Problems
  1. If m(E)<∞m(E) < \infty, prove that
    ∥f∥L∞=lim⁡p→∞∥f∥Lp.\|f\|_{L^\infty} = \lim_{p\to\infty} \|f\|_{L^p}.

  2. If m(E)<∞m(E) < \infty, prove the inclusion
    Lp(E)⊂Lq(E),∀ 0<q≤p≤∞.L^p(E) \subset L^q(E), \quad \forall \, 0 < q \leq p \leq \infty.

  3. Prove that for any 1≤p≠q≤∞1 \leq p \neq q \leq \infty, the inclusion does not hold: Lp(Rd)⊄Lq(Rd)L^p(\mathbb{R}^d) \not\subset L^q(\mathbb{R}^d).

  4. For any f∈Lp(E)f \in L^p(E) and 0<r<p<s≤∞0 < r < p < s \leq \infty, show that there exists a decomposition f=g+hf = g + h such that g∈Lr(E)g \in L^r(E) and h∈Ls(E)h \in L^s(E).

  5. For any p,q,r∈[1,∞]p, q, r \in [1, \infty] satisfying
    1p=1q+1r,\frac{1}{p} = \frac{1}{q} + \frac{1}{r},
    prove that
    ∥fg∥Lp≤∥f∥Lq∥g∥Lr.\|fg\|_{L^p} \leq \|f\|_{L^q} \|g\|_{L^r}.

  6. Suppose a function f:[0,∞)→Rf : [0, \infty) \to \mathbb{R} satisfies, for constants 1≤p<∞, 0<q<∞1 \leq p < \infty, \, 0 < q < \infty, the condition
    ∫0∞∣f(x)∣pxp−q−1dx<∞.\int_0^\infty |f(x)|^p x^{p-q-1} dx < \infty.
    Define F(x)=∫0xf(t)dtF(x) = \int_0^x f(t) dt, and prove the inequality
    ∫0∞∣F(x)∣pxp−q−1dx≤(pq)p∫0∞∣f(x)∣pxp−q−1dx.\int_0^\infty |F(x)|^p x^{p-q-1} dx \leq \left(\frac{p}{q}\right)^p \int_0^\infty |f(x)|^p x^{p-q-1} dx.

  7. If 0<q≤p≤s≤∞0 < q \leq p \leq s \leq \infty, then there exists θ∈[0,1]\theta \in [0, 1] such that
    1p=θq+1−θs.\frac{1}{p} = \frac{\theta}{q} + \frac{1-\theta}{s}.
    For any f∈Lq∩Lsf \in L^q \cap L^s, we have f∈Lpf \in L^p and
    ∥f∥Lp≤∥f∥Lqθ∥f∥Ls1−θ.\|f\|_{L^p} \leq \|f\|_{L^q}^\theta \|f\|_{L^s}^{1-\theta}.

  8. Prove that the translation operator τh\tau_h is continuous in LpL^p, i.e., prove that
    lim⁡h→0∥τhf−f∥Lp=0.\lim_{h \to 0} \|\tau_h f - f\|_{L^p} = 0.

  9. Suppose f∈Lp([0,1])f \in L^p([0, 1]), 1≤p≤∞1 \leq p \leq \infty, satisfies
    ∫01tkf(t)dt=0,∀k=0,1,2,…,\int_0^1 t^k f(t) dt = 0, \quad \forall k = 0, 1, 2, \dots,
    prove that f=0f = 0 almost everywhere.

  10. Prove that L∞L^\infty is not separable.