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5) Let (X, A, µ) be a finite measure space. Show that Lpµ (X) ⊆ Lrµ (X), for any
1 ≤ r ≤ p ≤ ∞. Show that the assumption µ(X) < ∞ is necessary.
Answer: Write X = A ∪ A∼ , where A = {x ∈ X : |f (x)| ≤ 1}. To show that
Lpµ (X) ⊆ Lrµ (X), it is suppficient to show that kf kp < ∞ implies kf kr < ∞. You do
this as follows:
Z Z Z Z Z
r r
|f | dµ ≤ + |f | dµ ≤ dµ + |f |p dµ ≤ µ(X) + kf kpp .
X A A∼ A A∼
If kf kp < ∞, so is kf kr .