Let $M$ be a strictly positive real number. We assume that $f$ and $g$ are zero outside the interval $[-M, M]$. Deduce that if $f$ and $g$ are zero outside a bounded interval then the "P-L" inequality
$$\int_{-\infty}^{+\infty} h(x)\,dx \geq \left(\int_{-\infty}^{+\infty} f(x)\,dx\right)^{\lambda} \left(\int_{-\infty}^{+\infty} g(x)\,dx\right)^{1-\lambda}$$
is satisfied.