Bourbaki

Corollary 5

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

Integration, chapter IV, § 6. Convexity inequalities

— Let f1,f2,…,fnf_1, f_2, \ldots, f_n be n positive integrable functions, and let α1,α2,…,αn\alpha_1, \alpha_2, \ldots, \alpha_n be n numbers >0> 0 such that ∑i=1nαi=1\sum_{i=1}^n \alpha_i = 1; under these conditions, the function f1α1f2α2⋯fnαnf_1^{\alpha_1} f_2^{\alpha_2} \cdots f_n^{\alpha_n} is integrable and

∫f1α1f2α2⋯fnαnd∣μ∣⩽(∫f1d∣μ∣)α1(∫f2d∣μ∣)α2⋯(∫fnd∣μ∣)αn. \int f_1^{\alpha_1} f_2^{\alpha_2} \cdots f_n^{\alpha_n} d|\mu| \leqslant \left( \int f_1 d|\mu| \right)^{\alpha_1} \left( \int f_2 d|\mu| \right)^{\alpha_2} \cdots \left( \int f_n d|\mu| \right)^{\alpha_n}.

For, the product f1α1f2α2⋯fnαnf_1^{\alpha_1} f_2^{\alpha_2} \cdots f_n^{\alpha_n} is measurable, being the product of measurable functions (§ 5, No. 3, Th. 1 and its Cor. 5); since the inequality (8) is true for upper integrals (Ch. I, No. 2, Cor. of Prop. 2), the function f1α1f2α2⋯fnαnf_1^{\alpha_1} f_2^{\alpha_2} \cdots f_n^{\alpha_n} is integrable (§ 5, No. 6, Th. 5), whence the corollary.

Cor. 2 of Th. 2 is sharpened by the following proposition:

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

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Cites

Transcribed from the printed volume. Not translated.