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<math>\int_{X}|f|^{r}d\mu \leq \int_{X}|f|^{p^{'}}(\mu(X))^{1-r/p^{'}} \leq \int_{X}|f|^{p^{'}}(\mu(X))^{1-r/p}</math> by Holder.
 
<math>\int_{X}|f|^{r}d\mu \leq \int_{X}|f|^{p^{'}}(\mu(X))^{1-r/p^{'}} \leq \int_{X}|f|^{p^{'}}(\mu(X))^{1-r/p}</math> by Holder.
  
Now, let <math>g=|f|^{p{'}}</math>
+
Now, let <math>h=|f|^{p{'}}</math>
  
<math>\int_{X}gd\mu</math>
+
<math>\int_{X}hd\mu</math>

Revision as of 16:32, 11 July 2008

The case $ \mu(X)=\infty $ the inequality is true.

Suppose $ \mu(X) $ is finite, we have

Given $ p^{'}=\frac{p+r}{2} $,

$ \int_{X}|f|^{r}d\mu \leq \int_{X}|f|^{p^{'}}(\mu(X))^{1-r/p^{'}} \leq \int_{X}|f|^{p^{'}}(\mu(X))^{1-r/p} $ by Holder.

Now, let $ h=|f|^{p{'}} $

$ \int_{X}hd\mu $

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