Inequalities: H olders and Minkowskis.

November 30, 2005 Let us x V = Rn and the usual inner product (dor product) on Rn : if u = (a1 , . . . , an ) and v = (b1 , . . . , bn ), then u, v = a1 b1 + + an bn . 1 p p Recall the denition of the p-norm (p 1): ||u||p = ( n i=1 |ai | ) . If p = 2, we recover the usual length function in Rn , and for p = 1, we get the taxicab norm.
1 1 H olders Inequality. Let p, q > 1, such that p +q = 1. Then 1 1 n p q n n p q |ai bi | |ai | . |bi | i=1 i=1 i=1
1 n Proof. Using the notation above u = (a1 , . . . , an ), ||u||p = ( i=1 |ai |p ) p , and similarly for v , note that the right hand side of the inequality is ||u||p ||v ||q . If ||u||p = 0, then all ai = 0 and the inequality holds trivially. Similarly if ||v ||q = 0. So let us assume that ||u||p > 0 and ||v ||q > 0. 1 1 If we denote by u = ||u ||p u = (a1 , . . . , an ) and v = ||v ||q v = (b1 , . . . , bn ), then dividing both sides of the inequality by ||u||p ||v ||q , we see that it is equivalent to proving that n |a i bi | 1.

i=1

Note that ||u ||p =

1 ||u||p ||u||p

= 1, and similarly ||v ||q = 1.

s

p If |a i | > 0, then it can be written as |ai | = e , for some s R. Similarly write t q , for some t R. Note that |a |p = es and |b |q = et . Then | = e |b i i i p+q |a i ||bi | = e
s t

1 s 1 t 1 p 1 q e + e = |ai | + |bi | . p q p q

Here, we used the fact that the exponential is a convex function, i.e., eax+(1a)y 1 =1 1 . aex + (1 a)ey , for all x, y R and that q n n p p 1 n 1 1 q p Summing, we nd that i=1 |a || b | | a i i i=1 i | + q i=1 |bi | = p ||u ||p + p 1 1 1 q q ||v ||q = p + q = 1. Minkowskis Inequality. If p 1, 1 1 1 n p n p n p p p p |ai + bi | |ai | + |bi | .
i=1 i=1 i=1

Proof. If p = 1, it follows immediately from the triangle inequality for the n n p p1 absolute value. Assume p > 1 . Then | a + b | = i i i=1 i=1 |ai + bi | |ai + bi | n n p1 p1 | a || a + b | + | b || a + b | , by using the triangle inequality for the i i i i i i i=1 i=1 absolute value. p 1 1 older inequality, we get Set q = p 1 , so that p + q = 1. Applying H 1 n p n 1 q n |ai ||ai + bi |p1 |ai |p |ai + bi |(p1)q ,
i=1 i=1 i=1 1

and similarly for bi s.

1 1 1 n n n n (p1)q q It follows that i=1 |ai +bi |p ( i=1 |ai |p ) p + ( i=1 |bi |p ) p = i=1 |ai + bi | p1 p1 1 1 n n n n ( i=1 |ai |p ) p + ( i=1 |bi |p ) p ( i=1 |ai + bi |p ) p . Dividing by ( i=1 |ai + bi |p ) p , the claim follows. Note that the Minkowskis inequality can be regarded as the triangle inequality for the p-norm.