SOME INEQUALITIES Introduction. These Are a Few Useful Inequalities
SOME INEQUALITIES
MIGUEL A. LERMA
(Last updated: December 12, 2016)
Introduction. These are a few useful inequalities. Most of them are presented in two versions: in sum form and in integral form. More generally they can be viewed as inequalities involving vectors, the sum version applies to vectors in Rn and the integral version applies to spaces of functions.
First a few notations and definitions.
Absolute value. The absolute value of x is represented |x|.
Norm. Boldface letters line u and v represent vectors. Their scalar n product is represented u·v. In R the scalar product of u = (a1, . . . , an) and v = (b1, . . . , bn) is n X u · v = aibi . i=1 For functions f, g :[a, b] → R their scalar product is Z b f(x)g(x) dx . a
n The p-norm of u is represented kukp. If u = (a1, a2, . . . , an) ∈ R , its p-norm is: n 1/p X p kukp = |ai| . i=1 For functions f :[a, b] → R the p-norm is defined: Z b 1/p p kfkp = |f(x)| dx . a For p = 2 the norm is called Euclidean. 1 2 MIGUEL A. LERMA
Convexity. A function f : I → R (I an interval) is said to be convex if f(λx + (1 − λ)y) ≤ λf(x) + (1 − λ)f(y) for every x, y ∈ I, 0 ≤ λ ≤ 1. Graphically, the condition is that for x < t < y the point (t, f(t)) should lie below or on the line connecting the points (x, f(x)) and (y, f(y)).
f(y)
f(x)
f(t)
x t y
Figure 1. Convex function.
Inequalities
1. Arithmetic-Geometric Mean Inequality. (Consequence of con- vexity of ex and Jensen’s inequality.) The geometric mean of positive numbers is not greater than their arithmetic mean, i.e., if a1, a2, . . . , an > 0, then n n Y 1/n 1 X a ≤ a . i n i i=1 i=1
Equality happens only for a1 = ··· = an. (See also the power means inequality.)
2. Arithmetic-Harmonic Mean Inequality. The harmonic mean of positive numbers is not greater than their arithmetic mean, i.e., if a1, a2, . . . , an > 0, then
n n 1 X ≤ a . Pn 1/a n i i=1 i i=1
Equality happens only for a1 = ··· = an. This is a particular case of the Power Means Inequality. SOME INEQUALITIES 3
3. Cauchy. (H¨olderfor p = q = 2.)
|u · v| ≤ kuk2kvk2 .
n n n 2 X X 2 X 2 aibi ≤ ai bi . i=1 i=1 i=1
Z b 2 Z b Z b 2 2 f(x)g(x) dx ≤ |f(x)| dx |g(x)| dx . a a a
4. Chebyshev. Let a1, a2, . . . , an and b1, b2, . . . , bn be sequences of real numbers which are monotonic in the same direction (we have a1 ≤ a2 ≤ · · · ≤ an and b1 ≤ b2 ≤ · · · ≤ bn, or we could reverse all inequalities.) Then n n n 1 X 1 X 1 X a b ≥ a b . n i i n i n i i=1 i=1 i=1
1 X Note that LHS − RHS = (a − a )(b − b ) ≥ 0. 2n2 i j i j i,j
5. Geometric-Harmonic Mean Inequality. The harmonic mean of positive numbers is not greater than their geometric mean, i.e., if a1, a2, . . . , an > 0, then n n Y 1/n ≤ a . Pn 1/a i i=1 i i=1
Equality happens only for a1 = ··· = an. This is a particular case of the Power Means Inequality.
6. H¨older. If p > 1 and 1/p + 1/q = 1 then
|u · v| ≤ kukpkvkq .
n n n 1/p 1/q X X p X p aibi ≤ |ai| |bi| . i=1 i=1 i=1
Z b Z b 1/p Z b 1/q p q f(x)g(x) dx ≤ |f(x)| dx |g(x)| dx . a a a 4 MIGUEL A. LERMA
7. Jensen. If ϕ is convex on (a, b), x1, x2, . . . , xn ∈ (a, b), λi ≥ 0 Pn (i = 1, 2, . . . , n), i=1 λi = 1, then n n X X ϕ λixi ≤ λiϕ(xi) . i=1 i=1
8. MacLaurin’s Inequalities. Let ek be the kth degree elementary symmetric polynomial in n variables: X ek(x1, x2, . . . , xn) = xi1 xi2 ··· xik .
1≤i1