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
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