Bourbaki

Exercise 4, § 6

Integration, IV, p. 135

Let φ(t1,t2,…,tn)\varphi(t_1, t_2, \ldots, t_n) be a finite numerical function satisfying the conditions of Prop. 1 of Ch. I. Show that if f1,f2,…,fnf_1, f_2, \ldots, f_n are nn finite numerical functions that are positive, integrable and non-negligible, then the function φ(f1,f2,…,fn)\varphi(f_1, f_2, \ldots, f_n) is integrable and

∫φ(f1,f2,…,fn)dμ≤φ(∫f1dμ,∫f2dμ,…,∫fndμ). \int \varphi(f_1, f_2, \ldots, f_n) d\mu \leq \varphi(\int f_1 d\mu, \int f_2 d\mu, \ldots, \int f_n d\mu).
Moreover, in order that
∫φ(f1,…,fn)dμ=φ(∫f1dμ,…,∫fndμ), \int \varphi(f_1, \ldots, f_n) d\mu = \varphi(\int f_1 d\mu, \ldots, \int f_n d\mu),
it is necessary and sufficient that, for almost every x∈Xx \in X, the point of Rn\mathbf{R}^n whose coordinates are ξi=fi(x)/φ(f1(x),…,fn(x))\xi_i = f_i(x)/\varphi(f_1(x), \ldots, f_n(x)) belong to the facet with respect to KK of the point whose coordinates are
αi=(∫fidμ)/(∫φ(f1,…,fn)dμ) \alpha_i = (\int f_i d\mu)/(\int \varphi(f_1, \ldots, f_n) d\mu)
(argue as in Exer. 2). In particular, pp and qq denoting two conjugate exponents such that 1<p<+∞1 < p < +\infty: 1∘1^\circ for two positive numerical functions f∈Lp,g∈Lqf \in \mathscr{L}^p, g \in \mathscr{L}^q to be such that ∫fgdμ=Np(f)Nq(g)\int fg d\mu = N_p(f)N_q(g), it is necessary and sufficient that there exist two numbers α,β\alpha, \beta, not both zero, such that α(f(x))p=β(g(x))q\alpha(f(x))^p = \beta(g(x))^q almost everywhere; 2∘2^\circ for two positive numerical functions f∈Lp,g∈Lpf \in \mathscr{L}^p, g \in \mathscr{L}^p to be such that Np(f+g)=Np(f)+Np(g)N_p(f+g) = N_p(f) + N_p(g), it is necessary and sufficient that there exist two numbers α,β\alpha, \beta, not both zero, such that αf(x)=βg(x)\alpha f(x) = \beta g(x) almost everywhere.

Solution

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