 1 1 0q1
Now, let k(t) = c t p q h (t) , clearly k is a nonnegative valued nondecreasing
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
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
226 6 Lorentz Spaces
= f (p,q) + g(p,q) .
Since kLq (0,) = 1, this together with Theorem 6.6 establishes (6.9).
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 (p,q) g(p ,q ) .
6.2 Normability
One can associate the socalled Lorentz spaces with the preLorentz spaces. In order
to do that let us define a relation on L(p,q) (X, A , ) as follows:
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 subadditive 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 subadditive 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
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)
228 6 Lorentz Spaces
The subadditivity of the maximal operator (6.12) means that if the set
f F(X, A ) : f pq <
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, ].
(b) q
q
q
q
f (s) ds t r1 dt s f (s) sr1 ds.
r
0 t 0
/ 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
230 6 Lorentz Spaces
q
t q
q
q
f (s) ds t r1 dt s f (s) sr1 ds.
r
0 0 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
f (s) ds t r1 dt s f (s) sr1 ds.
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
232 6 Lorentz Spaces
p
f p f pp f p,
p1
therefore the two norms are equivalent.
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
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 , ).
/ 0q t q
f (t)
s p 1 ds
0
p / 0q q/p
= f (t) t ,
q
from which (6.17) follows.
1/q
Corollary 6.16 Let f L(p,q) . Then f (p,) f p q
p f pq .
6.3 Completeness
We are now ready to prove completeness which follows, as in the ordinary L p case,
from the Riesz theorem.
fm fn pq 0 as n, m ,
as n, m .
as m, n , then
1/p 1/p
sup {x X :  fm (x) fn (x) > }
p
= sup D fm fn ( )
p
0
>0 >0
Let > 0 be arbitrary. Since { fn }nN is Cauchy there exists an n0 N such that
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
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
Theorem 6.21 (Separability). The Lorentz L(p,q) (X, A , ) space is separable for
0 < p < and 0 < q < if and only if the measure is separable.
Proof. Assume first that is a separable measure and let A be any measurable set
with finite measure and > 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.
A j = {x X : s(x) = j }
for all j = 1, 2, . . . , m.
We can then define a new simple function
238 6 Lorentz Spaces
m
s8 = jB j
j=1
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 .
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.
(ii)
1/q
1/p
 (E) p
q (E) T when q < ,
and
1/p
 (E) T (E) for q = .
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
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 RadonNikodym theorem, there exists a complex
valued measurable function g (which satisfies g d < for all n) such that
Xn
(E) = T (E ) = gE 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
242 6 Lorentz Spaces
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) .
(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
and
{g > } f g d T f (p,q) . (6.23)
X
244 6 Lorentz Spaces
Since
 f  = gg1 {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
g(p ,) T .
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
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
246 6 Lorentz Spaces
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
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 < p < and q = 1 we can use that
1/p 1/p dt 1/p 1/p dt
t f (t)t g (t) t f (t) sup s g (s)
t s>0 t
0 0
248 6 Lorentz Spaces
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
By the linearity of the integral and density of simple functions it follows that
T ( f ) = g f d
X
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
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
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
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
t t
f (s) ds g (s) ds + h (0) ds = g d + th = gL1 + th .
0 0 0 X
t0
= f (s) ds
0
t
f (s) ds < ,
0
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
=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 = gd =  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
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
and
1
f (s) ds = f L1 +L .
0
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.
(M f ) ( f ) c f (t)
Proof. Fix t > 0. For the lefthand 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
M f p c f p
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.
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
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
256 6 Lorentz Spaces
 f (x) log+  f (x) d (x) < (6.37)
X
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
(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
6.7 L exp and L log L Spaces 257
(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
(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
t t
1 1
f (t) = f (t) ds 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 latter quantity involving the subadditive 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 subadditive 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
260 6 Lorentz Spaces
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 subadditive, it is easy to
prove directly that this qualities define norms under which L log L and L exp are
rearrangementinvariant 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 gd =  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
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
262 6 Lorentz Spaces
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.
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=
6.8 Lorentz Sequence Spaces 263
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
a (n) a (n)
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
264 6 Lorentz Spaces
and
f (n) f (t) dt.
n=m
m1
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 quasinorm. 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
6.8 Lorentz Sequence Spaces 265
pq = s(p,q) if 1 q p.
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
That is
a(k) a (k), (6.48)
kE k=1
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
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) = eax and ga (x) = eax for x R.
2
%6.40. On n
( f )(x) = f ( x), > 0, be the dilation operator. Show that
% R , letn/p
% ( f )% = f (p,q) .
(p,q)
6.42. 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
6.44. 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
M f L(p,) C f p
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))
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
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.
Our goal in this section is to define the socalled 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
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
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
k=1
/ L p() ( ).
which means that 2 f0
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
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 socalled Luxemburg norm, also
known as LuxemburgNakano 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.
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
\
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 righthand side of the inequality
in (7.13) is a consequence of (7.7), and the lefthand side of (7.14) holds since
g(p) = 1 for g(x) = f (x)/ f (p) .
274 7 Nonstandard Lebesgue Spaces
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.
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 seminorm 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.
7.1 Variable Exponent Lebesgue Spaces 275
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 .
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)
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 righthand 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 nonpositive 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.
276 7 Nonstandard Lebesgue Spaces
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
The LuxemburgNakano 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
\
Theorem 7.18. The norms (7.9) and (7.27) are equivalent, i.e.
278 7 Nonstandard Lebesgue Spaces
1
f L p() ( ) f 1p f L p() ( ) (7.28)
2
where f L p() ( ), 1 p(x) , p+ < .
Proof. The righthand side inequality in (7.28) is equivalent to
inf > 0 : F( ) + c/ 1 0 + c,
c = f L ( ) , 0 = f (p) .
and
c c
inf > 0 : F( ) + 1 inf > 0 : 1 = c,
0 +c
since the lefthand side inequality is not less that 2 .
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
7.1 Variable Exponent Lebesgue Spaces 279
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 ()
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
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
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)
280 7 Nonstandard Lebesgue Spaces
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.
if uL p() ( ) 1 and vLq() ( ) 1, which follows from the Holder inequality (7.29)
and the estimate (7.20).
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
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
7.1 Variable Exponent Lebesgue Spaces 281
lim fk f L p() ( ) = 0.
k
<
Theorem 7.23. Let 0 r(x) p(x) and let m( \ (r)) < . If (r)
(p) and
R := sup r(x),
x (p)\ (r)
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:
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)
\
m N
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
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)
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
f m L p() ( ) 4 .
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 CruzUribe 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
(
k
Fk = E j.
j=1
Then % % % %
% % % %
%E Fk % C%E Fk % = C m(E\Fk )1/p+ .
L p() ( ) p+
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 RadonNikodym Theorem, there exists g L1 ( ) such that
(E ) = (E) = E (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.
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
286 7 Nonstandard Lebesgue Spaces
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
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
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
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
Moreover,
 j(x) p (x) dx = lim  jm (x) p (x) dx 1,
m
\ (p ) \ (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 righthand side of the inequality
288 7 Nonstandard Lebesgue Spaces
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)
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 )
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)
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)
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
290 7 Nonstandard Lebesgue Spaces
sup f (x) (x) dx > 1
N,k
p () ( )1
where
(x), when  f (x) N and x k;
N,k
(x) =
0, otherwise.
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