Bourbaki

Corollary 2

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

Integration, chapter IV, § 6. Convexity inequalities

— Let FF be a real (resp. complex) Banach space, F′F' its strong dual (TVS, III, § 3, No. 1), and let (z,z′)↦⟨z,z′⟩(z, z') \mapsto \langle z, z' \rangle be the canonical bilinear form on F×F′F \times F'. If f∈LFpf \in \mathscr{L}_F^p and g∈LF′qg \in \mathscr{L}_{F'}^q, then the real (resp. complex) function ⟨f,g⟩\langle f, g \rangle is integrable and

∣∫⟨f,g⟩ dμ∣≤∫∣⟨f,g⟩∣ d∣μ∣≤Np(f)Nq(g). \left| \int \langle f, g \rangle\, d\mu \right| \leq \int |\langle f, g \rangle|\, d|\mu| \leq N_p(f) N_q(g).

For, ∣⟨z,z′⟩∣≤∣z∣⋅∣z′∣|\langle z, z' \rangle| \leq |z| \cdot |z'|.

When FF is a real or complex Hilbert space, one knows that it can be canonically identified with its dual F′F' (TVS, V, § 1, No. 7). Since the space LF2L_F^2 is complete, we have the following result:

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

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Transcribed from the printed volume. Not translated.