Tuesday, 29 December 2015

real analysis - Show f(x)=1/x is in L2left([1,+infty)right) but not in L1left([1,+infty)right).

Proposition



f(x)=1/x is in L2([1,+)) but not in L1([1,+)).



Discussion



So my issue here is that I don't know how to use infinity in Lebesgue integration.




It is intuitive (I think) that evaluation of the improper Riemann integrals



1|f(x)|=11x=limclnc=+1|f(x)|2=11x2=1limc1c=1



would imply our proposition, but I've only seen Lp-spaces defined in the sense of Lebesgue integrals. So when I get to these steps:



[1,)|f(x)|=[1,)1x=[1,)|f(x)|2=[1,)1x2=



I'm not sure how to proceed. I'm guessing we need an argument for switching between the two types of integration, which I've read up on a little bit, but am not sure how to apply here in the improper case.

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