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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>h=|f|^{p{'}}</math>, then <math>w(y)=\mu(\{g>y\} \leq \frac{c_{0}}{y^{p/p{'}}}</math>
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Now, let <math>g=|f|^{p{'}}</math>, then <math>w(y)=\mu(\{g>y\} \leq \frac{c_{0}}{y^{p/p{'}}}</math>
  
<math>\int_{X}hd\mu = \int_{0}^{\infty}</math>
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<math>\int_{X}g d\mu = \int_{0}^{\infty}w(y)dy \leq c_{0}\int_{0}^{\infty}\frac{dy}{y^{p}{p{'}}}</math>

Revision as of 16:37, 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 $ g=|f|^{p{'}} $, then $ w(y)=\mu(\{g>y\} \leq \frac{c_{0}}{y^{p/p{'}}} $

$ \int_{X}g d\mu = \int_{0}^{\infty}w(y)dy \leq c_{0}\int_{0}^{\infty}\frac{dy}{y^{p}{p{'}}} $

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