TheoremBase

Each claim follows from the exponent laws for powers with nonnegative base together with the monotonicity, homogeneity and almost-everywhere properties of the integral.

Proof

Each result cited is universally quantified over the data appearing in its own statement, and is applied here to the data named in the statement above. Throughout, powers with nonnegative base are those of Real Powers (i), and we refer to the claims of Properties of Real Powers for their properties; for f∈Lpf\in\mathcal{L}^{p} the number ∫X∣f∣p dΞΌ\int_{X}|f|^{p}\,d\mu is a nonnegative real number by Power-Integrable Functions and the p-Seminorm (ii).

Claim 1. Put I=∫X∣f∣p dΞΌI=\int_{X}|f|^{p}\,d\mu, a nonnegative real number. Then, by Properties of Real Powers (iv) and Properties of Real Powers (ii),

(βˆ₯fβˆ₯p)p=(I1/p)p=I(1/p)β‹…p=I1=I.\bigl(\lVert f\rVert_{p}\bigr)^{p}=\bigl(I^{1/p}\bigr)^{p}=I^{(1/p)\cdot p}=I^{1}=I .

Claim 2. The map cfcf is measurable by claim 2 of Arithmetic of Measurable Real- and [0,∞]-Valued Maps. For every x∈Xx\in X we have ∣(cf)(x)∣=∣cβˆ£β€‰βˆ£f(x)∣|(cf)(x)|=|c|\,|f(x)| by claim 4 of Properties of the Absolute Value in an Ordered Field, so by Properties of Real Powers (iii),

(∣(cf)(x)∣)p=(∣cβˆ£β€‰βˆ£f(x)∣)p=∣c∣p(∣f(x)∣)p,\bigl(|(cf)(x)|\bigr)^{p}=\bigl(|c|\,|f(x)|\bigr)^{p}=|c|^{p}\bigl(|f(x)|\bigr)^{p},

that is ∣cf∣p=∣c∣pβ€‰βˆ£f∣p|cf|^{p}=|c|^{p}\,|f|^{p} pointwise. The number ∣c∣p|c|^{p} is a nonnegative real number by Properties of Real Powers (i), so the homogeneity in claim 1 of Linearity and Monotonicity of the Lebesgue Integral, and the Integrability Criterion gives ∫X∣cf∣p dΞΌ=∣c∣pI\int_{X}|cf|^{p}\,d\mu=|c|^{p}I, which is finite; hence cf∈Lpcf\in\mathcal{L}^{p}. Using Properties of Real Powers (iii) and then Properties of Real Powers (iv) and Properties of Real Powers (ii),

βˆ₯cfβˆ₯p=(∣c∣pI)1/p=(∣c∣p)1/pI1/p=∣c∣pβ‹…(1/p) I1/p=∣cβˆ£β€‰βˆ₯fβˆ₯p.\lVert cf\rVert_{p}=\bigl(|c|^{p}I\bigr)^{1/p}=\bigl(|c|^{p}\bigr)^{1/p}I^{1/p}=|c|^{p\cdot(1/p)}\,I^{1/p}=|c|\,\lVert f\rVert_{p}.

Claim 3. Let NN be the null set of points at which ∣f(x)βˆ£β‰€βˆ£g(x)∣|f(x)|\le|g(x)| fails. For xβˆ‰Nx\notin N, Properties of Real Powers (v) gives (∣f(x)∣)p≀(∣g(x)∣)p(|f(x)|)^{p}\le(|g(x)|)^{p}; hence ∣f∣pβ‰€βˆ£g∣p|f|^{p}\le|g|^{p} almost everywhere. Both are measurable by Power-Integrable Functions and the p-Seminorm (i), so The Lebesgue Integral and Null Sets (iii) yields

∫X∣f∣p dΞΌβ‰€βˆ«X∣g∣p dΞΌ<∞,\int_{X}|f|^{p}\,d\mu\le\int_{X}|g|^{p}\,d\mu<\infty ,

so f∈Lpf\in\mathcal{L}^{p}. Applying Properties of Real Powers (v) with the positive exponent 1/p1/p to these two nonnegative real numbers gives βˆ₯fβˆ₯p≀βˆ₯gβˆ₯p\lVert f\rVert_{p}\le\lVert g\rVert_{p}.

Claim 4. The set where ∣f∣|f| and ∣g∣|g| differ is contained in the set where ff and gg differ, hence is null by The Lebesgue Integral and Null Sets (i). So ∣fβˆ£β‰€βˆ£g∣|f|\le|g| almost everywhere and ∣gβˆ£β‰€βˆ£f∣|g|\le|f| almost everywhere. The first, with claim 3, gives g∈Lpg\in\mathcal{L}^{p} once we know f∈Lpf\in\mathcal{L}^{p}; more precisely claim 3 applied with the roles of ff and gg as stated there gives g∈Lpg\in\mathcal{L}^{p} and βˆ₯gβˆ₯p≀βˆ₯fβˆ₯p\lVert g\rVert_{p}\le\lVert f\rVert_{p}, and applied in the opposite direction gives βˆ₯fβˆ₯p≀βˆ₯gβˆ₯p\lVert f\rVert_{p}\le\lVert g\rVert_{p}. Hence βˆ₯gβˆ₯p=βˆ₯fβˆ₯p\lVert g\rVert_{p}=\lVert f\rVert_{p}.

Claim 5. Write I=∫X∣f∣p dΞΌI=\int_{X}|f|^{p}\,d\mu. By Properties of Real Powers (i) the power I1/pI^{1/p} vanishes exactly when II vanishes, so βˆ₯fβˆ₯p=0\lVert f\rVert_{p}=0 if and only if I=0I=0. By The Lebesgue Integral and Null Sets (iv), I=0I=0 if and only if (∣f(x)∣)p=0(|f(x)|)^{p}=0 for almost every xx. By Properties of Real Powers (i) again, (∣f(x)∣)p=0(|f(x)|)^{p}=0 holds exactly when ∣f(x)∣=0|f(x)|=0, that is exactly when f(x)=0f(x)=0. Hence βˆ₯fβˆ₯p=0\lVert f\rVert_{p}=0 if and only if f=0f=0 almost everywhere.

Claim 6. Measurability of ∣h∣r|h|^{r} is proved exactly as in Power-Integrable Functions and the p-Seminorm (i): the map ∣h∣|h| is measurable with nonnegative values by claim 4 of Arithmetic of Measurable Real- and [0,∞]-Valued Maps; for a real c<0c<0 the set {x:c<(∣h(x)∣)r}\{x:c<(|h(x)|)^{r}\} is XX, and for 0≀c0\le c it equals {x:c1/r<∣h(x)∣}\{x:c^{1/r}<|h(x)|\} by Properties of Real Powers (vi), a member of F\mathcal{F}; the criterion in Measurable Functions and the Lebesgue Integral: Standing Notation (iii) applies.

The map ∣h∣r|h|^{r} is nonnegative, so its absolute value is itself, and by Properties of Real Powers (iv), for every x∈Xx\in X,

(βˆ£β€‰βˆ£h∣r(x)∣)s=((∣h(x)∣)r)s=(∣h(x)∣)rs.\Bigl(\bigl|\,|h|^{r}(x)\bigr|\Bigr)^{s}=\Bigl(\bigl(|h(x)|\bigr)^{r}\Bigr)^{s}=\bigl(|h(x)|\bigr)^{rs}.

Hence the two functions βˆ£β€‰βˆ£h∣r∣s\bigl|\,|h|^{r}\bigr|^{s} and ∣h∣rs|h|^{rs} are equal, so their integrals over XX coincide as members of [0,∞][0,\infty], and one is finite exactly when the other is. Since ∣h∣r|h|^{r} and hh are both measurable, this says ∣h∣r∈Ls|h|^{r}\in\mathcal{L}^{s} if and only if h∈Lrsh\in\mathcal{L}^{rs}.

Suppose this holds and write I=∫X∣h∣rs dΞΌI=\int_{X}|h|^{rs}\,d\mu, a nonnegative real number. Then βˆ₯β€‰βˆ£h∣rβˆ₯s=I1/s\bigl\lVert\,|h|^{r}\bigr\rVert_{s}=I^{1/s} by Power-Integrable Functions and the p-Seminorm (iii), while by Properties of Real Powers (iv)

(βˆ₯hβˆ₯rs)r=(I1/(rs))r=Ir/(rs)=I1/s,\bigl(\lVert h\rVert_{rs}\bigr)^{r}=\bigl(I^{1/(rs)}\bigr)^{r}=I^{r/(rs)}=I^{1/s},

the exponents being equal because rβ‹…1rs=1sr\cdot\frac{1}{rs}=\frac{1}{s}. The two sides therefore agree.

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