The converse of the Hölder inequality and its generalizations
Volume 109 / 1994
Abstract
Let (Ω,Σ,μ) be a measure space with two sets A,B ∈ Σ such that 0 < μ (A) < 1 < μ (B) < ∞ and suppose that ϕ and ψ are arbitrary bijections of [0,∞) such that ϕ(0) = ψ(0) = 0. The main result says that if $ʃ_Ω xydμ ≤ ϕ^{-1} (ʃ_{Ω} ϕ∘x dμ) ψ^{-1} (ʃ_{Ω} ψ∘x dμ)$ for all μ-integrable nonnegative step functions x,y then ϕ and ψ must be conjugate power functions. If the measure space (Ω,Σ,μ) has one of the following properties: (a) μ (A) ≤ 1 for every A ∈ Σ of finite measure; (b) μ (A) ≥ 1 for every A ∈ Σ of positive measure, then there exist some broad classes of nonpower bijections ϕ and ψ such that the above inequality holds true. A general inequality which contains integral Hölder and Minkowski inequalities as very special cases is also given.