Let \(\mu \) be a positive finite measure on \((X,\mathfrak M)\) and \(g\in L^1(\mu )\). Suppose there exists \(0<M<\infty \) such that \[ \left |\int gs\,d\mu \right |\le M\lVert s\rVert _p\qquad (1\le p<\infty ) \] for all simple measurable functions on \(X\). Then show that \(g\in L^q(\mu )\) where \(\frac {1}{p}+\frac {1}{q}=1\).
Question
Math 6210 • Real Analysis
Fall 1995 • Question 1