Lp spaces are spaces of functions whose pth power is integrable. For functions in a Lp space, we can define norms and metrics and study the convergence of sequences of functions. In this chapter, we introduce the concepts of Lp spaces and some important inequalities for functions in the Lp spaces.
Definition 8.1 (Lp Space). Let (S, ∑, μ) be a measure space and p (0, ∞]. Then Lp(S, ∑, μ) is defined as
Definition 8.2 (Lp Norm). Let p (0, ∞] and f Lp(S, ∑, μ). The norm of f on LP(S, ∑, μ) is defined as
When p = ∞, the norm is called the infinite norm or the maximum norm.
Definition 8.3 (Metric Space). Let S be a set and d : S × S → [0, ∞] be a function. (S, d) is called a metric space if for all x, y, z S,