Integration, IV, p. 135
Let φ(t1,t2,…,tn) be a finite numerical function satisfying the conditions of Prop. 1 of Ch. I. Show that if f1,f2,…,fn are n finite numerical functions that are positive, integrable and non-negligible, then the function φ(f1,f2,…,fn) is integrable and
∫φ(f1,f2,…,fn)dμ≤φ(∫f1dμ,∫f2dμ,…,∫fndμ). Moreover, in order that
∫φ(f1,…,fn)dμ=φ(∫f1dμ,…,∫fndμ), it is necessary and sufficient that, for almost every
x∈X, the point of
Rn whose coordinates are
ξi=fi(x)/φ(f1(x),…,fn(x)) belong to the facet with respect to
K of the point whose coordinates are
αi=(∫fidμ)/(∫φ(f1,…,fn)dμ) (argue as in Exer. 2). In particular,
p and
q denoting two conjugate exponents such that
1<p<+∞:
1∘ for two positive numerical functions
f∈Lp,g∈Lq to be such that
∫fgdμ=Np(f)Nq(g), it is necessary and sufficient that there exist two numbers
α,β, not both zero, such that
α(f(x))p=β(g(x))q almost everywhere;
2∘ for two positive numerical functions
f∈Lp,g∈Lp to be such that
Np(f+g)=Np(f)+Np(g), it is necessary and sufficient that there exist two numbers
α,β, not both zero, such that
αf(x)=βg(x) almost everywhere.