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Equality in Holder's inequality for
Statement
Let , let be its conjugate exponent, and let and . Then equality holds in Holder's inequality
if and only if at least one of is zero almost everywhere, or there is a constant such that
Facts & Assumptions
Given: A measure space, an exponent , its conjugate exponent , and functions , .
Holder's inequality for integrals has already been proved (Holder's inequality for integrals, including the endpoint cases).
Young's inequality is the scalar step used in that proof (Young's inequality for conjugate real exponents).
A nonnegative measurable function has integral exactly when it vanishes almost everywhere (A nonnegative measurable function has integral exactly when it vanishes almost everywhere).
Membership in and means finiteness of the corresponding power integrals (The function space for ).
For a weight strictly between zero and one, equality in the two-point exponential convexity inequality holds exactly when its two inputs agree (The two-point convexity inequality for the exponential function).
Proof
If or , then the corresponding function is zero almost everywhere, and Holder's inequality becomes equality with both sides .
Assume now that and . The proof of [L1] integrated the nonnegative function [L1, L2, L3] If equality holds in Holder, then , so almost everywhere. Thus equality holds in Young's inequality pointwise almost everywhere for and .
To check the equality condition omitted from [L2]'s Statement, first suppose . Apply [L5] to and with weights and : its geometric side is , its arithmetic side is , and equality holds exactly when . If one of is zero, equality in Young holds only when both vanish, again exactly when . Applying this criterion to step 1.2 gives [step 1.2, L2, L5, algebra] so almost everywhere.
Conversely, if almost everywhere for some and neither function vanishes almost everywhere, integration gives . Thus the normalized powers agree almost everywhere, so the scalar criterion from step 2.1 makes Young an equality almost everywhere and the integrated Holder proof becomes an equality. If either function vanishes almost everywhere, step 1.1 already applies.
Step 1.1 handles the zero-function case, step 2.1 proves the strict necessity, and step 3.1 proves sufficiency. These are exactly the alternatives in the Statement.
Depends on
- Holder's inequality for integrals, including the endpoint cases
- Young's inequality for conjugate real exponents
- The two-point convexity inequality for the exponential function
- A nonnegative measurable function has integral $0$ exactly when it vanishes almost everywhere
- The function space $\mathcal{L}^p(\mu)$ for $0 < p < \infty$
Used by
Dependency tree · two levels
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Sources
- Sheldon Axler, Measure, Integration & Real Analysis, Holder's Inequality (standard reference, not scraped)
- Richard L. Wheeden and Antoni Zygmund, Measure and Integral, Theorem 8.6 and converse (standard reference, not scraped)