Hölder's inequality

It bounds the integral of the product of two functions by the product of their Lp norms, where p and q are conjugate exponents. It is used throughout analysis to estimate integrals and to show that certain function spaces are well behaved.

\|fg\|_1 \le \|f\|_p \|g\|_q

What the symbols mean

a measurable function
a measurable function
the L1 norm of the product fg, i.e. the integral of |fg|
the L^p norm of f
the L^q norm of g
an exponent with 1 \le p \le \infty
the conjugate exponent of p, satisfying 1/p + 1/q = 1

About this formula

  • FieldMathematics
  • TopicFunctional analysis
  • LevelUniversity
  • Also calledintegral Holder inequality, Lp spaces inequality, conjugate exponents inequality, L1 norm of product bound, Holder's inequality for integrals
  • SourceWikidata Q731894

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