Sharp Lyapunov's inequality for the measurable sets with infinite measure, with generalization to the Grand Lebesgue spaces

Abstract

We extend the classical Lyapunov inequality on the measurable space with infinite measure and on the so-called Grand Lebesgue spaces (GLS). We find also the exact value for correspondent constant. Possible applications: Functional Analysis (for instance, interpolation of operators), Integral Equations, Probability Theory and Statistics (tail estimations for random variables) etc.