The integral of a product of power-integrable functions is bounded by the product of their seminorms, both for a conjugate pair of exponents and for finitely many exponents whose reciprocals sum to one.
In the setting of Measure Spaces and the Lebesgue Integral: Standing Notation, let be a measure space. For a real number with write for the set of -integrable functions on and for the -seminorm. Finite products of real numbers are the finite products of that definition. Then the following hold.
1. (Hölder's inequality)¶ Let be conjugate exponents, let and let . Then the pointwise product belongs to and
2. (Finitely many factors)¶ Let , and for each let be a real number with and let . Suppose that
Let be the pointwise product of , given by . Then and
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