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Conference rusure::math

Title:Mathematics at DEC
Moderator:RUSURE::EDP
Created:Mon Feb 03 1986
Last Modified:Fri Jun 06 1997
Last Successful Update:Fri Jun 06 1997
Number of topics:2083
Total number of notes:14613

1039.0. "A puzzle with integrable functions on [0,1]." by HPSTEK::XIA () Sun Mar 19 1989 20:19

    Let f be a function that maps from the interval [0,1] into the complex
    numbers C (or Real).  Let p be a real number such that p >= 1.
    
    Suppose f is integrable on [0,1].  Show that 
    
    
      /1                      /1
     (         p             (            p
      )  |f(x)|  dx   >=    | )  f(x) dx |
     / 0                     / 0

                                                                          
    Eugene
T.RTitleUserPersonal
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1039.1proofAIRPRT::GRIERmjg's holistic computing agencySun Mar 19 1989 22:568
   Assume the hypothesis.

   Obvious.   QED


					-mjg
:-)

1039.2Seriously, tho'AIRPRT::GRIERmjg's holistic computing agencyMon Mar 20 1989 01:357
   I know how to do this in the case where p=1, I'm not sure how to generalize.
It seems "obvious", but most of the interesting stuff in mathematics isn't
obvious, now, is it?  (And then some "obvious" things aren't true...)

				-mjg (who feels dumb after two full
					semesters of Complex Analysis and
					is stumped at the moment)
1039.3AITG::DERAMODaniel V. {AITG,ZFC}:: D'EramoMon Mar 20 1989 04:1613
     Are we allowed to assume that if f is integrable on [0,1]
     then |f(x)|^p will also be integrable on [0,1]?  Or do we
     have to prove that, too? (For real p >= 1, of course.)
     
     Riemann or Lebesgue integration? :-)
     
     I suppose a proof using Riemann integration would be done by
     proving a version of the theorem for finite sums, and then
     applying that to approximations of the integrals by finite
     sums.
     
     Dan
     
1039.4HPSTEK::XIAMon Mar 20 1989 14:065
    re -1
    
    Make it Riemann integrable.
    
    Eugene
1039.5AITG::DERAMODaniel V. {AITG,ZFC}:: D'EramoMon Mar 20 1989 23:1234
     Okay.  The usual definition of Riemann integration applies
     to a bounded function.  Lebesgue integration theory shows
     that the Riemann integral of a bounded function will exist
     if and only if the function is continuous almost everywhere,
     i.e., except on a set of Lebesgue measure zero.  So if f is
     Riemann integrable over [0,1] and is bounded, then it must
     be continuous almost everywhere, and then |f|^p is bounded
     and continuous almost everywhere, and so its integral
     exists.
     
     If f is unbounded, then its Riemann integral would be
     defined as a limit as the bound goes to infinity of the
     integral of a "truncated" f that was bounded.  It's not
     clear to me that the limit would still exist after raising
     |f| to the p power (p >= 1), which would make the "large"
     parts of f even larger.
     
     [I'm obviously stalling until I can work out an approach to
     proving the inequality.] :-)
     
     Hmm.  Is
     
     		 /1                      /1
     		(         p             (            p
     		 )  |f(x)|  dx   -     | )  f(x) dx |
     		/ 0                     / 0
     
     a differential function of p, and if so is the derivative
     always nonnegative?  Those two conditions would suffice
     because the inequality is true for p=1 (it's not too hard to
     show that).
     
     Dan
     
1039.6Solution :-) :-)HPSTEK::XIAWed May 24 1989 02:3230
By Holder's inequality,
    
    
      /1                         /1                /1
     (         p     1/p        (    q    1/q     (
  [   )  |f(x)|  dx ]   *  [     )  1 dx ]    >= | )  f(x) * 1 dx|
     / 0                        / 0               / 0

Where 1/p + 1/q = 1 and p >= 0, q >= 0.

So we have:

    
      /1                       /1
     (         p     1/p      (
  [   )  |f(x)|  dx ]     >= | )  f(x) dx|
     / 0                      / 0


Then it is immediate that:
    
      /1                       /1
     (         p              (           p
      )  |f(x)|  dx       >= | )  f(x) dx|
     / 0                      / 0


     
         
    Eugene