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Let $\Omega$ be a bounded open set and $1 ≤ q ≤ p ≤ +\infty$. Prove that $L^p(\Omega) \subset L^q (\Omega)$. Where $L^p(\Omega)$ and $L^q(\Omega)$ are the spaces of functions $f$ for which $|f|^p$ and $|f|^q$ is integrable.

In trying to solve this, many books refer me to Holder's inequality. However, I have failed to connect it to this problem.

mariam
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1 Answers1

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Suppose $(X,\mu)$ is a measure space with $\mu(X)<\infty.$ Assume $0<q<p<\infty$ (the case $p=\infty$ is very simple). Let $f\ge 0,$ with $f\in L^p(X).$ Set $A=\{f\le 1\}, B = \{f> 1\}.$ Then

$$\int_X f^q\,d\mu = \int_A f^q\,d\mu + \int_B f^q\,d\mu \le \mu(A) + \int_B f^p\,d\mu <\infty.$$

zhw.
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