TheoremBase

Lᵖ Inclusions and Constants on a Finite Measure Space

On a finite measure space every q-integrable function is p-integrable for p at most q, the product of two square-integrable functions is integrable with the Cauchy-Schwarz bound, and constant functions are p-integrable with integral the constant times the total mass.

Statement

In the setting of Lᵖ Spaces: Notation, let (X,F,μ)(X,\mathcal{F},\mu) be a measure space whose measure μ\mu is finite, and let 1≤p≤q1\le p\le q.

Inclusion.

Lq(μ)⊆Lp(μ).\mathcal{L}^{q}(\mu)\subseteq\mathcal{L}^{p}(\mu).

Constants. Let c∈Rc\in\mathbb{R}. The constant function cc on XX lies in Lp(μ)\mathcal{L}^{p}(\mu), and

∫Xc dμ=c μ(X)\int_{X}c\,d\mu=c\,\mu(X)

(Small Facts about [0,∞]: Zero, Finiteness and Sums of Zeros (ii)).

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