Hardy's integral inequality 2026-10-14
Let and let be a real or complex measurable function in Lp space , with Lebesgue measure . The Hardy operator, denoted here by , takes the running averageHölder's inequality ensures , so every such average exists. Hardy's integral inequality statesThe real signed and complex extensions of the nonnegative statement follow from the triangle inequality . Changing on a null set changes neither average nor Lp norm.[ref]
Inequalities by Godfrey Harold Hardy and others. Inequalities, second edition, §9.8, Theorem 327, equation (9.8.2), printed p. 240
Averaging over an expanding interval spreads a localized input across the whole positive half-line. Hardy's integral inequality bounds the total Lp norm of that spread. The Hardy operator is consequently a bounded linear operator on this Lp space. The factor bounds its operator norm; its th power is the constant in the displayed integral bound. These are different constants: at , the L2 norm bound is two and the squared L2 norm bound is four.
Proof outline of Hardy's integral inequality 2026-10-14
For a nonnegative , first set and . These bounded functions vanish near zero and have compact support. Their averages have finite Lp norms: they vanish near zero and decay as beyond . Integration by parts givesThe boundary term vanishes at zero because is zero there, and at infinity because is eventually constant and . The inequality is Hölder's inequality with conjugate exponents and . Divide when ; the zero case is immediate. Since and , the monotone convergence theorem proves the full bound without presupposing that has finite Lp norm. Apply it to for the signed or complex case.[ref]
Inequalities by Godfrey Harold Hardy and others. Inequalities, second edition, §9.8(ii), truncation and integration by parts, printed pp. 242–243
The indicator function example reaches a squared L2 norm ratio of two. To approach four, concentrate more strongly near zero. For , use the measurable functionAll integrals use Lebesgue measure . Keeping both portions of the squared L2 norm givesConsequently,Every allowed member has ratio strictly below four. For any proposed constant , a sufficiently large has ratio greater than . Combined with Hardy's integral inequality, this proves that four is the smallest possible squared L2 norm constant.[ref]
Inequalities by Godfrey Harold Hardy and others. Inequalities, second edition, §9.8, Theorem 327, printed p. 240, and sharpness argument on printed p. 243
The endpoint is excluded: at , , and the inner portion of also diverges. Its tail still has finite integral four. There is no finite L2 norm ratio at this endpoint, hence no equality example obtained by substituting it. The limit four is unattained by this family. Multiplying each by makes its L2 norm one without changing the ratio.
