The Function : Continuity, Young's Inequality and Lower Bounds, with the Elementary Bounds for the Exponential and the Logarithm
lemmaAnalysislem:entropy-function-real-2026aElementary bounds exp(u) >= 1+u and 1-1/t <= log t <= t-1, together with properties of the entropy function phi(s) = s log s on [0,infinity) (with phi(0)=0). The function phi is continuous, so phi of a nonnegative measurable function is measurable. It satisfies Young's inequality a s <= phi(s) + exp(a-1) and the lower bounds phi(s) >= s-1 and phi(s) >= -1/e.
In the setting of Measure Spaces and the Lebesgue Integral: Standing Notation, let be the exponential function and the natural logarithm, and let denote the set of nonnegative real numbers, a subset of with the metric of The Absolute Value Metric on the Real Line. Let be the function with
1. (Exponential)¶ for every .
2. (Logarithm)¶ for every positive .
3. (Continuity and measurability)¶ is continuous on . Consequently, for every measure space and every measurable with for every , the function is measurable.
4. (Young's inequality)¶ for every and every .
5. (Lower bounds)¶ and for every .
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