--- title: The Lp Spaces parent: Lebesgue Integral grand_parent: Measure and Integration nav_order: 4 --- # {{ page.title }} {% definition %} Let $(X,\mathcal{A},\mu)$ be a measure space and let $p \in [1,\infty)$. We write $\mathscr{L}^p(X,\mathcal{A},\mu)$ for the set of all measurable functions $f : X \to \KK$ such that $\abs{f}^p$ is integrable. For such $f$ we write $$ \norm{f}_p = {\bigg\lparen\int_X \abs{f}^p \, d\mu\bigg\rparen}^{\!1/p}. $$ {% enddefinition %} {% proposition %} Endowed with pointwise addition and scalar multiplication $\mathscr{L}^p(X,\mathcal{A},\mu)$ becomes a vector space. {% endproposition %} {% proposition %} $\norm{\cdot}_p$ is a seminorm on $\mathscr{L}^p(X,\mathcal{A},\mu)$. {% endproposition %} {% theorem * Young Inequality %} Consider $p,q > 1$ such that $1/p + 1/q = 1$. Then $$ a \cdot b \le \frac{a^p}{p} + \frac{b^q}{q} \qquad \forall a,b \ge 0. $$ {% endtheorem %}