Minkowski Inequality - Minkowski's Integral Inequality

Minkowski's Integral Inequality

Suppose that (S1,μ1) and (S2,μ2) are two measure spaces and F : S1×S2 → R is measurable. Then Minkowski's integral inequality is (Stein 1970, §A.1), (Hardy, Littlewood & Pólya 1988, Theorem 202):

with obvious modifications in the case p = ∞. If p > 1, and both sides are finite, then equality holds only if |F(x,y)| = φ(x)ψ(y) a.e. for some non-negative measurable functions φ and ψ.

If μ1 is the counting measure on a two-point set S1 = {1,2}, then Minkowski's integral inequality gives the usual Minkowski inequality as a special case: for putting ƒi(y) = F(i,y) for i = 1,2, the integral inequality gives

\begin{align} \|f_1 + f_2\|_p &= \left^{1/p} \le\int_{S_1}\left(\int_{S_2}|F(x,y)|^p\,d\mu_2(y)\right)^{1/p}d\mu_1(x)=\|f_1\|_p + \|f_2\|_p. \end{align}

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