Holder’s Inequality Trick

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Holder’s Inequality is a very useful inequality in Functional Analysis, hence many results can be proved by applying Holder’s Inequality.

Suppose that $\mu(\Omega)<\infty$ and $1\leq p_1<p_2\leq\infty$ . Prove that if $f_n\to f$ in $L^{p_2}$ , then $f_n\to f$ in $L^{p_1}$ .

Proof: Assume $f_n\to f$ in $L^{p_2}$ . Then there exists $N$ such that if $n\geq N$ , then $\|f_n-f\|_{p_2}=(\int |f_n-f|^{p_2} d\mu)^{1/p_2}<\epsilon$ .

Then, $\begin{aligned} \|f_n-f\|_{p_1}^{p_1}&=\int |f_n-f|^{p_1} d\mu\\ &=\||f_n-f|^{p_1}\cdot 1\|_1\\ &\leq\||f_n-f|^{p_1}\|_{p_2/p_1}\|1\|_{(p_2/p_1)'},\ \ \ \text{where } (p_2/p_1)'=\frac{p_2}{p_2-p_1}\ \text{is the Holder conjugate}\\ &=(\int |f_n-f|^{p_2}d\mu)^{p_1/p_2}(\int 1 d\mu)^\frac{p_2-p_1}{p_2}\\ &<\epsilon^{p_1}\cdot \mu(\Omega)^\frac{p_2-p_1}{p_2} \end{aligned}$