Functional Analysis Problem Set #1

Sabri Shalalfeh (15/2/2021)

Problem 1. Prove Hölder’s Inequality.

Solution. Let p and q be conjugate exponents, then for any positive real numbers α and
β, we have that:
αp β q
αβ ≤ + (1)
p q
Next, Let (ai ) and (bi ) such that ∞
P p
P∞ q
i=1 |ai | = 1 and i=1 |bi | = 1 . Letting α = |ai | and
β = |bi | yields that
|ai |p |bi |q
|ai ||bi | ≤ + (2)
p q
If the sum runs over i, then it would be true that:
X∞ 1 1
|ai ||bi | ≤ + =1 (3)
i=1 p q

For manipulation purpose, we let x = (xj ) ∈ lp and y = (yk ) ∈ lq and define

xi yi
ai = P ∞ p 1/p
, bi = P∞ (4)
( j=1 |xj | ) ( k=1 |yk |q )1/q

So now, we substitute (4) in (3), we obtain:

X∞ |x | |y |
P∞ i p 1/p P∞ i q 1/q ≤ 1 (5)
j=1 |xj | ) ( k=1 |yk | )
i=1 (

X∞ X∞ X∞
|xi yi | ≤ ( |xj |p )1/p ( |yk |q )1/q (6)
i=1 j=1 k=1

But i, j and k are dummy variables. Therefore,

X∞ X∞ X∞
|xi yi | ≤ ( |xi |p )1/p ( |yi |q )1/q (7)
i=1 i=1 i=1

Which completes our proof.