Statement

Let (fj)(f_j) be a countable family of measurable scalar or finite-dimensional vector-valued functions. Suppose that at almost every point at most N1N\ge1 terms are nonzero. For 1p<1\le p<\infty,

jfjppNp1jfjpp.\left\|\sum_jf_j\right\|_p^p \le N^{p-1}\sum_j\|f_j\|_p^p.

For p=p=\infty, the corresponding estimate is

jfjNsupjfj.\left\|\sum_jf_j\right\|_\infty\le N\sup_j\|f_j\|_\infty.

The sum is pointwise finite almost everywhere; it can be assigned any value on the exceptional null set.

Proof

At each ordinary point, the triangle inequality and finite-sum give jfjpNp1jfjp|\sum_j f_j|^p\le N^{p-1}\sum_j|f_j|^p. Integrate and use . The supremum estimate follows directly from the triangle inequality.

This estimate does not assert differentiability of the sum. That requires or appropriate derivative convergence.