We prove Hölder’s inequality using the so-called layer cake representation and the tensor power trick. The heart of the proof is the following one line:

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# A Proof of Hölder’s Inequality Using the Layer Cake Representation

Posted byCalvin Wooyoung ChinPosted inNotesTags:Analysis, Fubini's Theorem, Hölder's Inequality, Inequality, Measure Theory, Probability

We prove Hölder’s inequality using the so-called layer cake representation and the tensor power trick. The heart of the proof is the following one line:

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