For conjugate exponents p,q,with the analogous inequality ∑n∣xnyn∣≤∥x∥p∥y∥q for sequences.
∫∣fg∣≤∥f∥p∥g∥q,
If fn⇀f in Lp, gn→g in Lq, and 1/p+1/q=1, thenIndeed, split the difference into the weak pairing with g and a term bounded by the Holder inequality using gn−g.
∫fngn⟶∫fg.
Exponents p,q∈[1,∞] are conjugate when 1/p+1/q=1, with the convention 1/∞=0.
For nonzero y∈ℓq, a normalized sequence proportional to sgn(yn)∣yn∣q−1 attains equality in Hölder's inequality.
If p1,…,pn∈[1,∞] satisfy ∑i1/pi=1, thenIt follows by induction from the two-factor Holder inequality.
∥∏i=1nfi∥L1≤∏i=1n∥fi∥Lpi.
For suitable measurable F(x,y) and 1≤p<∞,Pair the left side with a unit vector in the dual Lq space, use Tonelli's theorem, and apply Hölder's inequality in y.
∫F(x,⋅)dxp≤∫∥F(x,⋅)∥pdx.
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