In mathematical analysis, Hölder's inequality, named after Otto Hölder, is a

p
fundamental inequality between integrals and an indispensable tool for the study of L
spaces.

Hölder's inequality—Let (S, Σ, μ) be a measure space and let p, q ∈ [1, ∞]

with 1/p + 1/q = 1. Then for all measurable real- or complex-valued functions f
and g on S,

‖fg‖1≤‖f‖p‖g‖q.

p q
If, in addition, p, q ∈ (1, ∞) and f ∈ L (μ) and g ∈ L (μ), then Hölder's
p q
inequality becomes an equality if and only if |f | and |g| are linearly dependent
1
in L (μ), meaning that there exist real numbers α, β ≥ 0, not both of them zero,
p q
such that α|f | = β |g| μ-almost everywhere.

The numbers p and q above are said to be Hölder conjugates of each other. The
[1]
special case p = q = 2 gives a form of the Cauchy–Schwarz inequality. Hölder's
inequality holds even if ‖fg‖1 is infinite, the right-hand side also being infinite in that
p q
case. Conversely, if f is in L (μ) and g is in L (μ), then the pointwise product fg is in
1
L (μ).

Hölder's inequality is used to prove the Minkowski inequality, which is the triangle
p q p
inequality in the space L (μ), and also to establish that L (μ) is the dual space of L (μ)
for p ∈ [1, ∞).

Hölder's inequality (in a slightly different form) was first found by Leonard James Rogers
(1888). Inspired by Rogers' work, Hölder (1889) gave another proof as part of a work
developing the concept of convex and concave functions and introducing Jensen's
 [2]
inequality, which was in turn named for work of Johan Jensen building on Hölder's
[3]
work.

Remarks[edit]
Conventions[edit]

The brief statement of Hölder's inequality uses some conventions.

●​ In the definition of Hölder conjugates, 1/∞ means zero.

●​ If p, q ∈ [1, ∞), then ‖f ‖p and ‖g‖q stand for the (possibly infinite)
expressions
(∫S|f|pdμ)1p(∫S|g|qdμ)1q

●​ If p = ∞, then ‖f ‖∞ stands for the essential supremum of |f |, similarly for ‖g‖∞.

●​ The notation ‖f ‖p with 1 ≤ p ≤ ∞ is a slight abuse, because in general it is

only a norm of f if ‖f ‖p is finite and f is considered as equivalence class of

p q
μ-almost everywhere equal functions. If f ∈ L (μ) and g ∈ L (μ), then the
notation is adequate.
●​ On the right-hand side of Hölder's inequality, 0 × ∞ as well as ∞ × 0 means 0.
Multiplying a > 0 with ∞ gives ∞.
Estimates for integrable products[edit]

As above, let f and g denote measurable real- or complex-valued functions defined on

S. If ‖fg‖1 is finite, then the pointwise products of f with g and its complex conjugate
function are μ-integrable, the estimate

|∫Sfg¯dμ|≤∫S|fg|dμ=‖fg‖1
and the similar one for fg hold, and Hölder's inequality can be applied to the right-hand
2
side. In particular, if f and g are in the Hilbert space L (μ), then Hölder's inequality for p
= q = 2 implies

|⟨f,g⟩|≤‖f‖2‖g‖2,

2
where the angle brackets refer to the inner product of L (μ). This is also called

Cauchy–Schwarz inequality, but requires for its statement that ‖f ‖2 and ‖g‖2 are finite to
make sure that the inner product of f and g is well defined. We may recover the original
inequality (for the case p = 2) by using the functions |f | and |g| in place of f and g.

Generalization for probability measures[edit]

If (S, Σ, μ) is a probability space, then p, q ∈ [1, ∞] just need to satisfy 1/p + 1/q ≤ 1,
rather than being Hölder conjugates. A combination of Hölder's inequality and Jensen's
inequality implies that

‖fg‖1≤‖f‖p‖g‖q

for all measurable real- or complex-valued functions f and g on S.

Notable special cases[edit]

For the following cases assume that p and q are in the open interval (1,∞) with 1/p +
1/q = 1.

Counting measure[edit]

For the

n
 -dimensional Euclidean space, when the set

is

{1,…,n}

with the counting measure, we have

∑k=1n|xkyk|≤(∑k=1n|xk|p)1p(∑k=1n|yk|q)1q for all

(x1,…,xn),(y1,…,yn)∈Rn or Cn.

Often the following practical form of this is used, for any

(r,s)∈R+

(∑k=1n|xk|r|yk|s)r+s≤(∑k=1n|xk|r+s)r(∑k=1n|yk|r+s)s.

For more than two sums, the following generalisation (Lohwater (1982), Chen (2014))
holds, with real positive exponents

λi

and

λa+λb+⋯+λz=1

∑k=1n|ak|λa|bk|λb⋯|zk|λz≤(∑k=1n|ak|)λa(∑k=1n|bk|)λb⋯(∑k=1n|zk|)λz.
Equality holds iff

|a1|:|a2|:⋯:|an|=|b1|:|b2|:⋯:|bn|=⋯=|z1|:|z2|:⋯:|zn|

If

S=N

with the counting measure, then we get Hölder's inequality for sequence
spaces:

∑k=1∞|xkyk|≤(∑k=1∞|xk|p)1p(∑k=1∞|yk|q)1q for all

(xk)k∈N,(yk)k∈N∈RN or CN.

Lebesgue measure[edit]

If

is a measurable subset of

Rn

with the Lebesgue measure, and

and

g
 are measurable real- or complex-valued functions on

, then Hölder's inequality is

∫S|f(x)g(x)|dx≤(∫S|f(x)|pdx)1p(∫S|g(x)|qdx)1q.

Probability measure[edit]

For the probability space

(Ω,F,P),

let

denote the expectation operator. For real- or complex-valued random variables

and

on

Ω,

Hölder's inequality reads

E[|XY|]⩽(E[|X|p])1p(E[|Y|q])1q.

Let
1<r<s<∞

and define

p=sr.

Then

q=pp−1

is the Hölder conjugate of

p.

Applying Hölder's inequality to the random variables

|X|r

and

1Ω

we obtain

E[|X|r]⩽(E[|X|s])rs.

th th
In particular, if the s absolute moment is finite, then the r absolute moment is finite,
too. (This also follows from Jensen's inequality.)

Product measure[edit]

For two σ-finite measure spaces (S1, Σ1, μ1) and (S2, Σ2, μ2) define the product
measure space by

S=S1×S2,Σ=Σ1⊗Σ2,μ=μ1⊗μ2,
where S is the Cartesian product of S1 and S2, the σ-algebra Σ arises as product

σ-algebra of Σ1 and Σ2, and μ denotes the product measure of μ1 and μ2. Then Tonelli's
theorem allows us to rewrite Hölder's inequality using iterated integrals: If f and g are
Σ-measurable real- or complex-valued functions on the Cartesian product S, then

∫S1∫S2|f(x,y)g(x,y)|μ2(dy)μ1(dx)≤(∫S1∫S2|f(x,y)|pμ2(dy)μ1(dx))1p(∫S1∫S2|
g(x,y)|qμ2(dy)μ1(dx))1q.

This can be generalized to more than two σ-finite measure spaces.

Vector-valued functions[edit]

Let (S, Σ, μ) denote a σ-finite measure space and suppose that f = (f1, ..., fn) and g =

(g1, ..., gn) are Σ-measurable functions on S, taking values in the n-dimensional real- or
complex Euclidean space. By taking the product with the counting measure on {1, ...,
n}, we can rewrite the above product measure version of Hölder's inequality in the form

∫S∑k=1n|fk(x)gk(x)|μ(dx)≤(∫S∑k=1n|fk(x)|pμ(dx))1p(∫S∑k=1n|gk(x)|qμ(dx
))1q.

If the two integrals on the right-hand side are finite, then equality holds if and only if
there exist real numbers α, β ≥ 0, not both of them zero, such that

α(|f1(x)|p,…,|fn(x)|p)=β(|g1(x)|q,…,|gn(x)|q),

for μ-almost all x in S.

This finite-dimensional version generalizes to functions f and g taking values in a

normed space which could be for example a sequence space or an inner product
space.
Proof of Hölder's inequality[edit]
There are several proofs of Hölder's inequality; the main idea in the following is Young's
inequality for products.

Proof

If ‖f ‖p = 0, then f is zero μ-almost everywhere, and the product fg is zero

μ-almost everywhere, hence the left-hand side of Hölder's inequality is zero.
The same is true if ‖g‖q = 0. Therefore, we may assume ‖f ‖p > 0 and ‖g‖q > 0 in
the following.

If ‖f ‖p = ∞ or ‖g‖q = ∞, then the right-hand side of Hölder's inequality is infinite.

Therefore, we may assume that ‖f ‖p and ‖g‖q are in (0, ∞).

If p = ∞ and q = 1, then |fg| ≤ ‖f ‖∞ |g| almost everywhere and Hölder's

inequality follows from the monotonicity of the Lebesgue integral. Similarly for p
= 1 and q = ∞. Therefore, we may assume p, q ∈ (1,∞).

We now use Young's inequality for products, which states that whenever

p,q

are in (1,∞) with

1p+1q=1

ab≤app+bqq
 p q
for all nonnegative a and b, where equality is achieved if and only if a = b .
Hence

|f(s)|‖f‖p|g(s)|‖g‖q≤|f(s)|pp‖f‖pp+|g(s)|qq‖g‖qq,s∈S.

Integrating both sides gives

‖fg‖1||f||p||g||q≤‖f‖ppp‖f‖pp+‖g‖qqq‖g‖qq=1p+1q=1,

which proves the claim.

Under the assumptions p ∈ (1, ∞) and ‖f ‖p = ‖g‖q, equality holds if and only if
p q
|f | = |g| almost everywhere. More generally, if ‖f ‖p and ‖g‖q are in (0, ∞), then
Hölder's inequality becomes an equality if and only if there exist real numbers
α, β > 0, namely

α=‖g‖qq,β=‖f‖pp,

such that
 α|f|p=β|g|q

μ-almost everywhere (*).

The case ‖f ‖p = 0 corresponds to β = 0 in (*). The case ‖g‖q = 0 corresponds to

α = 0 in (*).

Alternative proof using Jensen's inequality:

Proof

The function

x↦xp

on (0,∞) is convex because

p≥1

, so by Jensen's inequality,

∫hdν≤(∫hpdν)1p

where ν is any probability distribution and h any ν-measurable function. Let μ

be any measure, and ν the distribution whose density w.r.t. μ is proportional to

gq

, i.e.
 dν=gq∫gqdμdμ

Hence we have, using

1p+1q=1

, hence

p(1−q)+q=0

, and letting

h=fg1−q

∫fgdμ=(∫gqdμ)∫fg1−q⏟hgq∫gqdμdμ⏟dν≤(∫gqdμ)(∫fpgp(1−q)⏟hpgq
∫gqdμdμ⏟dν)1p=(∫gqdμ)(∫fp∫gqdμdμ)1p.
 Finally, we get

∫fgdμ≤(∫fpdμ)1p(∫gqdμ)1q

This assumes that f, g are real and non-negative, but the extension to complex
functions is straightforward (use the modulus of f, g). It also assumes that

‖f‖p,‖g‖q

are neither null nor infinity, and that

p,q>1

: all these assumptions can also be lifted as in the proof above.

We could also bypass use of both Young's and Jensen's inequalities. The proof below
also explains why and where the Hölder exponent comes in naturally.
Proof

As in the previous proof, it suffices to prove

∫X|h|dν≤(∫X|h|pdν)1p

where

ν(X)=1

and

is

-measurable (real or complex) function on

. To prove this, we must bound

|h|

by
|h|p

. There is no constant

that will make

|h(x)| ≤ C|h(x)|p

for all

x>0

. Hence, we seek an inequality of the form

|h(x)| ≤ a′|h(x)|p+b′,for allx>0

for suitable choices of

a′

and

b′

.
We wish to obtain

A:=‖f‖p

on the right-hand side after integrating this inequality. By trial and

error, we see that the inequality we wish should have the form

|h(x)| ≤ aA1−p|h(x)|p+bA,for allx>0,

where

a,b

are non-negative and

a+b=1

. Indeed, the integral of the right-hand side is precisely

. So, it remains to prove that such an inequality does hold with the right
choice of

a,b.

The inequality we seek would follow from:

 yA ≤ a(ya)p+b,for ally>0,

which, in turn, is equivalent to

(∗)z ≤ azp+b,for allz>0.

It turns out there is one and only one choice of

a,b

, subject to

a+b=1

, that makes this true:

a=1p

and, necessarily,

b=1−1p

. (This is where Hölder conjugate exponent is born!) This completes

the proof of the inequality at the first paragraph of this proof. Proof of Hölder's
inequality follows from this as in the previous proof. Alternatively, we can
deduce Young's inequality and then resort to the first proof given above.
Young's inequality follows from the inequality (*) above by choosing
 z=abq−1

and multiplying both sides by

bq

Extremal equality[edit]
Statement[edit]

Assume that 1 ≤ p < ∞ and let q denote the Hölder conjugate. Then for every f ∈
p
L (μ),

‖f‖p=max{|∫Sfgdμ|:g∈Lq(μ),‖g‖q≤1},

where max indicates that there actually is a g maximizing the right-hand side. When p =
∞ and if each set A in the σ-field Σ with μ(A) = ∞ contains a subset B ∈ Σ with 0 <
μ(B) < ∞ (which is true in particular when μ is σ-finite), then

‖f‖∞=sup{|∫Sfgdμ|:g∈L1(μ),‖g‖1≤1}.

Proof of the extremal equality:

Proof

By Hölder's inequality, the integrals are well defined and, for 1 ≤ p ≤ ∞,

|∫Sfgdμ|≤∫S|fg|dμ≤‖f‖p,
hence the left-hand side is always bounded above by the right-hand side.

Conversely, for 1 ≤ p ≤ ∞, observe first that the statement is obvious when ‖f ‖p

= 0. Therefore, we assume ‖f ‖p > 0 in the following.

If 1 ≤ p < ∞, define g on S by

g(x)={‖f‖p1−p|f(x)|p/f(x)if f(x)≠0,0otherwise.

By checking the cases p = 1 and 1 < p < ∞ separately, we see that ‖g‖q = 1
and

∫Sfgdμ=‖f‖p.

It remains to consider the case p = ∞. For ε ∈ (0, 1) define

A={x∈S:|f(x)|>(1−ε)‖f‖∞}.

Since f is measurable, A ∈ Σ. By the definition of ‖f ‖∞ as the essential

supremum of f and the assumption ‖f ‖∞ > 0, we have μ(A) > 0. Using the
 additional assumption on the σ-field Σ if necessary, there exists a subset B ∈
Σ of A with 0 < μ(B) < ∞. Define g on S by

g(x)={1−εμ(B)‖f‖∞f(x)if x∈B,0otherwise.

Then g is well-defined, measurable and |g(x)| ≤ 1/μ(B) for x ∈ B, hence ‖g‖1 ≤

1. Furthermore,

|∫Sfgdμ|=∫B1−εμ(B)‖f‖∞dμ=(1−ε)‖f‖∞.

Remarks and examples[edit]

●​ The equality for
●​ p=∞
●​ fails whenever there exists a set
●​ A
●​ of infinite measure in the
●​ σ
●​ -field
●​ Σ
●​ with that has no subset
●​ B∈Σ
●​ that satisfies:
●​ 0<μ(B)<∞.

●​ (the simplest example is the

●​ σ
●​ -field
●​ Σ
●​ containing just the empty set and
●​ S,
●​ and the measure
●​ μ
●​ with
●​ μ(S)=∞.

●​ ) Then the indicator function

●​ 1A
●​ satisfies
●​ ‖1A‖∞=1,

●​ but every
●​ g∈L1(μ)

●​ has to be
●​ μ
●​ -almost everywhere constant on
●​ A,
●​ because it is
●​ Σ
●​ -measurable, and this constant has to be zero, because
●​ g
●​ is
●​ μ
●​ -integrable. Therefore, the above supremum for the indicator function
●​ 1A
●​ is zero and the extremal equality fails.
●​ For
●​ p=∞,
●​ the supremum is in general not attained. As an example, let
●​ S=N,Σ=P(N)

●​ and
●​ μ
 ●​ the counting measure. Define:
{f:N→Rf(n)=n−1n

Then

‖f‖∞=1.

For

g∈L1(μ,N)

with

0<‖g‖1⩽1,

let

m
denote the smallest natural number with

g(m)≠0.

Then

|∫Sfgdμ|⩽m−1m|g(m)|+∑n=m+1∞|g(n)|=‖g‖1−|g(m)|m<1.

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