Sunday, June 12, 2016

inequality - Convergence of Lp norms

Given a measure space X with its measure μ, it can be shown (I'll provide a proof if asked for) that
fL(X,μ), if p0:qp0,fLqL, then lim (whih by the way justify this notation)




This convergence implies the following:
\forall f, \forall \epsilon > 0, \exists q:= q(f,\epsilon),\textrm{ such that } \forall p\geq q, |\|f\|_p-\|f\|_\infty| < \epsilon



This means that given an approximation error of the infinity norm bounded by \epsilon, I should be able to compute an (let's call it) index so that, I don't need to go any further, but I have a priori knowledge of the potential error.



The idea is, I am working on some pattern recognition problems and I am using the infinity norm somewhere there. However, as it is quite unreliable against outliers, using a p-norm approximation allows to "average out" the local outliers and get a more robust result. The higher the power the more importance the local outliers (or singularities) have, and the less I like it :)



If you have any idea on a proof or a results, it would be very helpful.

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