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$\begingroup$

... is the result in $L_{p}$?

A remark in my notes says yes but I can't see how to verify it.

As was pointed out to me in a previous question I asked last night, I need to show that the following integral is finite:

$\int_{-\pi}^{\pi}|\int_{-\pi}^{\pi}f(t-s)\phi_{n}(s)ds|^{p}dt < \infty$.

One of the properties of a summability kernel is that there exists a $C > 0$ such that $\int_{-\pi}^{\pi}|\phi_{n}(t)|dt\leq C$ for every $n\geq 1$. I feel like this could help if I could get $\phi$ by itself

  • 3
    Yes, apply [Young's inequality](http://en.wikipedia.org/wiki/Young%27s_inequality#Young.27s_inequality_for_convolutions) with $r=p$ and $q = 1$, see also: http://en.wikipedia.org/wiki/Convolution#Integrable_functions2011-10-05

1 Answers 1

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The way I usually prove Young's Inequality is using a couple of applications of Hölder's inequality to prove $ \left|\int f(x)\;g(x)\;h(x)\;\mathrm{d}x\right|\le\|f\|_u\|g\|_v\|h\|_w\tag{1} $ where $\frac1u+\frac1v+\frac1w=1$. Then apply $(1)$ in a tricky way to show $ \left|\int\int f(x-y)\;g(y)\;h(x)\;\mathrm{d}y\;\mathrm{d}x\right|\le\|f\|_p\|g\|_q\|h\|_r\tag{2} $ where $\frac1p+\frac1q+\frac1r=2$. Taking the supremum of inequality $(2)$ over all $h\in L^r$ such that $\|h\|_r=1$ says that $\|f\ast g\|_s\le\|f\|_p\|g\|_q$ where $\frac{1}{r}+\frac{1}{s}=1$, that is $\frac{1}{s}=\frac{1}{p}+\frac{1}{q}-1$.


Tricky Application of $\mathbf{(1)}$: Since $\frac{1}{p}+\frac{1}{q}+\frac{1}{r}=2$, we have the following 7 relations: $ \begin{align} \left(1-\frac{1}{r}\right) + \left(1-\frac{1}{p}\right) + \left(1-\frac{1}{q}\right) &= 1\\ \left(1-\frac{1}{r}\right) + \left(1-\frac{1}{q}\right) &= \frac{1}{p}\text{ so that }p\left(1-\frac{1}{r}\right) + p\left(1-\frac{1}{q}\right) = 1\\ \left(1-\frac{1}{r}\right) + \left(1-\frac{1}{p}\right) &= \frac{1}{q}\text{ so that }q\left(1-\frac{1}{r}\right) + q\left(1-\frac{1}{p}\right) = 1\\ \left(1-\frac{1}{p}\right) + \left(1-\frac{1}{q}\right) &= \frac{1}{r}\text{ so that }r\left(1-\frac{1}{p}\right) + r\left(1-\frac{1}{q}\right) = 1 \end{align} $ Therefore, $ \begin{align} &\left|\int\int f(x-y)\;g(y)\;h(x)\;\mathrm{d}y\;\mathrm{d}x\right|\\ &\le\int\int|f(x-y)|\;|g(y)|\;|h(x)|\;\mathrm{d}y\;\mathrm{d}x\\ &={\small\int\int\underbrace{|f(x-y)|^{p(1-1/r)}|g(y)|^{q(1-1/r)}}_{\large\text{in }L^w\text{ where }\frac1r+\frac1w=1}\;\underbrace{|g(y)|^{q(1-1/p)}|h(x)|^{r(1-1/p)}}_{\large\text{in }L^u\text{ where }\frac1p+\frac1u=1}\;\underbrace{|f(x-y)|^{p(1-1/q)}|h(x)|^{r(1-1/q)}}_{\large\text{in }L^v\text{ where }\frac1q+\frac1v=1}\;\mathrm{d}y\;\mathrm{d}x}\\ &\le\left(\int\int|f(x-y)|^p|g(y)|^q\;\mathrm{d}y\;\mathrm{d}x\right)^{1-1/r}\\ &\times\left(\int\int|g(y)|^q|h(x)|^r\;\mathrm{d}y\;\mathrm{d}x\right)^{1-1/p}\\ &\times\left(\int\int|f(x-y)|^p|h(x)|^r\;\mathrm{d}y\;\mathrm{d}x\right)^{1-1/q}\\ &=\left(\int|f(x)|^p\;\mathrm{d}x\right)^{1/p}\left(\int|g(x)|^q\;\mathrm{d}x\right)^{1/q}\left(\int|h(x)|^r\;\mathrm{d}x\right)^{1/r} \end{align} $

  • 0
    No worries, looks good now :)2014-09-25