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=limc→∞lnc=+∞∫∞1|f(x)|2=∫∞11x2=1−limc→∞1c=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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