I am trying to show that for nonnegative f on R if ||f||1<∞, we have
lim
I have tried to fiddle around with
\left(\int_\mathbb{R}|f|^p|f|^{1-p} \right)^{1/p}<\infty
but haven't found a nice way to get an estimate on \int_E|f|^p from this. Honestly I am pretty uncomfortable with non finite measure spaces.
Any hints would be awesome! Any references for problems similar to this would also be awesome.
edit: this is not a duplicate of the linked question as 1) my measure space is not finite, 2) my function is in L^1 and not necessarily in L^\infty
Answer
Let (X,\mu) be a measure space, and let f:X\to [0,\infty) be measurable.
Thm 1: If \|f\|_\infty = \infty, then \lim_{p\to \infty}\|f\|_p = \infty.
Thm 2: If \|f\|_\infty < \infty and \|f\|_{p_0} < \infty for some p_0 \in (0,\infty), then \lim_{p\to \infty}\|f\|_p = \|f\|_\infty.
Proof of Thm 1: Note that we have \mu(\{f>C\}) >0 for all C>0 because \|f\|_\infty = \infty. Suppose \mu(\{f>C\})=\infty for some C>0. Then because
\tag 1 \int_X f^p\, d\mu \ge \int_{\{f>C\}} f^p\, d\mu \ge C^p\mu(\{f>C\})
for all p\in (0,\infty), all integrals on the left of (1) are \infty. Thus all quantities of interest are stuck at the value \infty, and we're done.
In the case \mu(\{f>C\})<\infty for all C>0, we see by (1) that \|f\|_p \ge C(\mu(\{f>C\}))^{1/p}. It then follows that \liminf_{p\to \infty} \|f\|_p \ge C. Since Cis arbitrarily large, \liminf \|f\|_p =\infty, and we're done.
Proof of Thm 2: For any p>p_0, we have
\int_X f^p\, d\mu = \int_X f^{p-p_0}\cdot f^{p_0}\, d\mu \le \|f\|_\infty^{p-p_0}\int_X f^{p_0}\, d\mu.
Now take pth roots to get
\|f\|_p \le (\|f\|_\infty)^{1-p_0/p}(\int_X f^{p_0}\, d\mu)^{1/p}.
This implies \limsup \|f\|_p \le \|f\|_\infty.
On the other hand, if 0<\epsilon<\|f\|_\infty, we have \mu(\{f>\|f\|_\infty-\epsilon\}) >0. Thus
\int_X f^p\, d\mu \ge \int_{\{f>\|f\|_\infty-\epsilon\}}f^p\, d\mu \le (\|f\|_\infty-\epsilon\})^p\mu(\{f>\|f\|_\infty-\epsilon\}).
Take pth roots and let p\to \infty to get \liminf \|f\|_p \ge \|f\|_\infty-\epsilon. Since \epsilon is arbitrarily small, we have \liminf \|f\|_p \ge \|f\|_\infty.
We've shown \|f\|_\infty \le \liminf \|f\|_p \le \limsup \|f\|_p \le \|f\|_\infty, so we're done.
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