Table of Integrals, Series, and Products. http://dx.doi.org/10.1016/B978-0-12-384933-5.

00011-4
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11 Integral Inequalities

11.11 Mean Value Theorems

11.111 First mean value theorem
Let f (x) and g(x) be two bounded functions integrable in [a, b] and let g(x) be of one sign in this interval.
Then
 b  b
f (x)g(x) dx = f (ξ) g(x) dx, CA 105
a a
with a ≤ ξ ≤ b.

11.112 Second mean value theorem

(i) Let f (x) be a bounded, monotonic decreasing, and nonnegative function in [a, b], and let g(x) be
a bounded integrable function. Then,
 b  ξ
f (x)g(x) dx = f (a) g(x) dx,
a a
with a ≤ ξ ≤ b.
(ii) Let f (x) be a bounded, monotonic increasing, and nonnegative function in [a, b], and let g(x) be
a bounded integrable function. Then,
 b  b
f (x)g(x) dx = f (b) g(x) dx,
a η
with a ≤ η ≤ b.
(iii) Let f (x) be bounded and monotonic in [a, b], and let g(x) be a bounded integrable function which
experiences only a finite number of sign changes in [a, b]. Then,
 b  ξ  b
f (x)g(x) dx = f (a + 0) g(x) dx + f (b − 0) g(x) dx, CA 107
a a ξ
with a ≤ ξ ≤ b.

11.113 First mean value theorem for infinite integrals

Let f (x) be bounded for x ≥ a, and integrable in the arbitrary interval [a, b], and let g(x) be of one sign
∞
in x ≥ a and such that a g(x) dx is finite. Then,

1071
1072 Differentiation of Definite Integral Containing a Parameter

 ∞  ∞
f (x)g(x) dx = μ g(x) dx, CA 123
a a
where m ≤ μ ≤ M and m, M are, respectively, the lower and upper bounds of f (x) for x ≥ a.

11.114 Second mean value theorem for infinite integrals

Let f (x) be bounded and monotonic when x ≥ a, and g(x) be bounded and integrable in the arbitrary
∞
interval [a, b] in which it experiences only a finite number of changes of sign. Then, provided a g(x) dx
is finite,
 ∞  ξ  ∞
f (x)g(x) dx = f (a + 0) g(x) dx + f (∞) g(x) dx, CA 123
a a ξ
with a ≤ ξ ≤ ∞.

11.21 Differentiation of Definite Integral Containing a Parameter

11.211 Differentiation when limits are finite
Let φ(α) and ψ(α) be twice differentiable functions in some interval c ≤ α ≤ d, and let f (x, α) be both
integrable with respect to x over the interval φ(α) ≤ x ≤ ψ(α) and differentiable with respect to α. Then,
      ψ(α)
d ψ(α) dψ dφ ∂f
f (x, α) dx = f (ψ(α), α) − f (φ(α), α) + dx FI II 680
dα φ(α) dα dα φ(α) ∂α

11.212 Differentiation when a limit is infinite

Let f (x, α) and ∂f /∂α both be integrable with respect to x over the semi-infinite region x ≥ a, b ≤ α < c.
Then, if the integral
 ∞
f (α) = f (x, α) dx
 ∞ ∂f a
exists for all b ≤ α ≤ c, and if a ∂α dx is uniformly convergent for α in [b, c], it follows that
  ∞
d ∞ ∂f
f (x, α) dx = dx
dα a a ∂α

11.31 Integral Inequalities

11.311 Cauchy–Schwarz–Buniakowsky inequality for integrals
Let f (x) and g(x) be any two real integrable functions on [a, b]. Then,
  2    
b b b
2 2
f (x)g(x) dx ≤ f (x) dx g (x) dx ,
a a a
and the equality will hold if, and only if, f (x) = kg(x), with k real. BB 21

11.312 Hölder’s inequality for integrals

p q
Let f (x) and g(x) be any two real functions for which |f (x)| and |g(x)| are integrable on [a, b] with
p > 1 and p1 + 1q = 1; then
 Gram’s inequality for integrals 1073

  1/p  1/q
b b b
p q
f (x)g(x) dx ≤ |f (x)| dx |g(x)| dx .
a a a
p q
The equality holds if, and only if, α|f (x)| = β|g(x)| , where α and β are positive constants. BB 21

11.313 Minkowski’s inequality for integrals

p p
Let f (x) and g(x)be any two real functions for which |f (x)| and |g(x)| are integrable on [a, b] for p > 0;
then
 1/p  1/p  1/p
b b b
p p p
|f (x) + g(x)| dx ≤ |f (x)| dx + |g(x)| dx .
a a a
The equality holds if, and only if, f (x) = kg(x) for some real k ≥ 0. n BB 21

11.314 Chebyshev’s inequality for integrals

Let f1 , f2 , . . . , fn be nonnegative integrable functions on [a, b] which are all either monotonic increasing
or monotonic decreasing; then
 b  b  b  b
n−1
f1 (x) dx f2 (x) dx . . . fn (x) dx ≤ (b − a) f1 (x)f2 (x) . . . fn (x) dx MT 39
a a a a

11.315 Young’s inequality for integrals

Let f (x) be a real-valued continuous strictly monotonic increasing function on the interval [0, a], with
f (0) = 0 and b ≤ f (a). Then
 a  b
ab ≤ f (x) dx + f −1 (y) dy,
0 0
where f −1 (y) denotes the function inverse to f (x). The equality holds if, and only if, b = f (a). BB 15

11.316 Steffensen’s inequality for integrals

Let f (x) be nonnegative and monotonic decreasing in [a, b] and g(x) be such that 0 ≤ g(x) ≤ 1 in [a, b].
Then
 b  b  a+k
f (x) dx ≤ f (x)g(x) dx ≤ f (x) dx,
b−k a a
b
where k = a g(x) dx. MT 107

11.317 Gram’s inequality for integrals

Let f1 (x), f2 (x), . . . , fn (x) be real square integrable functions on [a, b]; then
 b b b 
 2
· · · 
  a f1 (x) dx a
f 1 (x)f 2 (x) dx
ab
f 1 (x)f n (x) dx 
 b b 2 
 a f2 (x)f1 (x) dx f
a 2
(x) dx · · · a 2
f (x)f n (x) dx 
  ≥ 0. MT 47
 .. .. .. .. 
 . . . . 
 b b b 2 
 fn (x)f1 (x) dx 
a a fn (x)f2 (x) dx · · · a fn (x) dx
1074 Fourier Series and Related Inequalities

11.318 Ostrowski’s inequality for integrals

Let f (x) be a monotonic function integrable on [a, b], and let f (a)f (b) ≥ 0, |f (a)| ≥ |f (b)|. Then, if g is
a real function integrable on [a, b],
   
 b   ξ 
   
 f (x)g(x) dx ≤ |f (a)| max  g(x) dx.
 a  a≤ξ≤b a 

11.41 Convexity and Jensen’s Inequality

A function f (x) is said to be convex on an interval [a, b] if for any two points x1 , x2 in [a, b]
 
x1 + x2 f (x1 ) + f (x2 )
f ≤ .
2 2
A function f (x) is said to be concave on an interval [a, b] if for any two points x1 , x2 in [a, b] the function
−f (x) is convex in that interval.
If the function f (x) possesses a second derivative in the interval [a, b], then a necessary and sufficient
condition for it to be convex on that interval is that f  (x) ≥ 0 for all x in [a, b].
A function f (x) is said to be logarithmically convex on the interval [a, b] if f > 0 and log f (x) is
concave on [a, b].
If f (x) and g(x) are logarithmically convex on the interval [a, b], then the functions f (x) + g(x) and
f (x)g(x) are also logarithmically convex on [a, b]. MT 17

11.411 Jensen’s inequality

Let f (x), p(x) be two functions defined for a ≤ x ≤ b such that α ≤ f (x) ≤ β and p(x) ≥ 0, with p(x) ≡ 0.
Let φ(u) be a convex function defined on the interval α ≤ u ≤ β; then
 b  b
a
f (x)p(x) dx φ (f ) p(x) dx
φ b ≤ a b . HL 151
a p(x) dx a p(x) dx

11.412 Carleman’s inequality for integrals

If f (x) ≥ 0 and the integrals exist, then
 ∞   x   ∞
1
exp f (t) dt dx ≤ e f (x) dx
0 x 0 0

11.51 Fourier Series and Related Inequalities

The trigonometric Fourier series representation of the function f (x) integrable on [−π, π] is
∞
a0
f (x) ∼ + (an cos nx + bn sin nx) ,
2 n=1
where the Fourier coefficients an and bn of f (x) are given by
 
1 π 1 π
an = f (x) cos nx dx, bn = f (x) sin nx dx.
2π −π 2π −π
(See 0.320–0.328 for convergence of Fourier series on (−l, l).) TF 1
 Generalized Fourier series 1075

11.511 Riemann–Lebesgue lemma

If f (x) is integrable on [−π, π], then
 π
lim f (x) sin tx dx → 0
t→∞ −π
and  π
lim f (x) cos tx dx → 0. TF 11
t→∞ −π

11.512 Dirichlet lemma


sin n + 12 x
π
π
dx = ,
0 2 sin 12 x 2
1
in which sin n + 2 x m/2 sin 12 x is called the Dirichlet kernel. ZY 21

11.513 Parseval’s theorem for trigonometric Fourier series

If f (x) is square integrable on [−π, π], then
∞  π
a20 1
+ a2r + b2r = f 2 (x) dx. Y 10
2 r=1
π −π

11.514 Integral representation of the nth partial sum

If f (x) is integrable on [−π, π], then the nth partial sum
n
a0
sn (x) = + (ar cos rx + br sin rx)
2 r=1
has the following integral representation in terms of the Dirichlet kernel,

1 π sin n + 12 t
sn (x) = f (x − t) dt. Y 20
π −π 2 sin 12 t

11.515 Generalized Fourier series

∞
Let the set of functions {φn }n=0 form an orthonormal set over [a, b], so that
 b
1 for m = n,
φm (x)φn (x) dx =
a 0 for m = n.
Then the generalized Fourier series representation of an integrable function f (x) on [a, b] is
∞
f (x) ∼ cn φn (x),
n=0
where the generalized Fourier coefficients of f (x) are given by
 b
cn = f (x)φn (x) dx.
a
1076 Fourier Series and Related Inequalities

11.516 Bessel’s inequality for generalized Fourier series

For any square integrable function defined on [a, b],
∞  b
c2n ≤ f 2 (x) dx,
n=0 a
where the cn are the generalized Fourier coefficients of f (x).

11.517 Parseval’s theorem for generalized Fourier series

∞
If f (x) is a square integrable function defined on [a, b] and {φn (x)}n=0 is a complete orthonormal set
of continuous functions defined on [a, b], then
∞  b
c2n = f 2 (x) dx,
n=0 a
where the cn are generalized Fourier coefficients of f (x).