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Nov 23, 2022 at 14:00 comment added Shaq155 I totally forgot about $u$. Thanks again!
Nov 23, 2022 at 13:56 comment added Iosif Pinelis @Shaq155 : Just the most basic form of the Minkowski inequality will suffice here. Indeed, $L$ is the $a$-norm of $u$, whereas $u$ is an additive (even, linear) function of $\nu$.
Nov 23, 2022 at 11:17 comment added Shaq155 Is it easy to show that $L$ is convex in $\nu$ by the Minkowski inequality, with which you mean that $\left[\int_{S_{2}}\left|\int_{S_{1}}F(x,y), \mu_{1}(dx)\right|^{p} \mu_{2}(dy)\right]^{\frac{1}{p}} \leq \int_{S_{1}}\left(\int_{S_{2}}|F(x,y)|^p\,\mu_{2}(dy)\right)^{\frac{1}{p}}\mu_{1}(dx)?$
Nov 22, 2022 at 23:47 comment added Shaq155 Thank you very much for your nice answer!
Nov 22, 2022 at 23:25 history edited Iosif Pinelis CC BY-SA 4.0
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Nov 22, 2022 at 23:11 history edited Iosif Pinelis CC BY-SA 4.0
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Nov 22, 2022 at 22:51 vote accept Shaq155
Nov 22, 2022 at 18:53 history edited Iosif Pinelis CC BY-SA 4.0
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Nov 22, 2022 at 18:38 history answered Iosif Pinelis CC BY-SA 4.0