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The so called integral Minkowski inequality claims that for suitable positive functions $f$ defined on the product of two measure spaces $ (X\times Y, \mu \times \nu) $ and $p\geq 1$ we have that $$ \bigg( \int_Y \bigg( \int_{X}f(x,y) d\mu(x) \bigg)^p d\nu(y) \bigg)^{1/p} \leq \int_X \bigg( \int_Y f(x,y)^p d\nu(y) \bigg)^{1/p} d\mu(x). $$ The idea is that if $(X,\mu) $ is a finite space with the counting measure this is exactly the Minkowski (triangle) inequality for the Banach space $(Y,\nu)$.

When $0<p<1$ of course even the ordinary Minkowski inequality fails, but we have the property that $$ \bigg\Vert \sum_{n=0}^\infty f_n\bigg\Vert^p_{L^p(Y,\nu)} \leq \sum_{n=0}^\infty \Vert f_n \Vert_{L^p(Y,\nu)}^p. $$ Of course this can be written in integral form as;

$$ \int_Y \bigg( \int_{X}f(x,y) d\mu(x) \bigg)^p d\nu(y) \leq \int_X \int_Y f(x,y)^p d\nu(y) d\mu(x), $$ where $(X,\mu)$ countable measure space with the counting measure. Unfortunatelly there is no hope that this inequality holds for all measures $\mu$ because of the wrong homogeneity with respect to $\mu$. But is there a way, given a measure $\mu$ to define a measure $\mu_p$ such that this inequality holds ? For example if $\mu$ is a weighted sum of Dirac measures $ \mu = \sum{c_n \delta_{x_n}} $, then I guess the inequality holds for $\mu_p = \sum c_n^p \delta_{x_n}$, but I do not see how to carry out this proceedure for other measures $\mu$.

For starters the case where both measures live in the interval $(0,1)$ would be more than enough.

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    $\begingroup$ Why do you need this? Even your penultimate displayed inequality is bad for some $f_n$'s -- say when $f_n=1(n\le N)$ and $N$ is large. I don't think there is a well-scaling inequality for $p\in(0,1)$ and arbitrary $f$. $\endgroup$ Commented Jul 20, 2023 at 15:07
  • $\begingroup$ I don't see what you mean by saying "is bad". Could you please elaborate? $\endgroup$ Commented Jul 22, 2023 at 8:02
  • $\begingroup$ By "bad" here I meant that, for large $N$, the left-hand side of the inequality is much smaller than its right-hand side. So, the right-hand side may be a very loose upper bound on its left-hand side. $\endgroup$ Commented Jul 23, 2023 at 2:15
  • $\begingroup$ I really do not get your point. In the classical Minkowski's inequality the left hand side can be zero while the right hand side can be arbitrarily large, but this does not prevents it from having a good scaling continuous version. $\endgroup$ Commented Jul 24, 2023 at 12:07
  • $\begingroup$ In contrast with the Minkowski inequality for $p\ge1$, your penultimate displayed inequality can be good only when the "effective" number of summands is small, ideally equals $1$. Therefore, I don't think there is a well-scaling inequality for $p\in(0,1)$ and arbitrary $f$. . $\endgroup$ Commented Jul 24, 2023 at 17:13

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In my opinion the best formulation of the integral Minkowski is \begin{equation} \|u(x,y)\|_{L^{s}_{y}L^{r}_{x}}\le \|u(x,y)\|_{L^{r}_{x}L^{s}_{y}}. \end{equation} with obvious meaning of the notations (I hope), valid for all $0< r\le s\le \infty$ and arbitrary measures. Once you see it, the proof is an easy exercise: set $v=|u|^r$ and reduce to the usual case of exponents 1 and $s/r\ge1$.

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  • $\begingroup$ Good point, but it doesn't answer my question. In particular the second inequality that I wrote for $0<p<1$ is not a special case of this one. $\endgroup$ Commented Jul 20, 2023 at 14:26
  • $\begingroup$ Sure, but on this point I agree with Iosif' comment above $\endgroup$ Commented Jul 20, 2023 at 17:26

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