Let f(x) be a continuous real-valued function on [a,b] and M=max. Is it true that:
M= \lim_{n\to\infty}\left(\int_a^b|f(x)|^n\,\mathrm dx\right)^{1/n} ?
Thanks!
Answer
Put S_{\delta}:=\{x\in\left[a,b\right], |f(x)|\geq M-\delta\} for any \delta>0. Then we have for all n
M\cdot (b-a)^{\frac 1n}\geq\left(\int_a^b|f(x)|^ndx\right)^{\frac 1n}\geq \left(\int_{S_{\delta}}|f(x)|^ndx\right)^{\frac 1n}\geq (M-\delta)\left(\lambda(S_{\delta})\right)^{\frac 1n}.
Since f is continuous, the measure of S_{\delta} is positive and taking the \liminf and \limsup, we can see that
M\geq \limsup_n \left(\int_a^b|f(x)|^ndx\right)^{\frac 1n}\geq M-\delta\quad \mbox{and }\quad M\geq \liminf_n\left(\int_a^b|f(x)|^ndx\right)^{\frac 1n}\geq M-\delta
for all \delta>0, so \lim_{n\to\infty}\left(\int_a^b|f(x)|^ndx\right)^{\frac 1n}=M.
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