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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 jxj. 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) 2 R , its p-norm is: n 1=p X p kukp = jaij : i=1 For functions f :[a; b] ! R the p-norm is defined: Z b 1=p p kfkp = jf(x)j 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 2 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.) ju · vj ≤ 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 ≤ jf(x)j dx jg(x)j 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 ju · vj ≤ kukpkvkq : n n n 1=p 1=q X X p X p aibi ≤ jaij jbij : i=1 i=1 i=1 Z b Z b 1=p Z b 1=q p q f(x)g(x) dx ≤ jf(x)j dx jg(x)j dx : a a a 4 MIGUEL A. LERMA 7. Jensen. If ' is convex on (a; b), x1; x2; : : : ; xn 2 (a; b), λi ≥ 0 Pn (i = 1; 2; : : : ; n), i=1 λi = 1, then n n X X ' λixi ≤ λi'(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<i2<···ik≤n n Given positive numbers a1; a2; : : : ; an, let Sk = ek(a1; a2; : : : ; an)= k be the averages of the elementary symmetric sums of the ai. Then p p3 pn S1 ≥ S2 ≥ S3 ≥ · · · ≥ Sn ; with equality if and only if all the ai are equal. (See [3].) (See also Newton's Inequalities.) 9. Minkowski. If p > 1 then ku + vkp ≤ kukp + kvkp ; n n n 1=p 1=p 1=p X p X p X p jai + bij ≤ jaij + jbij ; i=1 i=1 i=1 Z b 1=p Z b 1=p Z b 1=p jf(x) + g(x)jp dx ≤ jf(x)jp dx + jg(x)jp dx : a a a Equality holds iff u and v are proportional. 10. Muirhead's Inequality. Given real numbers a1 ≥ · · · ≥ an, and Pk Pk b1 ≥ · · · ≥ bn, assume that i=1 ai ≤ i=1 bi for i = 1; : : : ; n − 1, and Pn Pn i=1 ai = i=1 bi. Then for any nonnegative real numbers x1; : : : ; xn, we have X a1 an X b1 bn xσ1 ··· xσn ≤ xσ1 ··· xσn ; σ σ where the sums extend over all permutations σ of f1; : : : ; ng (see the- orem 2.18 in [1].) SOME INEQUALITIES 5 11. Newton's Inequalities. Let ek be the kth degree elementary symmetric polynomial in n variables: X ek(x1; x2; : : : ; xn) = xi1 xi2 ··· xik : 1≤i1<i2<···ik≤n n Given positive numbers a1; a2; : : : ; an, let Sk = ek(a1; a2; : : : ; an)= k be the averages of the elementary symmetric sums of the ai for k ≥ 1, and S0 = 1. Then (for k = 1; 2; : : : ; n − 1): 2 Sk−1Sk+1 ≤ Sk ; with equality if and only if all the ai are equal. (See also MacLaurin's Inequalities). 12. Norm Monotonicity. If ai > 0 (i = 1; 2; : : : ; n), s > t > 0, then n n 1=s 1=t X s X t ai ≤ ai ; i=1 i=1 i.e., if s > t > 0, then kuks ≤ kukt. 13. Power Means Inequality. Let r be a non-zero real number. We define the r-mean or rth power mean of non-negative numbers a1; : : : ; an as follows: n !1=r 1 X M r(a ; : : : ; a ) = ar : 1 n n i i=1 r If r < 0, and ak = 0 for some k, we define M (a1; : : : ; an) = 0: The ordinary arithmetic mean is M 1, M 2 is the quadratic mean, M −1 is the harmonic mean. Furthermore we define the 0-mean to be equal to the geometric mean: n 1=n 0 Y M (a1; : : : ; an) = ai : i=1 Then for any real numbers r, s such that r < s, the following inequality holds: r s M (a1; : : : ; an) ≤ M (a1; : : : ; an) : Equality holds if and only if a1 = ··· = an, or s ≤ 0 and ak = 0 for some k. (See weighted power means inequality). 6 MIGUEL A. LERMA 14. Power Means Sub/Superadditivity. We use the definition of r-mean given in subsection 13. Let a1; : : : ; an; b1; : : : ; bn be non-negative real numbers. (1) If r > 1, then the r-mean is subadditive, i.e.: r r r M (a1 + b1; : : : ; an + bn) ≤ M (a1; : : : ; an) + M (b1; : : : ; bn) : (2) If r < 1, then the r-mean is superadditive, i.e.: r r r M (a1 + b1; : : : ; an + bn) ≥ M (a1; : : : ; an) + M (b1; : : : ; bn) : Equality holds if and only if (a1; : : : ; an) and (b1; : : : ; bn) are propor- tional, or r ≤ 0 and ak = bk = 0 for some k. 15. Radon's Inequality. For real numbers p > 0, x1; : : : ; xn ≥ 0, a1; : : : ; an > 0, the following inequality holds: n p+1 Pn p+1 X x ( xk) k ≥ k=1 : p Pn p a ( ak) k=1 k k=1 Remark: Radon's Inequality follows from H¨older's ju·vj ≤ kukp+1kvkq, 1=q 1=q 1=q 1=q 1 1 with u = (x1=a1 ; : : : ; xn=an ), v = (a1 ; : : : ; an ), p+1 + q = 1. 16. Rearrangement Inequality. For every choice of real numbers x1 ≤ · · · ≤ xn and y1 ≤ · · · ≤ yn, and any permutation xσ(1); : : : ; xσ(n) of x1; : : : ; xn, we have xny1 + ··· + x1yn ≤ xσ(1)y1 + ··· + xσ(n)yn ≤ x1y1 + ··· + xnyn : If the numbers are different, e.g., x1 < ··· < xn and y1 < ··· < yn, then the lower bound is attained only for the permutation which reverses the order, i.e. σ(i) = n − i + 1, and the upper bound is attained only for the identity, i.e. σ(i) = i, for i = 1; : : : ; n. 17. Schur. If x; y; x are positive real numbers and k is a real number such that k ≥ 1, then xk(x − y)(x − z) + yk(y − x)(y − z) + zk(z − x)(z − y) ≥ 0 : For k = 1 the inequality becomes x3 + y3 + z3 + 3xyz ≥ xy(x + y) + yz(y + z) + zx(z + x) : SOME INEQUALITIES 7 18. Schwarz. (H¨olderwith p = q = 2.) ju · vj ≤ kuk2kvk2 ; n n n 2 X X 2 X 2 aibi ≤ jaij jbij ; i=1 i=1 i=1 Z b 2 Z b Z b 2 2 f(x)g(x) dx ≤ jf(x)j dx jg(x)j dx : a a a 19. Strong Mixing Variables Method. We use the definition of r- mean given in subsection 13.
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