 Proof outline of Hardy's integral inequality

For a nonnegative $f$, first set $g_n(x)=\min (f(x),n)1_{(1/n,n)}(x)$ and $F_n(x)={\int }_0^x{g}_n(t)dt$. These bounded functions vanish near zero and have compact support. Their averages have finite Lp norms: they vanish near zero and decay as $1/x$ beyond $n$. Integration by parts givesThe boundary term $x^{1-p}{F}_n(x{)}^p$ vanishes at zero because $F_n$ is zero there, and at infinity because $F_n$ is eventually constant and $p>1$. The inequality is Hölder's inequality with conjugate exponents $p$ and $p/(p-1)$. Divide when $I_n>0$; the zero case is immediate. Since $g_n\uparrow f$ and $H{g}_n\uparrow Hf$, the monotone convergence theorem proves the full bound without presupposing that $Hf$ has finite Lp norm. Apply it to $|f|$ for the signed or complex case.^[ref]