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Consider a compactly supported smooth function $\theta \geq 0$ defined over $\mathbb{R}$ satisfying $\int_{\mathbb{R}} \theta (t) \mathrm{d} t = 1$ and set, for $n\geq 1$, $\theta_n(t) = n \theta( n t)$. Let $f$ be a bounded measurable function on $\mathbb{R}$.

If $p \geq 1$, then $\theta_n * f$ converges to $f$ in $L^p[0,1]$. One can show this using the Young inequality.

Is the result still valid when $p<1$ and how to prove it?

Thanks.

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On a set $\Omega$ of finite measure, the integral $\int_\Omega |g|^p$ is controlled by $\int_\Omega |g|^q$ whenever $p

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    Perfect, thank you. Do you have any idea of what happens if now we are not integrating over a compact set, but over $\mathbb{R}$?2017-01-04