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Chapter 6 Lp Spaces
Yung-Hsiang Huang∗
2017/08/20
(b) For 1 < p < ∞, in its proof, we know the equality holds in Minkowski inequality if and
only if the ones in triangle and Hölder’s inequalities hold, that is, if and only if f (x)g(x) ≥ 0
for a.e. x, and there are constants α, β ≥ 0 such that |f (x)|p = α|f (x) + g(x)|p and |g(x)|p =
β|f (x) + g(x)|p for a.e. x. Combining them, we know the equality holds in Minkowski if and
only if f (x) = γg(x) for a.e. x, for some γ ≥ 0.
(c) For p = ∞. Define the set Af = {{xn }} where {xn } is a sequence in X with |f (xn )| → kf k∞ .
We claim that kf + gk∞ = kf k∞ + kgk∞ iff either one of the functions is 0 a.e., or Af ∩ Ag
is nonempty and for some {xn } ∈ Af ∩ Ag , where f (xn ) → a and g(xn ) → b, there is a λ > 0
such that b = λa.
kf k∞ + kgk∞ = lim |f (xn )| + lim |g(xn )| = |a| + |b| = |a + b| = lim |f (xn ) + g(xn )| ≤ kf + gk∞ .
n n n
(⇒) We assume both functions are not zero, so kf k∞ and kgk∞ > 0. Since there exists xn
such that |(f + g)(xn )| → kf + gk∞ = kf k∞ + kgk∞ . By a contradiction argument, we see
∗
Department of Math., National Taiwan University. Email: d04221001@ntu.edu.tw
1
|f (xn )| → kf k∞ and |g(xn )| → kgk∞ , that is, {xn } ∈ Af ∩ Ag . If f (xn ) → kf k > 0 and
g(xn ) → −kgk < 0, then |f (xn ) + g(xn )| → |kf k∞ − kgk∞ | < kf k∞ + kgk∞ = kf + gk∞ , a
contradiction. Similarly, it’s impossible that f (xn ) → −kf k and g(xn ) → kgk. Hence we get
kgk∞
the desired result with λ = kf k∞
.
2. Proof. (a),(b) and (c)(⇐) are obvious, we also omit (d) since it’s proved in many textbooks.
1
(c)(⇒): Given m ∈ N there exists Mm ∈ N such that for all n ≥ Mm , kfn − f k∞ < m
. Then
for such (m, n), there is Xnm ∈ M such that µ(Xnm ) = 0 and |fn − f | < 1
m
on X \ Xnm . Take
E c = ∪∞ ∞ m
m=1 ∪n=Mm Xn
(e) is proved by partition the given range [−kf k∞ , kf k∞ ) equally into 2k disjoint closed-open
subintervals, and for each k ∈ N, consider the proper simple function fk corresponding to the
sets
n j j+1 o2k −1
{x : kf k∞ k ≤ |f (x)| < kf k∞ k }, {x : kf k∞ = |f (x)|} .
2 2 j=−2k
min(p,r)
Theorem 1. Let Lpq := Lp + Lq . Then (a) Lpq + Lrs = Lmax(q,s) (b) Lpq · Lrs = Luv , where
u−1 = p−1 + r−1 ; v −1 = q −1 + s−1 (c) Lpq (Lpq00 + Lpq11 ) = Lpq · Lpq00 + Lpq · Lpq11 .
5. Suppose 0 < p < q < ∞. Then Lp 6⊂ Lq iff X contains sets of arbitrarily small positive
measure, and Lq 6⊂ Lp iff X contains sets of arbitrarily large finite measure. What about the
case q = ∞
2
Proof. Since the first and second assertions are dual to each other, we only prove the first one.
(⇐) By assumption, there is a sequence of sets {Fn } with 0 < µ(Fn+1 ) < 3−1 µ(Fn ) for all
n ∈ N and µ(F1 ) < 1/3. Let En = Fn \ ∪∞ n+1 Fj , then we obtain a sequence of disjoint sets
En with 0 < 2−1 µ(Fn ) < µ(En ) < 3−n . Finally we consider the function f =
P
an χEn with
an = µ(En )−1/q which is in Lp but not in Lq .
(⇒) Assume there is c > 0 such that any set with positive measure has measure ≥ c. Take
f ∈ Lp and consider the sets An = {x : n ≤ |f (x)| < n + 1}. By Chebyshev’s inequality, for
n ≥ 1, either µ(An ) ≥ c or µ(An ) = 0. Since f ∈ Lp , only finitely many n such that µ(An ) ≥ c.
So f ∈ Lq and thus Lp ⊂ Lq , which is a contradiction.
On the other hand, Lp 6⊂ L∞ iff X contains sets of arbitrarily small positive measure. The
proof for (⇐) is the same as above except taking an = µ(En )−1/(p+1) now. The proof for (⇒)
is the same.
Remark 3. A. Villani [19] simplified Romero’s previous work [14] and show that the followings
are equivalent: Let 0 < p < q ≤ ∞. (i) Lp (µ) ⊆ Lq (µ) for some p < q; (ii) Lp (µ) ⊆ Lq (µ) for
all p < q; (iii) inf{µ(E) : µ(E) > 0} > 0. In the case q < p, condition (iii) is replaced by (iii)’
sup{µ(E) : µ(E) < ∞} < ∞.
This is then generalized by Miamee [12] to the more geneal relation Lp (µ) ⊆ Lq (ν).
Proof. (i) If p1 < ∞, then consider f (x) = x−1/p1 χ(0, 1 ) (x) + x−1/p0 χ(2,∞) (x). If p1 = ∞, then
2
−1/p0
consider f (x) = | log x|χ(0, 1 ) (x) + x χ(2,∞) (x).
2
(ii) If p1 < ∞, then f (x) = x−1/p1 | log x|−2/p1 χ(0, 1 ) (x) + x−1/p0 | log x|−2/p0 χ(2,∞) (x). If p1 = ∞,
2
θ 1−θq
7. Proof. We may assume f 6≡ 0. For each q ∈ (p, ∞), we know kf kq ≤ kf kpq kf k∞ where
θq = q −1 p → 0 as q → ∞. Therefore lim supq→∞ kf kq ≤ kf k∞ . On the other hand, given
∈ (0, kf k∞ ), there exist a measurable set E = E() with µ(E) > 0 such that kf k∞ − < |f |
R
on E. Since f ∈ Lp , µ(E) < ∞. Integrating both sides on E, we see (kf k∞ − )µ(E) < E |f | ≤
3
1 1
kf kq µ(E)1− q and hence kf k∞ − < kf kq µ(E)− q . Therefore, kf k∞ − ≤ lim inf q→∞ kf kq .
Since > 0 is arbitrary, kf k∞ ≤ lim inf q→∞ kf kq ≤ lim supq→∞ kf kq ≤ kf k∞ .
8. Suppose µ(X) = 1 and f ∈ Lp for some p > 0, so that f ∈ Lq for q ∈ (0, p).
Proof. (a) If − log |f |q ∈ L1 , then this is Jensen’s inequality. See Exercise 3.42.
R
If − log |f |q 6∈ L1 , then | log |f |q | = ∞ and
Z Z Z Z Z
| log |f | | = log |f | χ{|f |>1} − log |f | χ{|f |≤1} ≤ |f | χ{|f |>1} − log |f |q χ{|f |≤1}
q q q q
R R
Since f ∈ Lq , log |f |q χ{|f |≤1} = −∞. Therefore log |f | = −∞ which implies the inequality.
(b) Since log(x) ≤ x − 1 for all x > 0. Let x = kf kqq , we yields the first inequality. The second
assertion is a consequence of monotone convergence theorem.
R R
(c) By (a), kf kq ≥ exp( log |f |) for all q ∈ (0, p), and then lim inf q→0 kf kq ≥ exp( log |f |). On
R R
the other hand, from (b) we know lim supq→0 log kf kq ≤ lim supq→0 ( |f |q − 1)/q = log |f |.
R
Taking the exponential of both sides, we have lim supq→0 kf kq ≤ exp( log |f |).
9. Proof. The first assertion is Chebyshev’s inequality. To prove the second one, we notices the
convergence in measure implies convergence a.e., up to a subsequence, and then the limit
function |f | ≤ g. This implies the desired result by LDCT and the fact |fn − f | ≤ 2g.
Remark 4. The first assertion is trivial true for p = ∞, but the second one is false.
10. Suppose fn , f ∈ Lp , fn → f a.e. for some p ∈ [1, ∞). Then kfn kp → kf kp ⇐⇒ kfn − f kp → 0.
Proof. ”⇐=” part is easy (we don’t need to assume pointwise convergence here). ”=⇒” part
is an application of Fatou’s lemma to the functions 2p |fn |p + 2p |f |p − |fn − f |p ≥ 0. (Another
method is through Egoroff’s theorem and Fatou’s lemma, see Rudin [15, Exercise 3.17(b)].)
Remark 5. Rudin [15] mentions that the proof seems to be discovered by Novinger [13], where
an application to F.Riesz’s theorem on mean convergence of H p functions to their boundary
function is mentioned. See Duren [7, Theorem 2.6 and 2.2] and Rudin [15, Theorem 17.11].
If fn → f a.e., by Fatou’s lemma, we always have kf kp ≤ lim inf kfn kp . What can be said
about kf kp . There is a more general and quantitative result:
Theorem 6 (Brezis-Lieb lemma[4]). Suppose fn → f a.e. and kfn kp ≤ C < ∞ for all n and
for some 0 < p < ∞. Then
4
Another related result is the Radon-Riesz Theorem:
11. Proof. (a)Given zn → z in C with all zn ∈ Rf . Then given > 0 , since |f (x) − z| ≤
|f (x) − zn | + |zn − z|, by choosing n large such that |zn − z| < , we have
Therefore 0 < µ({x : |f (x) − zn | < }) ≤ µ({|f (x) − z| < 2}) and hence z ∈ Rf .
Hence the set {x : |f (x) − 12 (|z| + kf k∞ )| < 0 } has zero measure for some 0 > 0, but this
implies {x : |f (x) − 21 (|z| + kf k∞ )| < } has zero measure for all 0 < < 0 . In particular,
choosing 1 > δ > 0 such that 2δ (|z| + kf k∞ ) < 0 . Since
1−δ 1 δ
{x : |f (x)| > (|z| + kf k∞ )} ⊂ {x : |f (x) − (|z| + kf k∞ )| < (|z| + kf k∞ )},
2 2 2
0 = µ({x : |f (x) − 12 (|z| + kf k∞ )| < 2δ (|z| + kf k∞ )}) ≥ µ({x : |f (x)| > 1−δ
2
(|z| + kf k∞ )}) = 0,
1−δ
which contradicts the definition of kf k∞ since 0 < 2
(|z| + kf k∞ ) < kf k∞ . Therefore,
max{|w| : w ∈ Rf } = |z| = kf k∞ .
Remark 8. See Rudin [15, Exercise 3.19] and additional exercise 6.1.7 for an extended discus-
sion.
12. Proof. Let (X, Σ, µ) be the measure space. We assume 1 ≤ p < ∞ first. If (i) for every E ∈ Σ,
µ(E) = 0 or ∞, then Lp has zero dimension, where there is nothing to prove.
Now we assume there exists A ∈ Σ such that 0 < µ(A) < ∞. If (ii) for every E ∈ Σ,
µ(E∆A) = 0, then dim(Lp ) = 1, that is, every function equals a.e. to a multiple of χA . The
inner product is defined by (αχA , βχA ) = αβµ(A)2 .
If (iii) there is a set C with 0 < µ(C) < ∞ and µ(C∆A) > 0. We may assume B := C \ A has
positive measure. Note kχA k2p = µ(A)2/p , kχB k2p = µ(B)2/p , kχA + χB k2p = (µ(A) + µ(B))2/p
and kχA − χB k2p = (µ(A) + µ(B))2/p , so 2(kχA k2p + kχB k2p ) = 2(µ(A)2/p + µ(B)2/p ) which is not
equal to 2(µ(A) + µ(B))2/p = kχA + χB k2p + kχA − χB k2p except p = 2.
For p = ∞, in case (iii), kχA + χB k2∞ + kχA − χB k2∞ = 2 6= 4 = 2(kχA k2∞ + kχB k2∞ ). In
case (ii), the situation is the same as above, so it possesses inner product structure. In case
5
(i), if µ(X) = 0, then it’s done. For µ(X) = ∞, if there are proper subset A of X such that
µ(A) = µ(X \A) = ∞, then we see there is no inner product structure as above with B = X \A;
if for every set A with µ(A) = ∞, we always have µ(X \ A) = 0, then Lp has dimension 1, since
for each f ∈ L∞ , if f takes two distinct values on disjoint sets A, B, then either µ(A) = 0 or
µ(B) = 0. That is, f = αχX , for some scalar α.
13. Proof. The case 1 ≤ p < ∞, it’s easy to show the set of simple functions on dyadic cubes with
rational coefficients is countably many, dense in Lp (Rd , m).
Next, consider F = {fh (x) = χB1 (0) (x + h), h ∈ Rd }, then given f 6= g ∈ F , kf − gk∞ = 1.
This shows the dense subset of L∞ (Rd , m) must be uncountable.
14. Proof. We may assume g 6≡ 0. kT k ≤ kgk∞ since kT f kp = kf gkp ≤ kf kp kgk∞ . For the second
part, given ∈ (0, kgk∞ ), since µ is semifinite, there is a set E with 0 < µ(E) < ∞ such that
kgk∞ − < |g| on E. Then for f = χE , we see kT (χE )kp = kgχE kp > (kgk∞ − )kχE kp , which
means kT k > kgk∞ − . Since > 0 is arbitrary, kgk∞ ≤ kT k.
15. This is Vitali Convergence Theorem. Necessity of the hypotheses and further discussions are
given in Rudin [15, Exercise 6.10-11]. For example, in finite measure space, Vitali implies
LDCT, and there is some case Vitali works but LDCT can’t be applied. The details are in
additional exercise 6.1.8.
Proof. (Necessity) Use Chebyshev’s inequality to prove (i). Completeness of Lp implies the
existence of limit function, which controls the integrability of fn for the large n, which is the
central idea to prove (ii) and (iii).
6
which implies the desired result.
16. Proof. The completeness is a revision of the proof of Theorem 6.6, we omit it. The triangle
inequality is a consequence of the inequality (a + b)p ≤ ap + bp , a, b ≥ 0, whose proof is
straightforward.
Remark 10. There are several properties for 0 < p < 1; the first is in finite measure space,
the behavior of k · kq as q → 0, answered in exercise 8(c); the second is that the dual space of
Lp ([0, 1], L , m) is {0}, that is, it’s NOT a locally convex space; the last is the reversed Hölder
and Minkowski inequalities, see Jones [10, p.252-253] and Rudin [16, p.37].
Theorem 11. Let (X, M , µ) be a measure space, 0 < p < 1 and f, g be two nonnegative and
measurable functions. Then
Z 1/p 0 1/p0
f g dµ ≥ f p dµ g p dµ ,
X
and
kf + gkp ≥ kf kp + kgkp .
where Ek = Ek1 ∪ Ek2 = Ek3 ∪ Ek4 are separated by the sign of Re(g) and Im(g) respectively and
the last inequality follows from the definition of Mq (g) (by taking fr = nk=1 ak χEk1 − ak χEk2
P
7
Given > 0. Let E := {x : |g(x)| > }. If µ(E) = ∞, then for each n ∈ N there is En ⊂ E
such that n < µ(En ) < ∞ (Exercise 1.14). However this is impossible for large n since
that is, µ(En ) is uniformly bounded (since q < ∞, p > 1). So µ(E) < ∞.
Remark 12. I learn from Joonyong Choi that there is another way to show the uniform
boundedness as follows:
where the last inequality is proved in the first paragraph of the proof of Theorem 6.14. (Note
g(x)
that f (x) = χ
|g(x)|(µ(En ))1/p En
is bounded and vanishes outside the set En of finite measure)
19. Proof. Note that |φn (f )| ≤ kf k∞ , which means kφn k(l∞ )∗ ≤ 1 for all n. Then Banach-Alaoglu’s
theorem implies the sequence {φn } has a weak∗ cluster point φ. If φ(f ) = j f (j)g(j) for some
P
g ∈ l1 , then by taking fi ∈ l∞ with fi (j) = δij , the Kronecker delta, we see g ≡ 0 since
g(i) = φ(fi ) = limn→∞ φn (fi ) = 0 for each i. But this leads a contradiction that 0 = φ(1) =
limn→∞ φn (1) = 1, where 1(j) = 1 for all j ∈ N.
8
20. Suppose supn kfn kp < ∞ and fn → f a.e.
Proof. (a) We omit it since every step is given in the hint and should be verified easily. A more
precise result about kfn k and kf k is Brezis-Lieb lemma, which is proved in additional exercise
6.1.5.
Note that Banach-Alaoglu theorem implies the following similar and important result: (for Lp
case, we can prove it by Cantor diagonal process without Banach-Alaoglu, see my solution file
for Stein-Shakarchi [18, Exercise 1.12(c)])
Theorem 13. Let X be a reflexive Banach space. If kfn kX ≤ M < ∞ for all n, then there is
a subsequence converge weakly.
Remark 14. The converse is known as Eberlein-S̆mulian theorem whose proof is put in addi-
tional exercise 6.2.5. Also see Brezis [3, Theorem 3.19 and its remarks]
21. If 1 < p < ∞, fn → f weakly in lp (A) iff supn kfn kp < ∞ and fn → f pointwise.
R
Proof. (⇒) By weak convergence, for any g ∈ lq , there exists Mg < ∞ such that supn | fn g| <
Mg . Then uniform boundedness principle implies supn kfn kp is finite. The pointwise conver-
gence is proved by taking g = χ{a} for each a ∈ A.
Remark 15. (⇒) is also true for p = 1 and p = ∞ due to Proposition 6.13 works in both
case (counting measure is semifinite.) An interesting theorem for l1 (N) is the Schur’s property
which asserts the equivalence between weak convergence and norm convergence. (See additional
exercise 6.2.3.)
9
22. Let X = [0, 1] with Lebesgue measure.
(a) Let fn (x) = cos(2πnx). Then fn → 0 weakly in L2 (See Exercise 63 in Section 5.5)
but fn 9 0 a.e. or in measure.
(b) Let fn (x) = nχ(0,1/n) . Then fn → 0 a.e. and in measure, but fn 9 0 weakly in Lp
for any p.
(a) This is Riemann-Lebesgue lemma, which holds not only for L2 but also for Lp , (p ∈ [1, ∞)),
and weak-* convergence in L∞ ; I put my comment on various proofs below:
(1) I think the easy way to understand is through Bessel’s inequality (cf: Exercise 5.63). But
this method does not work on Lp , except L2 .
(2) The second way is through integration by parts, and one needs the density theorem (simple
functions or Cc∞ functions). This method is adapted to our claim, except for weak convergence
in L1 . But for L1 case, it’s a simple consequence of squeeze theorem in freshman’s Calculus.
It’s easy to see fn 6→ 0 a.e. or in measure.
0
(b) The first assertion is easy to prove. To see it’s not weak convergent, take g ≡ 1 in Lp .
Remark 16. From this problem, we know for finite measure space (E, M , µ), we have the
following figure from Dibenedetto [6, p.294](1st edition: p.268) with some modifications (the
red and green words.)
10
23. See Exercise 1.16 for the notion of locally measurable sets.
Proof. (a) If 0 < µ(E) < ∞, then 0 = µ(E ∩ E) > 0, a contradiction. If µ is semifinite, then
for every locally null set E with µ(E) = ∞, there exist F ⊂ E with 0 < µ(F ) < ∞, but
0 = µ(E ∩ F ) = µ(F ) > 0, a contradiction.
1
(b) If kf k∗ = 0, then for each n
there exist an ∈ (0, n1 ) such that {|f | > an } is locally null.
Since {|f | > an } ⊇ {|f | > n1 }, {|f | > n1 } is locally null. Given F ∈ M with µ(F ) < ∞, we
have 0 ≤ µ(F ∩ {f 6= 0}) = µ(F ∩ ∪n {|f | > n1 }) ≤ n µ(F ∩ {|f | > n1 }) = 0, that is, {f 6= 0}
P
is locally null.
{|f +g| > kf k∗ +kgk∗ +} ⊆ {|f |+|g| > kf k∗ +kgk∗ +} ⊆ {|f | > kf k∗ +/2}∪{|g| > kgk∗ +/2}.
11
Since the latter set is locally null, {|f + g| > kf k∗ + kgk∗ + } is locally null. Then kf + gk∗ ≤
kf k∗ + kgk∗ + for all > 0 and therefore kf + gk∗ ≤ kf k∗ + kgk∗ .
Given {fn } ⊂ L ∞ with n kfn k∗ < ∞. We are going to show n fn ∈ L ∞ . More precisely,
P P
P P
k n fn k∗ ≤ n kfn k∗ < ∞. This is true since for each > 0
n X X o nX X o n o
| fn | > kfn k∗ + ⊆ |fn | > kfn k∗ + ⊆ ∪n |fn | > kfn k∗ + n ,
n n n n
2
where each indexed-set in the last set is locally null. Therefore, (L ∞ , k · k∗ ) is complete.
24. In contrast to Proposition 6.13 and Theorem 6.14, we do NOT need to assume µ is semifinite
or Sg = {g 6= 0} is σ-finite here. Also see additional exercise 6.2.2.
Proof. (i) Given f ∈ L1 with kf k1 = 1. Since, for each n ∈ N, {|f | > n1 } has finite measure
and the set {|g| > kgk∗ } is locally null, the intersection of these two sets are null. Therefore
R
|f (x)g(x)| ≤ |f (x)|kgk∗ a.e.. Hence sup{| f g| : kf k1 = 1} ≤ kgk∗ .
Given > 0, since {|g| > kgk∗ − } is not locally null, there is a measurable set A with
finite measure such that B = A ∩ {|g| > kgk∗ − } has nonzero finite measure. Consider
h = sgn(g)χB (µ(B))−1 , then khk1 = 1 and
Z Z Z
−1
sup{| f g| : kf k1 = 1} ≥ | hg| = (µ(B)) |g| > kgk∗ − .
B
R
Therefore sup{| f g| : kf k1 = 1} ≥ kgk∗ .
(ii) Now we consider the counterpart of Theorem 6.14: Given > 0. If {|g| > M∞ (g) + } is
not locally null, then there is a set A with finite measure, such that B = A ∩ {|g| > M∞ (g) + }
has nonzero finite measure. But for h = sgn(g)χB (µ(B))−1 , khk1 = 1 and hence
Z Z
−1
M∞ (g) ≥ | hg| = (µ(B)) |g| > M∞ (g) + ,
B
which is a contradiction. So {|g| > M∞ (g) + } is locally null for each > 0. Therefore
kgk∗ ≤ M∞ (g) < ∞. Now by the first paragraph in (i), M∞ (g) ≤ kgk∗ .
25. Proof. If µ is finite, then the proof is essentially the same as the original proof except the role
of Theorem 6.14 is replaced by Exercise 24.
12
Now for decomposable µ, let {Fa }a∈A be the decomposition of µ. Let ga ∈ L∞ (Fa ) be so
φL1 (Fa ) = φga and define g = ga on each Fa . Then g ∈ L ∞ since for each α ∈ R, g −1 ((α, ∞)) =
∪a ga−1 (α, ∞)) is measurable by property (iv) in the definition of decomposable measur and
since kgk∗ = supa kga k∗ ≤ supa kφL1 (Fa ) k ≤ kφk.
Since for each f ∈ L1 , the set En = {|f | > n1 } has finite measure and µ(En ) =
P
a µ(En ∩ Fa ).
Therefore for each k ∈ N only finite many index a such that µ(En ∩Fa ) > k1 , and only countably
many indices a such that µ(En ∩ Fa ) > 0. Furthermore, only countably many indices a such
that µ({|f | > 0} ∩ Fa ) > 0. We call this index set I and thus,
X XZ Z
φ(f ) = φ(f χFi ) = f gi = f g,
i∈I i∈I Fi
Remark 17. The definition of decomposable measure we used here should be precisely called
P
almost decomposable due to (iii) µ(E) = µ(E ∩F ) is required to be true for finite measure
set E only. (cf: Bogachev [2, 1.12.131-132] and Fremlin [8, Vol. 2].)
(⇒) is straightforward. The counterexample for (:) is recorded in additional exercise 6.2.6.
Example 18. I learned these examples from Professor Nico Spronk’s Notes
(i) The first is an application of Exercise 25 which is not a consequence of Theorem 6.15.
Note that L1 (I, M , µ) = L1 (I, M˜, µ̃) and {{i}}i∈I is a decomposition of for µ̃. The theorem
we just proved implies that (L1 )∗ ∼
= L ∞.
(ii) The second example sits outside Theorem 6.15 and Exercise 25!
Let X = {f, i} and consider µ : P (X) → [0, ∞] be the unique measure satisfying µ({f }) = 1
and µ({i}) = ∞. Note that {i} is locally null. Then L ∞ is the span of χ{f } . On the other
hand L1 is also the span of χ{f } . Then by definition, (L1 )∗ ∼
=R∼
= L ∞.
But the existence of infinite atom {i} means that we cannot partition X into subsets of finite
measure, that is, µ is neither semifinite nor decomposable!
13
Remark 19. Further results related to Exercise 23-25 may also be confirmed with Cohn [5,
Chapter 3].
27. (Hilbert’s inequality, a special case of Schur’s lemma, Theorem 6.20, our proof here is essential
the same as the one given there.)
To compute the last integral, one use the residue theorem in one complex variable.
28. This exercise extends Corollary 6.20 with T = J1 . Further generalizations are given in the
exercise 29 and 44.
Proof. For p = ∞, it is straightforward. For 1 < p < ∞, using change of variables and
Minkowski’s inequality, we have
Z ∞ 1 Z x p 1/p Z ∞ Z 1 p 1/p
α−1 α−1
f (t)(x − t) dt dx ≤ |f (xw)|(1 − w) dw dx
α
0 x 0 0 0
Z 1Z ∞ Z 1
1/p Γ(α)Γ(1 − p−1 )
≤ p
|f (xw)| (1 − w) αp−p
dx dw = kf kp (1 − w)α−1 w−1/p dw = kf kp .
0 0 0 Γ(α + 1 − p−1 )
where x∗ ∈ (x − 1, x) for all x ∈ (1, ∞) by mean value theorem. We consider α > 1 and
0 < α ≤ 1 separately. For α > 1, the integrand is larger than x−α (x − 1)α−1 = (1 − x1 )α (x − 1)−1
which is not integrable on (2, ∞). For α ≤ 1, the integrand is larger than x−α xα−1 = x−1 which
is not integrable on (1, ∞). So Jα (χ(0,1) (t)) 6∈ L1 (0, ∞).
14
Γ(1−p−1 )
Remark 20. Is the constant Γ(α+1−p−1 )
sharpest ? When does the equality hold? See Rudin
[15, Exercise 3.14] for the Hardy’s inequality, that is, the case α = 1.
Remark 21. A similar operator to fractional integral operator is Riesz and Bessel potential
operators, which is strongly related to Sobolev embedding theorem. See Stein [17, Chapter V]
and Ziemer [20, Chapter 2]. Also see exercise 44-45.
Proof. Again, we prove this without using Theorem 6.20. By Minkowski’s inequality,
Z ∞ hZ x ip 1/p Z ∞ hZ 1 ip 1/p
−r−1 p−r−1
x h(y) dy dx = x h(xz) dz dx
0
Z 1Z ∞ 0 1/p
0
Z 1Z ∞ 0 1/p r
≤ xp−r−1 (h(xz))p dx dz = y p−r−1 h(y)p dy z p −1 dz
0
Z 0 0 0
p ∞ p−r−1 1/p
= y h(y)p dy .
r 0
Z ∞ hZ ∞ ip 1/p Z ∞ hZ ∞ ip 1/p
r−1 p+r−1
x h(y) dy dx = x h(xz) dz dx
0 x 0 1
Z ∞ Z ∞ 1/p Z ∞Z ∞ 1/p r
≤ xp+r−1 (h(xz))p dx dz = y p+r−1 h(y)p dy z − p −1 dz
1 0 1 0
Z ∞
p p+r−1 p
1/p
= y h(y) dy .
r 0
30. Proof. (a)Since all terms in the integrand is nonnegative, by Fubini-Tonelli, we can interchange
the order of integrations freely.
Z Z Z Z Z Z
z −1 z
K(xy)f (x)g(y) dx dy = K(z)f ( )g(y)y dz dy = f ( )g(y)y −1 dy K(z) dz
y y
Z Z Z
z
≤ ( [f ( )]p y −p dy)1/p ( g(y)q dy)1/q K(z) dz
y
Z Z Z
= ( [f (w)] (w/z) z/w dw) K(z) dz( g(y)q dy)1/q
p p 2 1/p
Z Z Z
−1+ p1
= z K(z) dz( [f (w)] w dw) ( g(y)q dy)1/q .
p p−2 1/p
R
(b) is proved by (a) with p = q = 2 and g(y) = k(zy)f (z) dz.
31. Proof. (Sketch) Mathematical induction and apply the original Hölder’s inequality to k · krr .
15
Proof. By Tonelli-Fubini’s theorem and Hölder’s inequality, we know for µ-a.e. x, the integral
Z Z 1/2
|K(x, y)||f (y)| dν(y) ≤ |K(x, y)|2 dν(y) kf kL2 (ν) < ∞.
Y Y
R 1/2
2
Then T f (x) is well-defined a.e. and |T f (x)| ≤ Y
|K(x, y)| dν(y) kf kL2 (ν) . Integrating
T f with respect to dµ(x), we see kT f k2L2 ≤ kKk2L2 kf k2L2 .
Theorem 22. The above T : L2 (ν) → L2 (µ) is compact provided these L2 space are separable.
Proof. Let {φi (x)} and {ϕj (y)} be the orthonormal basis of L2 (µ) and L2 (ν) respectively. By
Fubini’s theorem and standard characterizations of complete set in Hilbert space, {φi (x)ϕj (y) =:
Φij (x, y)}i,j is an orthonormal basis for L2 (µ × ν). Hence we can write K =
P
aij Φij . For
N = 1, 2, · · · , let
X
KN (x, y) = aij Φij
i+j≤N
and TKN is the corresponding operator with kernel KN . Then TKN has finite rank. On the
other hand, kK − KN kL2 → 0 as N → ∞. So by the previous exercise kT − TKN k → 0 and
hence T is compact. (This standard result is proved by Cantor diagonal process.)
Rx
33. Proof. Since x−1/p and 0
f (t) dt are continuous, T f (x) is continuous on (0, ∞). Given > 0.
Since for any x ∈ (0, ∞)
Z x
−1/p
|T f (x) − T (f χ(0,n) )(x)| ≤ x |f (t) − f χ(0,n) (t)| dt ≤ kf − f χ(0,n) kq ,
0
we can choose a large N such that kT f − T (f χ(0,N ) )k∞ < . Since for x > N
Z N
−1/p
|T (f χ(0,N ) )(x)| ≤ x |f (t)| dt,
0
the left hand side is less than if x is sufficient large. Combine these inequalities and since is
arbitrary, T f ∈ C0 (0, ∞). The boundedness of T is a consequence of Hölder’s inequality.
34. Proof. Since f is absolutely continuous on any [, 1], we know for any [x, y] ⊂ (0, 1),
Z y Z y −1 p p−1 Z y 1/p
0 p 0 p
|f (x) − f (y)| = | f (s)ds| ≤ s p p−1 s|f (s)|
x x x
(i) If p > 2, then by the above calculation, for any sequence xn → 0, {f (xn )} forms a Cauchy
sequence. Therefore limx→0 f (x) exists.
Ry
(ii) If p = 2, given > 0 and pick y = y() ∈ (0, 21 ) such that 0
t|f 0 (t)|2 dt < 2 , then for any
x ∈ (0, y),
Ry
|f (x)| |f (y) − x f 0 (t)dt| |f (y)| | log y − log x|1/2
0≤ = ≤ + .
| log x|1/2 | log x|1/2 | log x|1/2 | log x|1/2
16
Hence there exist δ = δ() ∈ (0, y) such that for any x ∈ (0, δ), the last term is less than 2.
Ry
(iii) If p ∈ (1, 2), given > 0 and pick y = y() ∈ (0, 21 ) such that 0 t|f 0 (t)|p dt < p , then for
any x ∈ (0, y),
Ry p−2 p−2 p−1
|f (x)| |f (y) − x f 0 (t)dt| |f (y)| |y p−1 − x p−1 | p
0 ≤ 1−(2/p) = ≤ 1−(2/p) + Cp .
x x1−(2/p) x x1−(2/p)
Hence there exist δ = δ() ∈ (0, y) such that for any x ∈ (0, δ), the last term is less than 2.
Ry
(iv)If p = 1, given > 0 and pick y = y() ∈ (0, 12 ) such that 0 t|f 0 (t)| dt < , then for any
x ∈ (0, y), Ry
|f (x)| |f (y) − x f 0 (t)dt| |f (y)| x−1
0 ≤ −1 = ≤ −1 + −1 .
x x−1 x x
Hence there exist δ = δ() ∈ (0, y) such that for any x ∈ (0, δ), the last term is less than 2.
35. Proof. The first assertion follows from definition; the second assertion is through the fact
λ λ
{|f + g| > λ} ⊂ {|f | + |g| > λ} ⊂ {|f | > } ∪ {|g| > }.
2 2
The addition (x,y) 7→ x + y is continuous under the given topology by definition and the second
assertion.
The scalar multiplication (a, x) 7→ ax is continuous by definition and the above two assertions.
Remark 23. Normability of weak Lp , see Grafakos [9, p.14-15] and additional exercise 6.4.1.
36. Proof. (i) By Proposition 6.24 and assumption, we see q − p < 0 and
Z Z 1 Z ∞ Z 1 Z ∞
1 q q−1 q−1
|f | dµ = + α µ({x : |f | > α}) dα ≤ M α dα + C αq−1−p dα < ∞,
q 0 1 0 1
17
38. Suppose (X, M , µ) be a measure space, f ≥ 0, measurable and finite a.e.. Let p ∈ (0, ∞),
E2k = {x : f (x) > 2k } and Fk = {x : 2k < f (x) ≤ 2k+1 }. Prove that
∞
X ∞
X
p kp
f ∈ L (µ) ⇐⇒ 2 µ(Fk ) < ∞ ⇐⇒ 2kp µ(E2k ) < ∞
k=−∞ k=−∞
Proof. The first ⇐⇒ and second ⇐= are trivial. The second =⇒ is by applying Tonelli’s
theorem (Fubini) to counting measure on N, which is σ-finite: (cf: Exercise 2.46)
∞
X ∞
X ∞
X ∞
X i
X ∞
X
kp kp kp
2 µ(E2k ) = 2 µ(Fi ) = µ(Fi ) 2 = µ(Fi )2ip 2p < ∞.
k=−∞ k=−∞ i=k i=−∞ k=−∞ i=−∞
Remark 24. We can prove the second =⇒ without using Fubini-Tonelli as follows:
R∞
Accoridng to Proposition 6.24, it suffices to show 0 αp−1 λf (α) dα is finite. This is true since
Z 2k+1 Z 2k+1
k(p−1)+k k+1 k(p−1) k+1
2 λf (2 )= 2 λf (2 ) dα ≤ αp−1 λf (α) dα
2k 2k
Z2k+1
≤ 2(k+1)(p−1) λf (2k ) dα = 2(k+1)(p−1)+k λf (2k ).
2k
Remark 25. From the above proof, we see that, instead of assuming f ∈ Lp , we can assume
R∞ R∞
either 0 αp dλf (α) or 0 αp−1 λf (α) dα is fintie, although according to Proposition 6.23 and
6.24, they are equivalent.
40. Proof. (a) It’s easy to see f ∗ is nonincreasing. If f ∗ (t) < ∞, then {α : λf (α) ≤ t} 6= ∅ and
hence by definition for each n, there is n ∈ (0, n1 ) such that λf (f ∗ (t) + n ) ≤ t. Therefore
If λf (α) < ∞, then for each β ≥ α, λf (β) ≤ λf (α) and hence f ∗ (λf (α)) ≤ α.
(b) For t, y ∈ (0, ∞). Since f ∗ (t) > y iff λf (y) > t, {t : f ∗ (t) > y} = (0, λf (y)). Therefore,
λf ∗ (y) = λf (y) for all y ∈ (0, ∞).
18
(d) Given t > 0, If f ∗ (t) = 0, then t1/p f ∗ (t) ≤ [f ]p . If f ∗ (t) > 0 then by definition, for all
0 < < f ∗ (t), we have
Taking p-th root and letting → 0, we have t1/p f ∗ (t) ≤ [f ]p . Since t > 0 is arbitrary,
On the other hand, given α > 0 and assume λf (α) > 0 without loss of generality. Since for any
0 < < λf (α), we have f ∗ (λf (α) − ) > α. Therefore
sup t1/p f ∗ (t) ≥ (λf (α) − )1/p f ∗ (λf (α) − ) > α(λf (α) − )1/p .
t>0
Remark 26. See Lieb-Loss [11, Chapter 3-4] for further discussions and applications on higher-
dimensional rearrangement and Riesz’s rearrangement inequality.
41. We should assume µ is semifinite when p = ∞, see the errata sheet provided by Prof. Folland.
Proof. (i) If q < p < ∞ or p < q < ∞, then we define T on Lp ∩ Lq the same as the original
bounded linear map on Lp . Given f ∈ Lp ∩ Lq and g ∈ Lp ∩ Lq , we have, by Hölder’s inequality,
Z Z
| (T f )g| = | f (T g)| ≤ kf kq kT kp→p kgkp , (1)
This definition is independent of the choice of gn since the union of two approximation se-
quences is still an approximation sequence and the corresponding sequence is still Cauchy in
C. Therefore we know (1) holds for any g ∈ Lp with kgkp = 1, and hence
kT f kq ≤ kf kq kT kp→p
19
(ii) If p = ∞, then q = 1. First, we show T maps L∞ ∩ L1 → L1 continuously by Theorem
6.14: Let Σ be the set of simple functions that vanish outside a set of finite measure. Given
f ∈ L∞ ∩ L1 and g ∈ Σ ⊂ L∞ ∩ L1 , then f g ∈ L1 and we have, by Hölder’s inequality, for any
kgk∞ = 1
Z Z
| (T f )g| = | f (T g)| ≤ kf k1 kT k, (2)
The uniqueness part is due to the fact Lp ∩ Lq is dense in Lr which is proved by considering
cut-off in domain and range simultaneous.
Remark 27. Here I emphasis that case (i) can also be proved by the method given in (ii), but
the density argument in (i) may not be suitable for case (ii).
42. Proof.
Z Z ∞
q
|T f | = q sq−1 µ({|T f | > s}) ds
X 0
Z kf kp Z ∞
q−1
=q s µ({|T f | > s}) ds + q sq−1 µ({|T f | > s}) ds
0 kf kp
kf kp ∞
C0 kf kp q0 C1 kf kp q1
Z Z
≤q sq−1 (
) ds + q sq−1 ( ) ds
0 s kf kp s
C q0 C1q1
0
=q + kf kqp
q − q0 q1 − q
For t > 0,
0 for t > 1,
m({Hχ(0,1) (x) > t}) = 1 for t ∈ [ 12 , 1], (4)
1 −1
for t ∈ (0, 12 ),
t
20
which is easy to see the weak (1,1) estimate with constant 1 and strong (p,p) estimate with
1
constant (p−1)2p−1
+ 1.
Proof. This exercise is essentially the same as the next one. We change our α in this problem
to β and put the following parameters in the next exercise: n = 1, α = 1 − β, f = gχ(0,∞) and
K(x) := |x|−α χ(0,∞) . Using the results there, we have the desired weak type estimate.
=: K1 (x) + K∞ (x).
Remark 28. There are examples for the non-strong type at end point p = 1 and non-embedding
n
phenomena at p = n−α
given in Stein [17, Section V.1]. For simplicity, we construct one-
dimensional case only, but they can extend to higher-dimensional case easily.
−α
(i) Take f = χ( −1 , 1 ) . Then kf k1 = 1 and we see (Tα f )(x) ≥ |x| + 12 ≥ 0 for all |x| ≥ 1.
2 2
Hence
1 −α α1 1
Z Z Z
−1 α
∞= (2|x|) ≤ |x| + ≤ (Tα f )(x) .
|x|≥1 |x|≥1 2
1
(ii) Let f (x) = |x|α−1 (log 1/|x|)(α−1)(1+) for |x| ≤ 2
and 0 for |x| > 12 , where 0 < 1. Then
1
f ∈ L 1−α (R). But Z
1 (α−1)(1+)
(Tα f )(0) = |x|−1 (log ) dx = ∞,
|x|≤ 21 |x|
as long as (α − 1)(1 + ) ≥ −1. Therefore Tα f 6∈ L∞ .
21
Acknowledgement
The author would like to thank Joonyong Choi for his reminder that the proof for problem 17 has
to consider En (not E) and to consider complex-valued g (not only real-valued). (2017.08.20)
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23