Proposition
f(x)=1/x is in L2([1,+∞)) but not in L1([1,+∞)).
Discussion
So my issue here is that I don't know how to use infinity in Lebesgue integration.
It is intuitive (I think) that evaluation of the improper Riemann integrals
∫∞1|f(x)|=∫∞11x=lim
would imply our proposition, but I've only seen L^p-spaces defined in the sense of Lebesgue integrals. So when I get to these steps:
\begin{align} \int_{[1, \infty)} \left|f(x)\right| &= \int_{[1, \infty)} \frac{1}{x} = \cdots \\ \\ \int_{[1, \infty)} \left|f(x)\right|^2 &= \int_{[1, \infty)} \frac{1}{x^2} = \cdots \end{align}
I'm not sure how to proceed. I'm guessing we need an argument for switching between the two types of integration, which I've read up on a little bit, but am not sure how to apply here in the improper case.
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