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Suppose that \|f\|_p < \infty for all 1\leq p < p', I want to know if the the following is true and in that case how to show it

$p \mapsto \|f\|_p$ is continuous on $[1,p')$

Or maybe we need to impose some more constraints such as finite measure space. In case of finite measure space, I tried to use Egoroff's theorem.

1 Answers 1

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It suffices to show $g(p) = \int_X |f|^p$ is continuous, because then $||f||_p = g(p)^{1 \over p} = e^{\log(g(p)) \over p}$ is continuous.

Note that $g(p) = \int_{|f| > 1} |f|^p + \int_{|f| \leq 1}|f|^p$. To show continuity of each term at some $p_0$, you can use the dominated convergence theorem; for some $\epsilon > 0$, $|f|^{p_0 + \epsilon}$ will serve as a dominating function for the first integral, and $|f|^{p_0 - \epsilon}$ will serve as a dominating function for the second (unless $p_0 = 1$ in which case just use $|f|$).

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    Aaaah. I misread the question and didn't see the condition \|f\|_p < \infty for all 1\leq p < p'. Now it makes sense. +12013-12-03