Added section regarding the duality of L^p spaces.
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\begin{definition}[Hölder conjugates]
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\label{definition:holder-conjugates}
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Let $p, q \in (1, \infty)$, then $p$ and $q$ are \textbf{Hölder conjugates} if
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Let $p, q \in [1, \infty]$, then $p$ and $q$ are \textbf{Hölder conjugates} if
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\[
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\frac{1}{p} + \frac{1}{q} = 1
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\]
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under the identification that $1/\infty = 0$.
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\end{definition}
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\begin{lemma}
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\end{lemma}
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\begin{theorem}[Hölder's Inequality, {{\cite[6.2]{Folland}}}]
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\begin{theorem}[Hölder's Inequality]
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\label{theorem:holder}
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Let $(X, \cm, \mu)$ be a measure space, $E, F$ be a normed vector spaces, $p, q \in [1, \infty]$. If $p, q$ are Hölder conjugates or if $p = 1$ and $q = \infty$, then for any $f \in \mathcal{L}^p(X; E)$ and $g \in \mathcal{L}^q(X; F)$,
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Let $(X, \cm, \mu)$ be a measure space, $E, F$ be a normed vector spaces, $p, q \in [1, \infty]$ be Hölder conjugates, then for any $f \in \mathcal{L}^p(X; E)$ and $g \in \mathcal{L}^q(X; F)$,
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\[
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\int \norm{f}_E \norm{g}_F d\mu \le \norm{f}_{L^p(X; E)}\norm{g}_{L^q(X; F)}
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\]
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\end{theorem}
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\begin{proof}
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\begin{proof}[Proof, {{\cite[Theorem 6.2]{Folland}}}. ]
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First suppose that $p = 1$ and $q = \infty$. In this case,
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\[
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\int \norm{f}_E \norm{g}_F d\mu \le \norm{g}_{L^\infty(X; F)}\int \norm{f}_Ed\mu = \norm{f}_{L^1(X; E)}\norm{g}_{L^\infty(X; F)}
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