It is known that equality in Holder's inequality (i.e $\int_Efg=f_pg_q$) holds iff $\g\_q^qf^p=\f\_p^pg^q$ a.e. However recently I read somewhere that an additional constraint must me met, that of $\operatorname{sgn}(f)=\operatorname{sgn}(g)$ a.e. Can anyone help me understand why this additional constraint is needed?
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Can't remember when equality holds in Holder except when $p=2=q$, which one can scratch out on a napkin at gunpoint if necessary. There the equality holds iff there is a scalar $a$ such that $f=ag$ a.e. – zhw. Apr 05 '15 at 02:02
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Normally, Hölder's inequality is written as $$\int_Efg\le \f\_p\g\_q \tag{1}$$ that is, with absolute value inside the integral. For this version, you don't need the additional constraint on absolute value in the equality case (analyzed in On the equality case of the Hölder and Minkowski inequalites).
The inequality for $\left \int_Efg\right$ is obtained by combining $(1)$ with the integral triangle inequality $$\left \int_Efg\right\le \int_E fg\tag{2}$$ Equality holds in (2) if and only if $fg$ is either nonnegative a.e. or nonpositive a.e. Indeed, the proof of (2) involves observing that $$ \int_E (fgfg) \ge 0$$ and $$ \int_E (fg+fg) \ge 0$$ and the equality cases here are clear.