I am trying to prove, the following question
$ 1\leq p <r <q< \infty $ . Prove that $L^p \cap L^q \subseteq L^r $
The prove that I have written for this is rather straightforward,
basically
$$ |f|^p < |f|^r < |f|^q , $$ which implies that
$$ \int |f|^pdu < \int |f|^rdu < \int|f|^qdu $$
My question is that when moving to the integral sign in step two do I need to invoke any integration theorem such as Lebesgue Dominated convergence theorem , or Lebesgue Increasing Convergence theorem ?
If so , then why and how ?
Edit: I just realised that this proof is wrong as obviously my first inequality doesn't hold for cases where $f<1$
So now I am thinking of proving this with holder's inequality