Let $A \subset \mathbb{R}^3$ be connected and let's define $A_1, A_2, A_3 \subset \mathbb{R}^2$ as projections of $A$ onto three perpendicular (to each other) planes. Show that: $$|A| \le \sqrt{|A_1| |A_2| |A_3|}\;,$$ where $|\cdot|$ is volume when applied to $A$ and area whenas $A_{1,2,3}$.
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This may be overkill, but this inequality is a simple consequence of the inequality on the first page of this document. It says that, for any three sigma-finite measures spaces $(X,\mu)$, $(Y,\nu)$ and $(Z,\xi)$ and any three square-integrable functions $f:X \times Y \to \mathbb{R}$, $g:Y \times Z \to \mathbb{R}$ and $h:Z \times X \to \mathbb{R}$, $$\int_{X \times Y \times Z} f(x,y) g(y,z) h(z,x) d\mu (x) d\nu (y) d\xi (z) \leq \sqrt{\int_{X \times Y} f^2(x,y) d\mu (x) d\nu (y) \int_{Y \times Z} g^2(y,z) d\nu (y) d\xi (z) \int_{Z \times X} h^2(z,x) d\xi (z) d\mu (x)}.$$ We can assume without loss of generality that the three perpendicular planes are the canonical planes $(x,y,0)$, $(0,y,z)$ and $(x,0,z)$. Then, taking $f(x_0,y_0)=1$ if there exists a $z$ suchat that $(x_0,y_0,z)$ belongs to $A$ (in other words, $f$ is conjugated to $1_{A_1}$ via the trivial morphism between $\mathbb{R}^2$ and the first canonical plane), an the same for $g$ and $h$, one gets the result. A few remarks:
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