The Three Classical Inequalities

Miliyon T.
Department of Mathematics
April 15, 2016

Youngs inequality

Theorem 1.1. [Young, 1912] Let and be any positive real numbers. For any p > 1
define q such that p1 + 1q = 1 (p and q are said to be conjugate exponents), then we have

p q
+
p
q

with equality when p = q .

Proof. Obviously, for = 0, = 0 this inequality holds. Suppose 6= 0 and 6= 0.
Consider a function u = tp1

Then the area of the rectangle

Z

t dt +
uq1 du
0
0
 p   q 
t
u
=
+
p 0
q 0
p q
=
+
p
q

p1

(1)

Lemma 1.2. Let (j ) and (

j ) be two sequences such that

|j |p = 1,

j=1

|
j |q = 1

j=1

Then

|j j | 1

j=1

where p and q are conjugate exponents.

Proof. Take = |j | and = |
j |.
Use (1.1) so that
1  p 1  q
|j j | j  + j 
p
q
Take summation

|j j |

j=1

1 1
+ =1
p q

Holders inequality

Theorem 2.1. [Holder, 1889] Let x = (j ) `p , y = (j ) `q and p > 1. Then we have

|j j |

X

j=1

|k |

 p1  X

 1q

|m |

(2)

m=1

k=1

where p and q are conjugate exponents.

Proof. Take
j
j = 
 p1 ,
P
p
k=1 |k |

j = 
P

j
 1q
|m

m=1

|q

Notice that

|j |p = 1

and

j=1

|
j |q = 1

j=1

Now use (lemma 1.2) to get

X
j=1

|j j |

X

|k |

 p1  X

m=1

k=1

|m |

 1q
(3)

Minkowskis inequality

Theorem 3.1. [Minkowski, 1896] Let x = (j ) `p , y = (j ) `p and p 1. Then we have

X

 p1

|j + i |

X

j=1

 p1
 p1  X

p
+
|i |
|k |
p

(4)

m=1

k=1

Proof. For p = 1, use triangle inequality and apply summation.

Let p > 1 and let j + j = j
|j |p = |j + j |p = |j + j ||j |p1
|j ||j |p1 + |j ||j |p1
| {z }
| {z }
I

(5)
(6)

II

Hence we first prove the result by choosing j = 1, . . . , n (any fixed n)

n
X

I:

|j ||j |p1

j=1

where x = (j ) `p and (|j |p1 ) `q . Since

(|j |p1 )q = |j |(p1)q = |j |p
n 
X

(p1)q

|j |

where

1 1
+ =1
p q

 X
n
=
|j |p < (|j |p1 ) `q

j=1

j=1

Use Holders inequality(2.1)

I:

n
X

p1

|j ||j |

X
n

|j |

 p1  X
n

k=1

m=1

 p1  X
n

|j |p

p1 q

(|m |

X
n

j=1

|m |p

 1q

(7)

 1q
(8)

m=1

k=1

Similarly,
II :

n
X

p1

|j ||j |

j=1

X
n

|j |

k=1

 p1  X
n

 1q

|m |

m=1

Thus, using (6,8,9) we conclude that

n
X

|j |

j=1

n
X

(|j | + |j |)|j |p1

j=1

X
n

 p1 X
 p1   X
 1q
n
n
p
p
|j |
+
|j |

|m |
p

k=1

k=1

m=1

(9)

Let n

X

1 1q

|j |

X

j=1

 p1 X
 p1

p
+
|j |
|j |
p

k=1

k=1

So,
X

 p1

|j |

X

j=1

That is

X

j=1

 p1 X
 p1

p
+
|j |
|j |
p

k=1

|j + j |

 p1

k=1

X

k=1

 p1 X
 p1

p
+
|j |
|j |
p

k=1

References
[1] [G. H. Hardy, J. E. Littlewood, G. Plya] Inequalities.
[2] [Claudi, Nelsen] Visualizing Basic Inequalities.
[3] [Birkhauser] Inequalities A Mathematical Olympiad.