For , write for the coordinates other than , and setBy Tonelli theorem, . The key estimate is the functional Loomis-Whitney inequality:Here is a proof in every dimension. In dimension two, the left-hand side separates into a product of two one-dimensional integrals, so Tonelli theorem gives equality. For , first integrate . Apply Hölder's inequality with factors to , which may depend on , and leave the factor outside that integral. WriteEach depends on the coordinates other than . With , the full integral is at mostPut . A second application of Hölder's inequality, with exponents and , bounds this expression byBy induction in dimension , . Since , substitution proves the claimed functional inequality. Nonnegative integrands justify all integrations; truncation gives the extended-valued version if necessary.
The pointwise hypotheses imply , soApply the proved functional inequality and take the power to obtainFor the useful case all the right-hand norms are finite. If one of them is zero, its line integral vanishes for almost every transverse coordinate and forces almost everywhere; there is no division by that factor. In dimension one the corresponding direct assertion is .
For , the fundamental theorem of calculus along the th coordinate line givesTake and in the introductory result. It follows thatThe last step is the arithmetic-geometric mean inequality. This bounds the target norm by the first-order Sobolev space norm. Approximate any by compactly supported smooth functions, using cutoffs and mollification as in Question 4. The estimate applied to differences gives convergence in , and subsequences of the simultaneous and target-norm convergence identify the two limits almost everywhere. Thus embeds continuously into . The coordinate-derivative product bound also passes to the limit. For , the line argument instead gives and the embedding into .
Each coordinate projection is compact, hence a Lebesgue measurable set, because it is the continuous image of the compact set . Its -dimensional measure is finite. Choose any nonnegative integrable function on with integral one, and defineIf , every projection belongs to . If , . Thus for every , , so the introductory estimate applies. Tonelli theorem gives , andSubstitute these values and raise to the th power:This proves the geometric Loomis--Whitney inequality, including zero-volume sets or zero-measure projections, without any division by their measures.
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