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Every defines a bounded linear functional on
Statement
Let be a measure space, let , and let be conjugate to . For each , the formula defines a bounded linear functional on , and In particular,
Facts & Assumptions
Given: A measure space , an exponent , its conjugate exponent , an element , and an element .
Elements of are almost-everywhere equivalence classes of measurable representatives (The space as the quotient by null functions).
Holder's inequality gives for measurable representatives and when both exponents are finite, with the corresponding -- representative form at the endpoint (Holder's inequality for integrals, including the endpoint cases).
Two integrable functions have the same integral whenever they are equal almost everywhere (Two integrable functions are equal almost everywhere exactly when all of their indefinite integrals agree).
The Lebesgue integral is linear on (The Lebesgue integral is linear on ).
Proof
Choose measurable representatives of and of . Then ; if then , while if then is an essentially bounded representative. Thus [L2] gives and
If is another representative of , then almost everywhere. Hence almost everywhere. Since both products are integrable by step 1.1, [L3] gives so is well defined on the class .
If is another representative of , then almost everywhere. Hence almost everywhere. Since both products are integrable by step 1.1, [L3] gives so is independent of the chosen representative of .
Let and let . Choose representatives . By step 2.1 we may compute with representatives, and complex linearity in [L4] gives The estimate from step 1.1 also shows so is complex linear and bounded.
The estimate in step 3.1 holds for every with . Taking the supremum over the unit ball gives Thus is a bounded linear functional on .