Let $\mu$ be the Lebesgue measure. For $0<p<\infty$, is $\left[\mu(\mathbb{R})\right]^{1/p} = \infty$?
I am trying to construct a function with the property that $\mu\{x: |f(x)|>a>0\}<\infty$ and $f$ is not in any $L^p$, $0<p<\infty$.
So I tried to use the constant function $f:\mathbb{R}\to \mathbb{R}$ with $f(x)=1$ which gives $$\left(\int_\mathbb{R}|1|^pd\mu\right)^{1/p} =\left[\mu(\mathbb{R}\right]^{1/p}.$$ Since $p$ can't be $\infty$, I think $\mu(\mathbb{R})$ is "large" enough?