HÖLDER’S INEQUALITY FOR LORENTZ SPACES

TERENCE TAO

Abstract. We prove Hölder’s inequality for Lorentz spaces.

1. Introduction

The purpose of this note is to prove the estimate

∥f g∥Lp,q . ∥f ∥Lp1 ,q1 ∥g∥Lp2 ,q2 (1)
for all 0 < p, q, p1 , q1 , p2 , q2 ≤ ∞ such that 1/p = 1/p1 +1/p2 and 1/q = 1/q1 +1/q2 .
As far as we know this result first appears in work of O’Neil [1], and nowadays could
be proven by real bilinear interpolation. However, we shall give a direct proof here.

The main engine will be the following characterization of Lp,q :

Lemma 1.1. A function f is in Lp,q iff one can find for each integer j a set Ej of
measure O(2j ) and a coefficient aj such that (aj ) ∈ lq and we have the pointwise
estimate
∑
|f (x)| . aj 2−j/p χEj (x).
j
p,q
In fact, the L norm is comparable to the best possible lq norm of the aj .

We leave this easy lemma to the reader; it is best proven by using the non-decreasing
rearrangement of |f |.

Now we prove (1). We may write

∑ ∑
|f | . aj 2−j/p1 χEj , |g| . bk 2−k/p2 χFk
j k

where (aj ) ∈ l , (bk ) ∈ l , |Ej | = O(2 ), and |Fk | = O(2k ). Thus we may estimate
q1 q2 j

f g by
∑∑
aj bk 2−j/p1 2−k/p2 χEj ∩Fk .
j k

Let us consider the contribution when k ≥ j. We can rewrite this as

∞ ∑
∑
aj bj+s 2−j/p 2−s/p2 χEj ∩Fj+s .
s=0 j
1
2 TERENCE TAO

We can estimate this by

∞
∑ ∑
2−s/p2 aj bj+s 2−j/p χEj .
s=0 j

By classical Hölder, the sequence aj bj+s is in lq , and so the inner sum is in Lp,q
uniformly in s. The claim then follows by the following
Lemma 1.2. Let X be a quasi-Banach space, and let fs be a sequence
∑ of elements
of X for non-negative integers s such that ∥fs ∥X . 2−εs . Then ∥ s≥0 fs ∥X . 1.

Proof By refining f by a finite factor and re-labelling s we may improve the decay
to ∥fs ∥X ≤ A2−C1 s for some large C1 to be chosen later. By backwards induction
on n one can then show that (if C1 is sufficiently large)
∑m
∥ fs ∥X ≤ CA2−C1 n
s=n
for all integers n, m. The claim follows.

One can relax the hypothesis on the X norms of ∥fs ∥X from exponential decay to
rapid decrease, by summing dyadic blocks of functions using a binary tree, but we
shall not do so here.

References

[1] R. O’Neil, Convolution operators and L(p, q) spaces, Duke Math. J. 30, 129-143 (1963).

Department of Mathematics, UCLA, Los Angeles CA 90095-1555

E-mail address: tao@math.ucla.edu