Here is the harmonic replacement of in , so . Subtract the weak equations and test with :
Because , . The Sobolev inequality and the Holder inequality give
After division and squaring,
Let , and first suppose . On any transport plan , which has total mass one, the Holder inequality gives
Also, gives
Taking infima, or using arbitrarily close competitors if an infimum is not attained, yields
For the two distances coincide, and if there is only one probability measure, so the conclusion is immediate. For and , the displayed bounds imply both directions of
For , exchange the exponents. Thus all finite-order p-Wasserstein distances induce the same convergence on a bounded subset of . Closedness of is not required for these estimates.
Let denote the sequence with a one in coordinate and zeros elsewhere.
For , one has but for every , including . Thus is unbounded for every .
For , the sequence has entries and in coordinates and , respectively. Hence , so is also unbounded for every .
For , coordinatewise division gives
for every . Thus is a bounded diagonal operator on sequence space for every .
For , write . Then , and coordinate evaluation satisfies . By the p-series criterion, exactly when , while . Therefore is bounded precisely for
For , even does not belong to .
For , let be the Holder conjugate exponent of . Holder inequality gives, for finite ,
and consequently
For ,
Thus is bounded for every . Altogether,
The continuous dual space consists of all bounded linear maps , with
If with and is the conjugate exponent, then duality of Lp spaces identifies isometrically with , including when . Every functional has the form
and .
Linearity in follows from linearity of the weak derivative and Lebesgue integration. By the Holder inequality, the three-dimensional Sobolev inequality, and the preceding interpolation estimate,
Thus is a linear functional and a continuous linear map on .
The Holder inequality interpolates between and :
Taking cube roots and applying the three-dimensional Sobolev inequality gives
This is the H1 L3 interpolation inequality in three dimensions.
The preceding estimate gives constants such that, whenever ,
Choose so that , and then choose so that . If , the closed ball is mapped into itself.
For , factor the cubic gradient nonlinearity as
The same Sobolev embedding theorem and the Holder inequality imply
The elliptic estimate therefore yields
Shrinking further makes , so is a contraction mapping of the closed ball. This ball is complete because is a Banach space. The contraction mapping theorem gives a fixed point , and its defining equation is
Thus the nonlinear elliptic boundary value problem has a solution for sufficiently small .
Put . Direct substitution of into the Debiased Lasso gives
Conditionally on the deterministic design,
The assumed approximate inverse of a Gram matrix property and Holder inequality imply
Thus .
Strong convergence means ; weak convergence means for every . By duality choose of norm one with arbitrarily close to . Holder inequality and passage to the limit give .
In three dimensions, the Sobolev inequality gives . Therefore
and hence
Using , the Holder inequality and the same Sobolev embedding give at each time
Taking the norm in time supplies the required estimate with the factor .
Split the integral at radius . The Holder inequality on the ball and the spatial moment outside it give
Taking proves the stated estimate with . Choose . If , then
The final two terms form a quadratic polynomial bounded below, so .
For a measurable set , define
where is its indicator function. This is finite because has finite measure and hence . If the sets are pairwise disjoint and , then
The continuity of the positive linear functional therefore gives
so is a measure by countable additivity. Moreover, a set of zero Lebesgue measure has zero indicator in , so is absolutely continuous with respect to Lebesgue measure.
The Radon-Nikodym theorem now supplies a measurable function such that
Consequently, first for nonnegative simple functions and then, by approximation by nonnegative simple functions, for every nonnegative ,
Applying the stated characterization of the Lp norm to shows that and . The Holder inequality makes continuous on , while bounded simple functions form a dense subset; hence
This is the positive functional representation on Lp.
Take and extend it by zero outside . The zero extension of W01 belongs to and the Sobolev inequality gives
Because has finite measure, the Holder inequality gives
Thus
The reverse estimate follows directly from . After adjusting constants,
This is the Poincare inequality on .
Set
The Holder inequality gives
Using and integration by parts, while discarding the nonpositive boundary term at , yields
Another application of Hölder's inequality gives
After cancellation, with the zero case immediate,
This is the Hardy averaging inequality.
The condition and positivity imply . We prove the Generalized Holder inequality by induction on . The case is the usual Holder inequality. For the induction step, set
The exponents and are conjugate, so Hölder followed by the induction hypothesis gives
This proves the claim.
Use the distribution associated with the code in part b. Since ,
For , Holder inequality, equivalently the indicated Jensen inequality, gives
Therefore
Tonelli's theorem and the triangle inequality give
Applying Holder inequality in the variable for each fixed yields
and gives the claimed inequality. This is the duality proof of the Minkowski integral inequality.
For a smooth and fixed , the fundamental theorem of calculus gives, for ,
Average this inequality over , use Holder inequality on that unit interval, raise to the power , and integrate in . This proves the estimate behind the W1p trace theorem on a half-space:
Use the Sobolev extension operator from part d, approximate in by smooth functions, and define as the limit of their restrictions to . The trace inequality makes this limit independent of the approximation and proves that
is linear and bounded. For a smooth function that extends continuously to the boundary, , so this is the trace operator required.
For a harmonic function , let
The divergence theorem gives
Since as , . Integrating the spherical averages in the radial variable gives the corresponding ball average, proving the mean value property for harmonic functions. If attains its maximum at an interior point, the average of the nonnegative function on every sufficiently small centred sphere is zero. Continuity makes constant on those spheres, and connectedness propagates that value through the domain. Thus the weak maximum principle for elliptic operators gives
For the derivative estimate, choose smaller than half the distance from to , and let be a smooth radial mollifier supported in . Writing its convolution in polar coordinates and using the spherical mean value property shows that on . Hence, for every multi-index ,
so Holder inequality gives