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Inequalities
Inequalities
1
p
e
log a
p
+
1
q
e
log b
q
=
1
p
a
p
+
1
q
b
q
.
Cauchys Inequality: For all real a and b,
ab
a
2
2
+
b
2
2
.
Proof. This is the special case of Youngs Inequality with p = q = 2. It is also easy
to prove directly: 0 (a b)
2
= a
2
2ab + b
2
2ab a
2
+ b
2
.
1
Some Important Inequalities Math 354, Winter 2008
The following inequalities concern the
p
-norms of vectors a = (a
1
, . . . , a
n
) R
n
. In partic-
ular, Minkowskis inequality is the triangle inequality for the
p
-norm. All sums
are taken
over an index i running from 1 to n.
Discrete Holders Inequality: Let p, q > 1 be real such that
1
p
+
1
q
= 1. Then for all a, b R
n
,
|a
i
b
i
|
_
|a
i
|
p
_
1/p
_
|b
i
|
q
_
1/q
.
Proof. Let A = (
|a
i
|
p
)
1/p
and B = (
|b
i
|
q
)
1/q
. Then, using Youngs inequality
and the triangle inequality,
|a
i
b
i
|
AB
=
a
i
A
b
i
B
1
p
_
a
i
A
_
p
+
1
q
_
b
i
B
_
q
1
p
_
a
i
A
_
p
1
q
_
b
i
B
_
q
.
This simplies to
1
pA
p
|a
i
|
p
+
1
qB
q
|b
i
|
q
=
1
p
|a
i
|
p
A
p
+
1
q
|b
i
|
q
B
q
=
1
p
+
1
q
= 1.
Thus
|a
i
b
i
| = AB, as desired.
Discrete Minkowskis Inequality: Let p > 1 be real. Then for all a, b R
n
,
_
|a
i
+ b
i
|
p
_
1/p
|a
i
|
p
_
1/p
+
_
|b
i
|
p
_
1/p
.
Proof. By the triangle inequality,
|a
i
+ b
i
|
p
(|a
i
| +|b
i
|) |a
i
+ b
i
|
p1
=
|a
i
||a
i
+ b
i
|
p1
+
|b
i
||a
i
+ b
i
|
p1
.
Applying the discrete Holders inequality with q =
p
p1
(so that
1
p
+
1
q
= 1) to the
rst term on the right-hand side rewrites it as
_
|a
i
|
p
_
1/p
_
_
|a
i
+ b
i
|
p1
_
p
p1
_
p1
p
=
_
|a
i
|
p
_
1/p
_
|a
i
+ b
i
|
p
_p1
p
.
Do the same to the other term and combine the results. Then the inequality is
|a
i
+ b
i
|
p
_
_
|a
i
|
p
_
1/p
+
_
|b
i
|
p
_
1/p
_
_
|a
i
+ b
i
|
p
_p1
p
.
Divide through by (
|a
i
+ b
i
|
p
)
p1
p
to obtain the result.
These results also hold for p = 1 and q = , by ad hoc arguments. They also hold if
we replace the vectors a, b with (appropriate) functions f, g and the sums
with integrals
_
d
c
. . . dx. They are then statements about L
p
-norms on vector spaces of functions, which are
studied in courses in functional analysis.
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