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I want to show that there is no inclusion between $L^p[0,+\infty)$ and $L^q[0,+\infty)$, for any $1\le p <q<+\infty$.
I know the intuition behind this:
I must find a function which decays very fast but must almost blow up somewhere: that function is in $L^p[0,+\infty)$ but not in $L^q[0,+\infty)$. I also want a fuction which does not blow up at all anywhere but which decays slowly, so that it is in $L^p[0,+\infty)$ but not in $L^q[0,+\infty)$.
However, I am having a hard time finding two such examples.

soap
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2 Answers2

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Hint to get you started: Suppose $p=1,q=2.$ Consider $f(x)=\dfrac{\chi_{(0,1)}(x)}{\sqrt x}, g(x) = \dfrac{\chi_{[1,\infty)}(x)}{x}.$

Barbara
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zhw.
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For each $p>1$ consider

$$f_p(x) = \frac{1}{x^{1/p} (\ln(x)^2+1)}\mathbf{1}_{(0,\infty)}(x).$$

Then

$$f_p\in L_q(\mathbb{R})\iff p =q.$$

Santiago
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