For a measurable set , definewhere is its indicator function. This is finite because has finite measure and hence . If the sets are pairwise disjoint and , thenThe continuity of the positive linear functional therefore givesso is a measure by countable additivity. Moreover, a set of zero Lebesgue measure has zero indicator in , so is absolutely continuous with respect to Lebesgue measure.
The Radon-Nikodym theorem now supplies a measurable function such thatConsequently, first for nonnegative simple functions and then, by approximation by nonnegative simple functions, for every nonnegative ,Applying the stated characterization of the Lp norm to shows that and . The Holder inequality makes continuous on , while bounded simple functions form a dense subset; henceThis is the positive functional representation on Lp.
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