a) The space Lp′(X×Y) is contained in Lp′,p′(X,Y), and for k∈Lp′(X×Y), one has Np′,p′(k)=∥k∥p′;
b) The space Lp′,q′(X,Y) is contained in Np,q(X×Y) and for k∈Lp′,q′(X,Y), one has ∥k∥p,q⩽Np′,q′(k).
Let us prove assertion a). Let k∈Lp′(X×Y). By INT, V, p. 96, § 8, no4, th. 1, a), the function ky belongs to Lp′(X) for ν-almost all y∈Y.
Let ε>0. There exists h∈K(X×Y) such that ∥k−h∥p′<ε. The function h∘ is a continuous function with compact support from Y into Lp′(X) satisfying
∥k∘−h∘∥p′=Np′,p′(k−h)=∥k−h∥p′<ε
by Lemma 2. It follows that k∘ belongs to LLp′(X)p′(Y,ν), that is to say that k belongs to Lp′,p(X,Y). Lemma 2 then proves that Np′,p′(k)=∥k∥p′.
Let us prove assertion b). Let k∈Lp′,q′(X,Y) and let f∈Lp(X). For every y∈Y, Hölder's inequality (INT, IV, p. 208, § 6, no4, th. 2) applied to ky implies
∫X∗∣k(x,y)f(x)∣dμ(x)⩽∥ky∥p′∥f∥p
Let g∈Lq′(Y). The mappings f and g are moderate, since p and q′ are finite. Consequently, the mapping (x,y)↦f(x)g(y) is (μ⊗ν)-moderate (cf. INT, V, p. 92, § 8, no3, cor. 2), and therefore the mapping (x,y)↦k(x,y)f(x)g(y) is (μ⊗ν)-moderate. By INT, V, p. 93, § 8, no3, prop. 7, a), it follows that
∫X×Y∗∣k(x,y)f(x)g(y)∣d(μ⊗ν)
=∫Y∗∣g(y)∣(∫X∗∣k(x,y)f(x)∣dμ(x))dν(y)
⩽∥f∥p∫Y∗∥ky∥p′∣g(y)∣dν(y)⩽Np′,q′(k)∥f∥p∥g∥q
again using Hölder's inequality. This concludes the proof.
Bourbaki sets the proof directly after the statement, and the corpus does not separate them, so what is above is the statement and its proof together.
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