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Proof of Classical Inequalities

The document contains proofs of several theorems related to inequalities involving absolute values, sums, and sequences. It proves that the absolute value of a sum is less than or equal to the sum of the absolute values, establishes properties of Holder's inequality and Minkowski's inequality for sequences, and uses related theorems and properties in the proofs.
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0% found this document useful (0 votes)
20 views

Proof of Classical Inequalities

The document contains proofs of several theorems related to inequalities involving absolute values, sums, and sequences. It proves that the absolute value of a sum is less than or equal to the sum of the absolute values, establishes properties of Holder's inequality and Minkowski's inequality for sequences, and uses related theorems and properties in the proofs.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Answer Home Work 1 - Functional Analysis - 524 Math

Chapter 0: Inequalities

[Marks]

Exercise 1: 6 Marks). Prove the following Theorem:


For any x, y ∈ C, we have
|x + y| ≤ |x| + |y|

Proof. For all x, y ∈ C we have


|x + y|2 = (x + y)(x + y)
= (x+)(x + y)
= xx + xy + yx + yy
= |x|2 + 2Re xy + |y|2
≤ |x|2 + 2|xy| + |y|2
= |x|2 + 2|x||y| + |y|2
= |x|2 + 2|x||y| + |y|2
= (|x| + |y|)2 .
by taking the square root of both sides, we obtain

|x + y| ≤ |x| + |y|

This completes the proof. 


1 2
and [6]

Exercise 2: (8 Marks). Prove the following Theorem:


1 1
Suppose that 1 < p < ∞ and q such that + = 1. Then for any a ≥ 0, b ≥ 0, we have
p q
ap bq
ab ≤ + ,
p q
the equality holds if and only if ap = bq .

1where the symbol x̄ denotes the conjugate of x.


2
where the symbol Re x denotes real part ofx.
1
2

Proof. Let the function f (t) = (1 − α) + αt − tα


If 0 < α < 1 and t > 0, we find that
f 0 (t) = α − αtα−1 .
Hence
f 0 (t) = 0 if t = 1
> 0 if t > 1
< 0 if t < 1

Thus, for all t ≥ 1, we get f (t) ≥ f (1) = 0 (f is increasing when t ≥ 1) and the equality holds if
and only if t = 1. Identically, tα ≤ (1−t)+αt when t ≥ 1 and the equality holds if and only if t = 1.

If 0 ≤ t ≤ 1, then f is deceasing i.e 0 = f (1) ≤ f (t) ≤ f (0) = 1 − α, beause 1 − α ≥ 0, we deduce


that f (t) ≥ 0 for all 0 ≤ t ≤ 1. In total, we conclude that
f (t) ≥ 0 for all t ≥ 0 and the equality holds when t = 1
i.e.
tα ≤ (1 − α) + αt for all t ≥ 0 and the equality holds when t = 1.
1
Now, suppose that α = and t = ap b−q where b 6= 0, then we get
p
 
1 1 1
(ap b−q ) p ≤ 1 − + (ap b−q )
p p
and the equality holds when ap b−q = 1.
i.e.
−q 1 1 p −q
ab p ≤ + (a b )
q p
and the equality holds when ap b−q = 1. Hence
−q bq ap
abq b p ≤ +
q p
and the equality holds if ap = bq , and since
−q

1 1
q 1− p
q
b b p =b = bq. q = b
then
ap bq
ab ≤ +
p q

and the equality holds when ap = bq . 


[8]
3

Exercise 3: ( 8 Marks). Prove the following Theorem: (Holder’s Inequality)


1 1
Suppose that 1 < p < ∞ and q such that + = 1. If the sequences {ak }, {bk } have positives
p q
terms i.e., ak ≥ 0, bk ≥ 0. Then
Xn X 1/p X 1/q
ak bk ≤ apk . bqk
k=1

n
X 1/p n
X 1/q
Proof. Let A = apk , B= bqk .
k=1 k=1
If A.B = 0, then at least one of the two is zero and in the two cases, since all the terms are
positive, then both sides are zero, and the solution is trivial.
Suppose now that AB > 0, then by using Exercise 2, we obtain that

ak bk apk bqk
. ≤ + ; ∀k
A B pAp qB q
n  Pn p Pn q
k=1 ak k=1 bk
X
ak .bk ≤ A.B +
pAp qAq
k=1
 p
Bq

A
= A.B +
pAp qB q
 
1 1
= A.B +
p q
= A.B
Hence
n
X X 1/p X 1/q
ak bk ≤ apk . bqk
k=1


[8]
Exercise 4: ( 8 Marks). Prove the following Theorem: (Minkowski’s Inequality)

Suppose that 1 ≤ p < ∞. If the sequences {ak }, {bk } have positives terms i.e., ak ≥ 0, bk ≥ 0.
Then
Xn 1/p X n 1/p X n 1/p
(ak + bk )p ≤ apk + bpk .
k=1 k=1 k=1

Proof. In the case p = 1, the inequality is clear.

So, we suppose p > 1. We know that


(a + b)p = a(a + b)p−1 + b(a + b)p−1
By using this relation on all the terms of the two sequences, hence
4

(ak + bk )p = ak (ak + bk )p−1 + bk (ak + bk )p−1 ; ∀k.


Hence
n
X n
X n
X
(ak + bk )p = ak (ak + bk )p−1 + bk (ak + bk )p−1
k=1 k=1 k=1

Using Holder inequality on the right side:


Xn X n n
1/p X 1/q
p p q(p−1)
(ak + bk ) ≤ ak . (ak + bk )
k=1 k=1 k=1
n
X n
1/p X 1/q
+ bpk . (ak + bk )q(p−1)
k=1 k=1
n
X 1/p n
X n
1/p X 1/q
= apk + bpk (ak + bk ) q(p−1)

k=1 k=1 k=1


We have
1 1 1 1 p−1
+ = 1 =⇒ = 1 − = =⇒ q(1 − p) = p
p q q p p
Hence
n
X n
X 1/p n
X n
1/p X 1/q
(ak + bk ) ≤ p
apk + bpk (ak + bk ) p

k=1 k=1 k=1 k=1

Then
n
X 1− q1 n
X 1/p n
X 1/p
p
(ak + bk ) ≤ apk + bpk .
k=1 k=1 k=1

and so
n
X 1/p n
X 1/p n
X 1/p
(ak + bk ) p
≤ apk + bpk .
k=1 k=1 k=1

This completes the proof. 


[8] As Corollaries of the above results, we have
(1) By letting p = 2 in the Minkowski inequality, we get
v v v
u n u n u n
uX uX uX
t (ak + bk )2 ≤ t 2
ak + t b2k .
k=1 k=1 k=1

(2) If (ak ), (bk ) are any sequences, we have


Xn n
1/p X n
1/p X 1/p
|ak + bk |p ≤ |ak |p + |bk |p .
k=1 k=1 k=1

Good luck Pr. Dr. A. Bachir

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