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In mathematical analysis, Hölder's inequality, named after Otto Hölder, is a fundamental inequality between integrals and an indispensable tool for the study of Lp spaces. Theorem (Hölder's inequality). Let (S, Σ, μ) be a measure space and let p, q ∈ [1, ∞] with 1/p + 1/q = 1. Then for all measurable real- or complex-valued functions f and g on S,If, in addition, p, q ∈ (1, ∞) and f ∈ Lp(μ) and g ∈ Lq(μ), then Hölder's inequality becomes an equality if and only if |f |p and |g|q are linearly dependent in L1(μ), meaning that there exist real numbers α, β ≥ 0, not both of them zero, such that α|f |p = β |g|q μ-almost everywhere.

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