Bourbaki

Corollary 1

Tag 08XL, permanent. Cite it as [Bourbaki, Tag 08XL].

Integration, chapter IV, § 6. Convexity inequalities

— Let F,G,HF, G, H be three Banach spaces, and let (u,v)↦Φ(u,v)(u, v) \mapsto \Phi(u, v) be a continuous bilinear mapping of F×GF \times G into HH such that ∣Φ(u,v)∣≤∣u∣⋅∣v∣|\Phi(u, v)| \leq |u| \cdot |v|. If f∈LFpf \in \mathscr{L}_F^p and g∈LGqg \in \mathscr{L}_G^q, then the function Φ(f,g)\Phi(f, g) is integrable and

∣∫Φ(f,g) dμ∣≤∫∣Φ(f,g)∣ d∣μ∣≤Np(f)Nq(g). \left| \int \Phi(f, g)\, d\mu \right| \leq \int |\Phi(f, g)|\, d|\mu| \leq N_p(f) N_q(g).

For, Φ(f,g)\Phi(f, g) is measurable (§ 5, No. 3, Cor. 5 of Th. 1); since ∣Φ(f,g)∣≤∣f∣⋅∣g∣|\Phi(f, g)| \leq |f| \cdot |g|, the corollary follows from Th. 2 and the integrability criterion of § 5, No. 6, Th. 5.

Two special cases of Cor. 1 are important in applications:

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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