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Classical Inequalities

The document discusses several classical inequalities including the AM-GM inequality, power mean inequality, Cauchy's inequality, triangle inequality, Jensen's inequality, Hölder's inequality, Minkowski's inequality, and rearrangement inequality. Examples are provided for applying these inequalities to solve problems.

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41 views3 pages

Classical Inequalities

The document discusses several classical inequalities including the AM-GM inequality, power mean inequality, Cauchy's inequality, triangle inequality, Jensen's inequality, Hölder's inequality, Minkowski's inequality, and rearrangement inequality. Examples are provided for applying these inequalities to solve problems.

Uploaded by

AntiMage
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Classical inequalities.

Arithmetic mean-geometric mean [AM-GM] inequality. For any nonnegative num-


bers a1 , . . ., an ,
a1 + a 2 + · · · + a n √
≥ n a1 a2 · · · an .
n
Power mean inequality. For positive numbers a1 , . . ., an , and a real number α, let
 
 aα1 +···+aαn 1/α

Mα (a1 , . . . , an ) :=  √ n
α 6= 0
n a1 · · · an , α = 0.
Then Mα is an increasing function of α unless a1 = · · · = an , in which case Mα is constant.
Cauchy’s inequality. For arbitrary real numbers a1 , . . ., an , b1 , . . ., bn ,
(a1 b1 + · · · an bn )2 ≤ (a21 + · · · + a2n )(b21 + · · · + b2n ).
Furthermore, equality holds if and only if the vectors (a1 , . . . , an ) and (b1 , . . . , bn ) are pro-
portional.
Cauchy’s inequality is equivalent to the triangle inequality for the 2-norm.
Triangle inequality. For any two vectors x, y in IRn ,
kx + yk2 ≤ kxk2 + kyk2 .

Definition. Suppose that f is a real-valued function defined on an interval and, for any
points x, y in the interval,
x+y f (x) + f (y)
 
f ≤ .
2 2
Then f is convex.
Convex functions have useful properties.
Jensen’s inequality. If w1 , . . ., wn are positive numbers satisfying w1 + · · · + wn = 1, and
x1 , . . ., xn are any n points in an interval where f is convex, then
f (w1 x1 + · · · + wn xn ) ≤ w1 f (x1 ) + · · · + wn f (xn ).
Points of maximum. If f is convex on [a, b], then the maximum value of f is taken at one
of the endpoints, i.e.,
f (x) ≤ max{f (a), f (b)}.

Weighted AM-GM inequality. If x1 , . . ., xn are nonnegative real numbers and w1 , . . .,


wn are positive numbers satisfying w1 + · · · + wn = 1, then
n n
xw
Y X
i
i
≤ w i xi .
i=1 i=1

1
Equality holds if and only if x1 = · · · = xn .
Theorem. If a and b are nonnegative numbers and p, q > 1 satisfy 1/p + 1/q = 1, then
a p bq
+ ≥ ab, (1)
p q
with equality if and only if ap = bq .
Hölder’s inequality. Let x1 , . . ., xn and y1 , . . ., yn be nonnegative and let p, q > 1 satisfy
1/p + 1/q = 1. Then
n n
!1/p n
!1/q
xpi yiq
X X X
xi y i ≤ .
i=1 i=1 i=1

Minkowski’s inequality. If x1 , . . ., xn and y1 , . . ., yn are nonnegative numbers and p ≥ 1,


then !1/p !1/p !1/p
n n n
p p p
X X X
(xi + yi ) ≤ xi + yi .
i=1 i=1 i=1

Theorem [Hölder]. Let X = (xij ) be an m×n matrix with nonnegative elements and let
w1 , . . ., wn be positive numbers satisfying w1 + · · · + wn = 1. Then
m Y
n n m
! wj
X w Y X
xijj ≤ xij .
i=1 j=1 j=1 i=1

Rearrangement inequality. Let a1 , . . ., an , b1 , . . ., bn be two sequences of real numbers


and suppose a1 ≤ a2 ≤ · · · ≤ an . For each permutation π of {1, 2, . . . , n} let
n
X
Σ(π) := ak bπ(k) .
k=1

Then Σ is largest when bπ(1) ≤ · · · ≤ bπ(n) and smallest when bπ(1) ≥ · · · ≥ bπ(n) .
Examples.
1
1. Let Hn := 1 + 2
+ · · · + n1 . Show that
n(n + 1)1/n < n + Hn
for every n ∈ IN. Hint: AM-GM inequality.
2. Show that if 0 ≤ a, b, c ≤ 1, then
a b c
+ + + (a − 1)(b − 1)(c − 1) ≤ 1.
b+c+1 c+a+1 a+b+1
Hint: convexity.
3. Let n ∈ ZZ, n 6= 0, −1. Prove that if
sin2n+2 A cos2n+2 A
+ =1
sin2n B cos2n B
holds, then it holds for all n ∈ ZZ. Hint: inequality (1).

2
4. Let a :=(mm+1 + nn+1 )/(mm + nn ) where m, n ∈ IN. Prove that am + an ≥ mm + nn .
Hint: Bernoulli’s inequality.
5. For x, y, z ≥ 0, establish the inequality
x(x − z)2 + y(y − z)2 ≥ (x − z)(y − z)(x + y − z)
and determine when equality holds. Hint: find and use symmetry.
6. For a positive number x and an integer n, prove that
n
X bkxc
≤ bnxc.
k=1 k

Hint: rearrangement inequality.

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