A note on `p spaces

Ulrik Skre Fjordholm

April 24, 2020

In this note we define the `p (pronounced “ell-pee”, or sometimes “little ell-pee”, to

distinguish it from Lp ) spaces and list some of their properties. The starting point is
real-valued sequences {ai }i∈N in R, which we can think of as “infinite-dimensional vectors”
(a1 , a2 , a3 , . . . ) ∈ R∞ . The space R∞ is too big to have an interesting structure, so instead
we study smaller (but still infinite-dimensional) subspaces, namely the `p spaces.
Notation. In this note we will a sequence {ai }i∈N in K (where K is one of the fields R or
C) as the function
a : N → K, a(i) = ai .
It should be clear that each sequence {ai }i∈N in K gives rise to one and only one such
function a : N → K, and vice versa. We will therefore refer to a function a : N → K as a
sequence (in K). The reason for viewing sequences as functions becomes apparent when we
talk about sequences of sequences of numbers.
We first state the finite-dimensional variant of `p .
Definition 1. Let K = R or K = C and let p ∈ [1, ∞]. For n ∈ N we define the p-norm of
a vector u ∈ Kn as ( P
n p 1/p


kukp = i=1 |ui | if p < ∞
maxi=1,...,n |ui | if p = ∞.

Definition 2. Let K = R or K = C and let p ∈ [1, ∞]. For a sequence a : N → K we define

( P
p 1/p


kak`p = i∈N |a(i)| if p < ∞
kak`∞ = supi∈N |a(i)| if p = ∞

and we set
`p (K) = a : N → K : kak`p < ∞ .


Example 3. If a(i) = 1i then i∈N |a(i)|p = i∈N i1p , which is finite only when p > 1.
P P
p
Clearly, |a(i)| 6 1 for all i, so kak`P ∞ < ∞. Hence, a ∈ ` (R) for all p ∈ (1, ∞], but not for
1 p 1
P
p = 1. Similarly, if b(i) = i then i∈N |b(i)| = i∈N ip/2 , which is finite only when p > 2.
√

Remark 4. It is not hard to seePthat `p (K) ⊂ `∞ (K) for every p ∈ [1, ∞), but not vice
∞
versa. Indeed, if a ∈ `p (K) then i=1 |a(i)|p < ∞, so in particular |a(i)|p → 0 as i → ∞,
which is equivalent to |a(i)| → 0 as i → ∞. Thus, a is a sequence converging to 0, so it
must be bounded. To see that the converse inclusion is not true it is enough to observe that
a = (1, 1, . . . ) ∈ `∞ (K) but a ∈
/ `p (K) for every p < ∞.

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 In order to show that `p (K) is a (normed) vector space we first prove Hölder’s inequality
For some p ∈ [1, ∞] we define its conjugate exponent q ∈ [1, ∞] by
(
p
if p < ∞
q = p−1
1 if p = ∞.

Note that
1 1
+ = 1, (1)
p q
and that q is the only element of [1, ∞] satisfying this identity. (Here, we write 1/∞ = 0.)
Theorem 5 (Hölder’s inequality, finite-dimensional version). Let p ∈ [1, ∞] and let q be its
conjugate exponent. For any n ∈ N we have

kuvk1 6 kukp kvkq ∀ u, v ∈ Kn (2)

where uv = (u1 v1 , . . . , un vn ) ∈ Kn .
Proof. If u = 0 or v = 0 then (2) follows immediately, so we may assume u, v 6= 0. If p = 1
then q = ∞, and
n
X n
X
kuvk1 = |ui vi | 6 max |vj | |ui | = kuk1 kvk∞ .
j=1,...,n
i=1 i=1

The same argument applies to the case p = ∞, q = 1. Last, in the case p, q ∈ (1, ∞) we first
recall Young’s inequality: If s, t > 0 then
sp tq
st 6 + . (3)
p q
We get
n n
kuvk1 1 X X |ui | |vi |
= |ui vi | =
kukp kvkq kukp kvkq i=1 i=1
kuk p kvkq
n
X |ui |p |vi |q
6 p + (by Young’s inequality)
i=1
pkukp qkvkqq
Pn p
Pn
i=1 |ui | |vi |q
= p + i=1 q
pkukp qkvkq
kukpp kvkqq
= +
pkukpp qkvkqq
=1 (by (1)).

Multiply the above by kukp kvkq to get (2).

Theorem 6 (Hölder’s inequality, infinite-dimensional version). Let p ∈ [1, ∞] and let q be
its conjugate exponent. Then

kabk`1 6 kak`p kbk`q ∀ a ∈ `p (K), b ∈ `q (K), (4)

where ab is the sequence (ab)(i) = a(i)b(i).

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Proof. For an arbitrary n ∈ N, apply (2) to the vectors u = (a(1), . . . , a(n)) and v =
(b(1), . . . , b(n)) to get
Xn
|a(i)b(i)| 6 kukp kvkq .
i=1
Pn
1/p P∞
1/p
From the fact that kukp = i=1 |a(i)|p 6 i=1 |a(i)|p = kak`p , and likewise for
v, we get
n
X
|a(i)b(i)| 6 kak`p kbk`q .
i=1

Taking the limit n → ∞ now yields (4).

Remark 7. Hölder’s inequality is useful in many applications. For instance, Hölder’s in-
equality implies that if a sequence a lies in both `p1 and `p2 for some p1 , p2 ∈ [1, ∞], then
it also lies in every space “in between” (such a result is sometimes called an interpolation
result). Indeed, assume that, say, p1 < p2 < ∞, and let p ∈ (p1 , p2 ). Then there is some
α ∈ (0, 1) such that p = αp1 + (1 − α)p2 . Apply Hölder’s inequality with exponent α1 (whose
1
conjugate exponent is 1−α ) to get
∞
X ∞
X
p
|a(i)| = |a(i)|αp1 |a(i)|(1−α)p2
i=1 i=1
∞
!1/(1/α) ∞
!1/(1/(1−α))
αp1 1/α (1−α)p2 1/(1−α)
X
X

6 |a(i)| |a(i)|
i=1 i=1
∞
!α ∞
!1−α
X X
p1
= |a(i)| |a(i)|p2
i=1 i=1
(1−α)p2
= kakαp
`p1 kak`p2
1
< ∞.

The case p2 = ∞ is easier:

∞
X ∞
X ∞
X
|a(i)|p = |a(i)|p1 |a(i)|p−p1 6 kakp−p
`∞
1
|a(i)|p1 < ∞.
i=1 i=1 i=1

Remark 8. Combining Remarks 4 and 7, we see that if a ∈ `p (K) then also a ∈ `r (K)
for all r ∈ [p, ∞]. (Exercise: Show by example that a ∈ `p (K) does not necessarily imply
a ∈ `r (K) for r < p.)
In order to show that k · k`p is a norm, we first show that its finite-dimensional version
k · kp is a norm.
Theorem 9. For every p ∈ [1, ∞] and n ∈ N, the function k · kp is a norm on Kn .
Proof. It is clear that kukp > 0 for all u 6= 0, and that kukp = 0 implies u = 0. Let u ∈ Kn
p 1/p p 1/p
Pn
Pn

and α ∈ K. If p < ∞ then kαukp = i=1 |αui | = |α| i=1 |ui | = |α|kukp . For
p = ∞ we have kαuk∞ = maxi=1,...,n |αui | = |α| maxi=1,...,n |ui | = |α|kuk∞ .
Last, we show the triangle inequality. If u, v ∈ Kn and p = 1 then
n
X n
X
ku + vk1 = |ui + vi | 6 |ui | + |vi | = kuk1 + kvk1 .
i=1 i=1

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If p = ∞ then


ku + vk∞ = max |ui + vi | 6 max |ui | + |vi | 6 max |ui | + max |vi | = kuk∞ + kvk∞ .
i=1,...,n i=1,...,n i=1,...,n i=1,...,n

Finally, if p ∈ (1, ∞), then

n
X n
X
ku + vkp = |ui + vi |p = |ui + vi | · |ui + vi |p−1
i=1 i=1
n
X n
X
6 |ui | · |ui + vi |p−1 + |vi | · |ui + vi |p−1
i=1 i=1
n
!1/p n
!1/q n
!1/p n
!1/q
X X X X
6 |ui |p |ui + vi |(p−1)q + |vi |p |ui + vi |(p−1)q
i=1 i=1 i=1 i=1

p
where we have applied Hölder’s inequality (2). Since q = p−1 we get (p − 1)q = p. Divide
(p−1)q 1/q
Pn

both sides by i=1 |ui + vi | to get

n
!1−1/q
X
p
|ui + vi | 6 kukp + kvkp .
i=1

Since 1 − 1/q = 1/p, the left-hand side equals ku + vkp , so we are done.
Theorem 10. (`p (K), k · k`p ) is a Banach space (a complete normed vector space) for every
p ∈ [1, ∞].
Proof. The proof consist of three parts: `p is a vector space, k · k`p is a norm, and this space
is complete.
Claim: k · k`p is a norm. It is clear that kuk`p > 0 for all u 6= 0, and that kuk`p = 0
p 1/p
P∞

implies u = 0. Let a ∈ `p (K) and α ∈ K. If p < ∞ then kαak`p = i=1 |αa(i)| =
p 1/p
P∞

|α| i=1 |a(i)| = |α|kak`p . For p = ∞ we have kαak`∞ = supi∈N |αa(i)| = |α| supi∈N |a(i)| =
|α|kak`∞ . Last, we show the triangle inequality. If a, b ∈ `p (K) and p = ∞ then

ka + bk`∞ = sup |a(i) + b(i)| 6 sup |a(i)| + |b(i)| 6 sup |a(i)| + sup |b(i)| = kak`∞ + kbk`∞ .
i∈N i∈N i∈N i∈N

Finally, if p ∈ (1, ∞), let n ∈ N be an arbitrary integer and define u, v ∈ Kn by u =

(a(1), . . . , a(n)) and v = (b(1), . . . , b(n)). Then

n
!1/p
X
p
|a(i) + b(i)| = ku + vkp 6 kukp + kvkp 6 kak`p + kbk`p .
i=1

Taking the limit n → ∞ yields ka + bk`p on the left-hand side.

Claim: `p (K) is a vector space. Most of the axioms follow immediately; we only show
that `p (K) is closed under addition and multiplication by scalars. Indeed, from the fact
that k · k`p is a norm on `p (K), we find that kαak`p = |α|kak`p < ∞ whenever α ∈ K and
a ∈ `p (K), implying that also αa ∈ `p (K). If a, b ∈ `p (K) then ka+bk`p 6 kak`p +kbk`p < ∞,
so also a + b ∈ `p (K).

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Claim: `p (K), k · k`p is complete. Let {an }n∈N be a Cauchy sequence in `p (K). Then
for every ε > 0 there is some N ∈ N such that kan − am k`p < ε when n, m > N , so in
particular,
|an (i) − am (i)| 6 kan − am k`p < ε ∀ i ∈ N.
It follows that for each i ∈ N, the sequence {an (i)}n∈N is a Cauchy sequence in K. Since
K is complete, {an (i)}n∈N is convergent, converging to some a(i) ∈ K. We claim that the
sequence a = (a(1), a(2), . . . ) lies in `p (K) and that {an }n∈N converges to a. We split the
proof into the cases p = ∞ and p < ∞.
p = ∞: Let ε > 0 and let N be as above. Then |a(i) − an (i)| = limm→∞ |am (i) − an (i)| 6 ε
for all n > N and i ∈ N, so
|a(i)| 6 |a(i) − an (i)| + |an (i)| 6 ε + kan k`p .
Since this holds for every i ∈ N we get kak`∞ 6 ε + kan k`p < ∞, so a ∈ `∞ (K).
Moreover, ka − an k`∞ = supi∈N |a(i) − an (i)| 6 ε, so we conclude that an → a as
n → ∞.
p < ∞: Let ε > 0 and let N be as above. For every n, I ∈ N we have
I
!1/p I
!1/p
X X
|a(i) − an (i)|p = lim |am (i) − an (i)|p 6 ε,
m→∞
i=1 i=1
| {z }
6kan −am k`p <ε

so ka − an k`p 6 ε. Hence, ka − an k`p → 0 as n → ∞. Last, from the inverse triangle

inequality,
kak`p 6 kan k`p + ka − an k`p 6 kan k`p + ε < ∞,
so a ∈ `p (K).

Proposition 11. `p (K) is infinite-dimensional for all p ∈ [1, ∞]. If en ∈ `p (K) is given by
en = (0, . . . , 0, 1, 0, . . . )
(the 1 occuring in the nth position), then {en }n∈N is a Schauder basis for `p (K) for every
p ∈ [1, ∞), but not for `∞ (K).
Proof. The set {en }n∈N is infinite and linearly independent, so `p (K) is infinite-dimensional.
Pn
If p < ∞ and a ∈ `p (K), let αi = a(i) for each i ∈ N. Then the partial sum sn = i=1 αi ei =
(a(1), . . . , a(n), 0, . . . ) satisfies
∞
!1/p
X
ka − sn k`p = |a(i)|p .
i=n+1
P∞ p
From the fact thatP∞ i=1 |a(i)| < ∞, the above sum must converge to 0 as pn → ∞. It
follows that a = i=1 αi ei . This proves that {en }n∈N is a Schauder P∞basis for ` (K).
For `∞ (K), let a = (1, 1, . . . ) ∈ `∞ (K). If αi are such that a = i=1 αi ei then necessarily
αi = 1 for all i. But
ka − sn k`∞ = k(0, . . . , 0, 1, 1, . . . )k`∞ = 1,
a contradiction. Hence, {en }n∈N is not a Schauder basis for `∞ (K).