Graduate Analysis I Chapter 8

Question 3
Prove Theorem (8.12) and (8.13). Show that Minkowski’s inequality for
series fails when p < 1.
Proof: For Holder’s Inequality, when p = +∞, the last inequality is
obvious.
Suppose 1 < p < ∞, from (8.5) we have
up v q
uv ≤ + ,
p q
here u, v ≥ 0, 1 < p < ∞, and p1 + 1q = 1. Next, note that Hölder’s inequality
is clear when at least one of k{ak }kp , k{bk }kq = 0. Moreover, it is also clear
if one of them if infinite. Thus we may assume 0 < k{ak }kp , k{bk }kq < ∞.
|ak | |bk |
Let u = P 1 ,v = P 1 , then we have
( |ak |p ) p ( |bk |q ) q

p q
P|ak | p P|bk | q
|ak bk | |ak | |bk |
uv = P 1 P 1 ≤ + .
( |ak |p ) p ( |bk |q ) q p q

So,
|ak |p q
P|bk | q
X |ak bk | X P |a |p |bk | 1 1
k
P 1 P 1 ≤ ( + )= + = 1.
( |ak |p ) p ( |bk |q ) q p q p q

Thus
X X 1 X 1
|ak bk | ≤ ( |ak |p ) p ( |bk |q ) q .

For Minkowski’s inequality:

If p = 1, the result is obvious.
If p = ∞, we have |ak | ≤ sup |ak | and |bk | ≤ sup |bk |. Therefore, |ak +bk | ≤
sup |ak | + sup |bk |, so that sup |ak + bk | ≤ sup |ak | + sup |bk |.
If 1 < p < ∞, by inequality |u+v|p ≤ 2p (|u|p +|v|p ), we have {ak +bk } ∈ lp ,
p
and {|ak + bk | q } ∈ lq . Using Holder’s Inequality, we have
X p X 1 X 1
|ak ||ak + bk | q ≤ ( |ak |p ) p ( |ak + bk |p ) q

1
and
X p X 1 X 1
|bk ||ak + bk | q ≤ ( |bk |p ) p ( |ak + bk |p ) q .

Notice that p − 1 = pq , we obtain

X X
|ak + bk |p = |ak + bk ||ak + bk |p−1
X p X p
≤ |ak ||ak + bk | q + |bk ||ak + bk | q
X 1 X 1 X 1
= [( |ak |p ) p + ( |bk |p ) p ]( |ak + bk |p ) q ,
P 1 P 1 P 1
hence ( |ak + bk |p ) p ≤ ( |ak |p ) p + ( |bk |p ) p provided the right hand side
is finite.
Next, check that when the right hand side is infinite, then the left hand
side of the above is also infinite.
We list some example where Minkowski’s inequality fails.
If 0 < p < 1, then 2 < 21/p . Let a = (0, 1, 0, 0, . . . , 0), b = (1, 0, 0, . . . , 0, . . .),
P 1 P 1 P 1
then ( |ak + bk |p ) p = 21/p , ( |ak |p ) p = 1, ( |bk |p ) p = 1. Since 2 < 21/p ,
we have
X 1 X 1 X 1
( |ak + bk |p ) p > ( |ak |p ) p + ( |bk |p ) p .

Thus, Minkowski’s inequality for series fails when p < 1.

Question 4
Let f and g be real-valued, and let 1 < p < ∞. Prove that equality holds
R
in the inequality | f g| ≤ kf kp kgkp0 if and only if f g has constant sign a.e.
0
and |f |p is a multiple of |g|p a.e.
If kf + gkp = kf kp + kgkp and g 6= 0 in Minkowski’s inequality, show that
f is a multiple of g.
Proof: From Theorem8.4 we have
0
a p bp
ab ≤ + 0,
p p
0
and the equality holds if and only if bp = ap . Then from the proof of
Theorem8.6, we know the equality of Theorem8.6 holds if and only if

2
 0
|f |p |g|p
kf kpp
= 0 a.e.. Thus, the equality of of Theorem8.6 holds if and only if
kgkpp0
p
kf kp 0
|f |p = |g|p a.e.
0
kgkpp0
R R R R
Since | f g| ≤ |f g|, then | f g| = |f g| holds, if and only if f g has
constant sign a.e., otherwise the equality cannot hold.
0
Conversely, if |f |p is a multiple of |g|p and f g have constant sign a.e., it
is easy to check that the equality holds.
From the above proof, we have that equality holds in the inequality
R
| f g| ≤ kf kp kgkp0 if and only if f g has constant sign a.e. and |f |p is a
0
multiple of |g|p a.e.

Question 5
1
R 1
For 1 ≤ p < ∞ and 0 < |E| < +∞, define Np [f ] = ( |E| E
|f |p ) p . Prove
that if p1 < p2 , then Np1 [f ] ≤ Np2 [f ]. prove also that Np [f + g] ≤ Np [f ] +
1
R
Np [g], ( |E| ) E |f g| ≤ Np [f ]Np0 [g], p1 + p10 + 1, and that limp→∞ Np [f ] = kf k∞ .
Thus, Np behaves like k · kp , but has the advantage of being monotone in p.
Proof: By Hölder’s inequality, we have
Z Z Z p2 p2 −p1
Z p p
p1 p1 p2 −p1 p · 2 1
|f | = |f | χE ≤ ( χE ) p2 ( |f | 1 p1 ) p2
E E E E
p1
Z p1
1−
= |E| p2 ( |f |p2 ) p2 .
E
So, Z Z
1 1
p1 p1 − p1 1
( |f | ) ≤ |E| p1 2( |f |p2 ) p2 ,
E E
Thus, Np1 [f ] ≤ Np2 [f ].
Using Minkowski’s inequality, we have
Z
1 1
Np [f + g] = ( |f + g|p ) p
|E| E
Z Z
1 p1 p p1 1
≤ ( ) [( |f | ) + ( |g|p ) p ]
|E| E E
= Np [f ] + Np [g],

By Hölder’s Inequality
Z Z Z
1 1 p1 + p10 p p1
0 1
( ) |f g| ≤ ( ) ( |f | ) ( |g|p ) p0 = Np [f ]Np0 [g].
|E| E |E| E E

3
 Let M = kf k∞ . If L < M , then the set A = {x ∈ E : |f (x)| > L}
1
R 1
1
R 1
has positive measure. Moreover, Np [f ] = ( |E| E
|f |p ) p ≥ ( |E| A
|f |p ) p >
1 1
|A| p |A| p
L( |E| ) . Since ( |E| ) → 1, as p → ∞, lim inf p→∞ Np [f ] ≥ L. So lim inf p→∞ Np [f ] ≥
1
R 1
1
R 1
M . However, we also have Np [f ] = ( |E| E
|f |p ) p ≤ ( |E| E
M p ) p = M , then
lim supp→∞ Np [f ] ≤ M . Thus, lim Np [f ] = kf k∞ .
p→∞

Question 7
Show that when 0 < p < 1, the neighborhoods {f : kf kp < ²} of zero in
p
L (0, 1) are not convex.
Proof: For any small δ > 0, consider f = χ(0,δp ) , g = χ(δp ,2δp ) , we have

k1/2f + 1/2gkp > 1/2kf kp + 1/2kgkp .

So {f : kf kp < ²} is not convex for 0 < p < 1.

Question 8
Prove the following integral version of Minkowski’s inequality for 1 ≤ p <
R R 1 R R 1
∞: [ | f (x, y)dx|p dy] p ≤ [ |f (x, y)|p dy] p dx.
Proof. (1)If p = 1, the inequality is obvious.
(2)If 1 < p < ∞, then there exist q ∈ (1, +∞) such that p1 + 1q = 1. Using

4
Hölder’s inequality and Toneli’s theorem, we have
Z Z Z Z Z
p p−1
| f (x, y)dx| dy = | f (x, y)dx| | f (x, y)dx|dy
Z Z Z
p−1
= | f (z, y)dz| | f (x, y)dx|dy
Z Z Z
p−1
≤ | f (z, y)dz| |f (x, y)|dxdy
ZZ Z
= |f (x, y)| · | f (z, y)dz|p−1 dydx
Z Z Z
= [ |f (x, y)| · | f (z, y)dz|p−1 dy]dx
Z Z Z Z
1 1
≤ ( |f (x, y)| dy) p ( | f (z, y)dz|p dy) q dx
p

Z Z Z Z
1 1
p
= ( | f (z, y)dz| dy) q ( |f (x, y)|p dy) p dx.
R R 1 R R 1
(i) If ( | f (x, y)dx|p dy) q ∈ (0, +∞), by dividing both sides by ( | f (x, y)dx|p dy) q ,
we have Z Z Z Z
1 1
p
[ | f (x, y)dx| dy] ≤ [ |f (x, y)|p dy] p dx.
p

R R 1
(ii) If ( | f (x, y)dx|p dy) q = 0, the inequality obviously holds.
R R 1
(iii) If ( | f (x, y)dx|p dy) q = ∞, consider

fk (x, y) = |f (x, y)| · χ{|f (x,y)|<k} (x, y) · χ{|x|+|y|<k} (x, y),

Obviously, for fk , this Minkowski’s inequality holds. By monotone conver-

gence,
Z Z Z Z
1 1
p
( | fk (x, y)dx| dy) → (
q |f (x, y)|dxp dy) q = +∞,

we have
Z Z Z Z
1 1
[ |fk (x, y)| dy] p dx ≥ [ | |fk (x, y)|dx|p dy] p → +∞,
p

so Z Z
1
[ |f (x, y)|p dy] p dx = ∞,

5
the inequality holds.

Question 9
If f is real-valued and measurable on E, define its essential infimum on
E by ess inf f = sup{α : |{x ∈ E : f (x) < α}| = 0}. If f ≥ 0, show that
E
essE inf f = (essE sup f1 )−1 .
Proof: essE sup f1 = inf{α : |{x ∈ E : 1
f
> α}| = 0}.
1
For each α > 0 which satisfies |{x ∈ E : f
> α}| = 0, since

1 1
{x ∈ E : > α} = {x ∈ E : f < },
f α

then |{x ∈ E : f < α1 }| = 0, and 1

α
≤ essE inf f . Therefore,

1
(essE sup )−1 ≤ essE inf f.
f

For each α > 0 which satisfies |{x ∈ E : f (x) < α}| = 0, since
1 1
{x ∈ E : f (x) < α} = {x ∈ E : > },
f (x) α

1 1 1
then |{x ∈ E : f (x)
> α
}| = 0, then α
≥ essE sup f1 , (essE sup f1 )−1 ≥ α.
Therefore,
1
(essE sup )−1 ≥ essE inf f.
f

. Thus,
1
essE inf f = (essE sup )−1 .
f

Question 11
If fk −→ f in Lp , 1 ≤ p < ∞, gk −→ g pointwise, and kgk k∞ ≤ M for all
k, prove that fk gk −→ f g in Lp .

6
 Proof: By assumption, gk → g pointwise, and kgk k∞ ≤ M , so kgk∞ ≤
M . Since

fk gk − f g = fk gk − f gk + f gk − f g = (fk − f )gk + f (gk − g),

we have

kfk gk − f gkp ≤ k(fk − f )gkp + kf (gk − g)kp

≤ M kfk − f kp + kf (gk − g)kp .

Since |f (gk − g)|p = |f |p |gk − g|p ≤ |f |p 2p (|gk |p + |g|p ) ≤ 2p+1 M p |f |p , by

Lebesgue’s Dominated Convergence Theorem,
Z Z
p
lim |f (gk − g)| = lim |f (gk − g)|p = 0,
k→∞ k→∞

therefore kf (gk − g)kp → 0 as k → ∞. We also know fk −→ f in Lp , hence,

kfk gk − f gkp → 0 as k → ∞ and so fk gk → f g in Lp .

Question 12
Let f, {fk } ∈ Lp . Show that if kf − fk kp → 0, then kfk kp → kf kp .
Conversely, if fk → f a.e. and kfk kp → kf kp , 1 ≤ p < ∞, show that
kf − fk kp → 0.
Proof:
(1) If 0 < p < 1, for any ² > 0, we have the following inequality
Z Z Z
p p
| |fk | − |f | | ≤ |f − fk |p ,

which implies kfk kp −→ kf kp .

If 1 ≤ p ≤ ∞, by Minkowski’s inequality, |||fk ||p − ||f ||p | ≤ ||fk − f ||p −→
0, so ||fk ||p −→ ||f ||p
(2) Since
|fk − f |p ≤ 2p (|f |p + |fk |p ),

7
we have 2p (|f |p + |fk |p ) − |fk − f |p ≥ 0. By Fatou’s lemma,
Z Z
lim(2 (|f | + |fk | ) − |fk − f | ) = 2p+1 |f |p
p p p p

Z
≤lim (2p (|f |p + |fk |p ) − |fk − f |p )
Z Z Z
= 2 |f | + 2 lim |fk | − lim |fk − f |p
p p p p

Z Z
p+1
=2 p
|f | − lim |fk − f |p .

R R
so lim |fk − f |p ≤ 0, so |fk − f |p −→ 0, so ||f − fk ||p −→ 0.

Question 13
Suppose that fk → f a.e. and that fk , f ∈ Lp , 1 < p < ∞. If kfk kp ≤
R R 0
M < ∞, show that fk g → f g for all g ∈ Lp , p1 + p10 = 1.
Proof: By Fatou’s Lemma, we have kf kp ≤ lim inf kfk kp ≤ M . Thus,
from Minkowski’s inequality, we know kf − fk kp ≤ 2M . By Hölder’s inequal-
ity, for any measurable set E,
Z Z Z
0 0
|f − fk | · |g| ≤ ( |f − fk | ) ( |g|p )1/p .
p 1/p
E E E

For any given ² > 0, we can find a ball BR = {|x| < R}, (R > 0), , such
that
Z
0
kg(1 − χBR )kp0 = ( |g|p0 )1/p
c
BR
²
< . (monotone convergence)
1 + 4M
In BR , for any δ > 0, by Egorov’s theorem there exits a closed subset F ⊂ BR
with |BR − F | < δ such that fk → f uniformly on F . Then, we have
Z Z Z
0 0
lim |fk − f ||g| ≤ lim ( |f − fk | ) ( |g|p )1/p
p 1/p
k→∞ F k→∞ F F
= 0.

8
 0
Since g ∈ Lp , there exists δ0 > 0, such that for any measurable set E 0 with
|E 0 | < δ0 , Z
0 0 ²
( |g|p )1/p < .
E0 1 + 4M

Choose δ = δ0 , since
Z Z Z Z
|fk − f | · |g| = |fk − f | · |g| + |fk − f | · |g| + |fk − f | · |g|,
c
BR F BR −F

we obtain
Z Z Z
² p 1/p ²
lim sup |fk − f | · |g| ≤ ( |f − fk | ) + ( |f − fk |p )1/p
1 + 4M BRc 1 + 4M BR −F
²
≤ 2· · 2M
1 + 4M
< ²,
R
this implies lim |fk − f | · |g| = 0. The conclusion follows.
k→∞

Question 14
Verify that the following systems are orthogonal:
(a) { 12 , cos x, sin x, . . . , cos kx, sin kx, . . .} on any interval of length 2π;
(b) {e2πikx/(b−a) : k = 0, ±1, ±2, . . .} on (a, b).
Proof: Notice that (a) can be deduced from (b), so we only need to verify
(b). Without loss of generality, we may assume that a = 0, b = 1.
For k 6= m,
Z 1 Z 1
2πikx −2πimx
e e dx = ei2π(k−m)x dx
0 0
1 ¯x=1
= ei2π(k−m)x ¯x=0
2(k − m)πi
= 0.

Thus, this system is orthogonal on (0, 1). The conclusions follow.

9
Question 15
R 2π R 2π
If f ∈ L2 (0, 2π), show that lim f (x) cos kxdx = lim f (x) sin kxdx =
k→∞ 0 k→∞ 0
0. Prove that the same is true if f ∈ L1 (0, 2π). To prove it, approximate f
in L1 norm by L2 functions.
R 2π
Proof: Since 0 cos2 kxdx = π, let φk = √1 cos kx, by the conclusion of
π
Question14(a), we know {φk } is an orthonormal system in L2 (0, 2π), then
R 2π
ck = 0 f (x) cos kxdx is the Fourier coefficients of f respect to {φk }, then
P∞
by Theorem8.27 we know |ck |2 < +∞, so |ck |2 −→ 0 as k −→ ∞, then
k=1
R 2π
ck −→ 0 as k −→ ∞. Thus, lim 0 f (x) cos kxdx = 0.
k→∞
R 2π
We can use the similar way to have lim 0 f (x) sin kxdx = 0.
k→∞
R 2π
If f ∈ L(0, 2π), write f = g + h, where g ∈ L2 and 0 |h| < ε. let
R 2π
φk = √1π cos kx, then ck (f ) = 0 (g + h)φk = ck (g) + ck (h). |ck (h)| =
R 2π R 2π
| 0 hφk | ≤ √1π 0 |h| < √επ for all k. Since ε is arbitrary small, then
ck (h) −→ 0 as k −→ ∞. We also know ck (g) −→ 0 as k −→ ∞, so
R 2π
ck (f ) −→ 0 as k −→ ∞. Thus, lim 0 f (x) cos kxdx = 0.
k→∞
R 2π
We can use the similar way to have lim 0 f (x) sin kxdx = 0.
k→∞

Question 16
A sequence {fk } in Lp is said to converge weakly to a function f in Lp if
R R 0
fk g → f g for all g ∈ Lp . prove that if fk → f in Lp norm, 1 ≤ p ≤ ∞,
then {fk } converges weakly to f in Lp .
Proof. By Hölder’s inequality, if 1 ≤ p ≤ ∞,
Z Z Z Z Z
0 1
p p1
| fk g− f g| ≤ |fk −f ||g| ≤ ( |fk −f | ) ( |g|p ) p0 = kfk −f kp kgkp0 → 0

as k → 0, since fk → f in Lp norm. Thus, {fk } converges weakly to f in Lp .

Conversely, as shown in Exercise 15, let fk (x) = cos kx and g(x) = f (x),
R 2π
0
f (x) cos kxdx → 0 as k → ∞. If the converse is true, we can get cos kx →
0 weakly in L2 . However,
Z 2π Z 2π
2 cos 2kx − 1
(cos kx) dx = dx = π 6→ 0 in L2 norm.
0 0 2

10
Question 17
R R
Suppose that fk , f ∈ L2 and that fk g → f g for all g ∈ L2 . If
kfk k2 → kf k2 , show that fk → f in L2 norm.
R R R R
Proof: Let g = f , then fk f → f 2 . Since kfk k2 → kf k2 , fk2 → f 2 .
R R R R R R R R
|fk −f |2 = fk2 −2fk f +f 2 = fk2 −2 fk f + f 2 → f 2 −2 f 2 + f 2 = 0.
Thus, fk → f in L2 norm.

Question 18
Prove the parallelogram law for L2 : kf + gk2 + kf − gk2 = 2kf k2 + 2kgk2 .
Is this true for Lp when p 6= 2?
Proof:
Z Z Z Z Z
2
kf + gk = (f + g)(f + g) = ff + fg + gf + gg.
Z Z Z Z Z
2
kf − gk = (f − g)(f − g) = ff − fg − gf + gg.

Thus,
Z Z
2 2
kf + gk + kf − gk = 2 ff + 2 gg = 2kf k2 + 2kgk2 .

If p 6= 2, the parallelogram law cannot hold. Let g = f a.e., kf + gkp =

2p kf kp , kf − gkp = 0, then kf + gkp + kf − gkp = 2p kf kp , 2kf kp + 2kgkp =
22 kf kp 6= 2p kf kp provided kf kp 6= 0. Thus, the parallelogram law fails.

Question 19
Prove that a finite dimensional Hilbert space is isometric with Rn for
some n.
Proof: Let H be a n− dimensional complex Hilbert space and {φ1 , φ2 , . . . , φn }
is the basis of H, we assume {φk } is orthonormal. Let x = (x1 , x2 , . . . , xn ) ∈
Cn , define T : Cn −→ H:

T x = x1 φ1 + x2 φ2 + · · · + xn φn

11
Since {φk } is orthonormal, T is an on-to map. Put y = (y1 , y2 , . . . , yn ) ∈ Cn ,
Pn
then kx − yk2 = |xi − yi |2 .
i=1
P
n P
n P
n
kT x − T yk2 = kT (x − y)k2 = ( (xi − yi )φi , (xj − yj )φj ) = |xi − yi |2 .
i=1 j=1 i=1
So kx − yk = kT x − T yk, and H is isometric with Cn , thus is isometric with
R2n .
If H is a real Hilbert space, the proof is the same.

Question 21
1
R
If f ∈ Lp (Rn ), 0 < p < ∞, show that lim |f (y) − f (x)|p dy = 0 a.e.
Q&x |Q| Q

Proof: Let {rk } be the set of rational numbers, and let Zk be the set
where the formula
Z
1
lim |f (y) − rk |p dy = |f (x) − rk |p
Q&x |Q| Q

is not valid. Since |f (y) − rk |p ≤ 2p (|f (y)|p + |rk |p ) is locally integrable,

by Lebesgue’s differential theorem, we have |Zk | = 0. Let Z = ∪Zk ; then
|Z| = 0. For any Q, x and rk
Z Z Z
1 p p 1 p p 1
|f (y) − f (x)| dy ≤ 2 |f (y) − rk )| dy + 2 |rk − f (x)|p dy
|Q| Q |Q| Q |Q| Q
Z
p 1
= 2 |f (y) − rk )|p dy + 2p |rk − f (x)|p .
|Q| Q

Therefor, if x ∈
/ Z,
Z
1
lim sup |f (y) − f (x)|p dy ≤ 2p+1 |f (x) − rk |p ,
Q&x |Q| Q

for every rk . For any x at which f (x) is finite (in particular, almost every-
where), we can choose rk such that |f (x)−rk | is arbitrarily small. This shows
that the left side of the last formula is zero a.e., and completes the proof.

12