Cauchy-Schwarz inequality 和 Holder inequality

Cauchy-Schwarz inequality

$$[E(\xi \eta ){]}^2\le E({\xi }^2)E({\eta }^2)$$
$$(\sum a_n{b}_n{)}^2\le \sum a_n^2\sum b_n^2$$
$$||A^{T}B|{|}^2\le ||A|{|}^2||B|{|}^2$$
$$[{\int }_a^{b}f(x)g(x)dx{]}^2\le {\int }_a^b{f}^2(x)dx\cdot {\int }_a^b{g}^2(x)dx$$

Holder inequality

$${\int }_a^b|f(x)g(x)|dx\le [{\int }_a^b|f(x){|}^{p}dx{]}^{\frac{1}{p}}[{\int }_a^b|g(x){|}^{q}dx{]}^{\frac{1}{q}},\frac{1}{p}+\frac{1}{q}=1$$

$$\sum _{k=1}^n|a_k{b}_k|\le (\sum _{k=1}^n|a_k{|}^p{)}^{\frac{1}{p}}(\sum _{k=1}^n|b_k{|}^q{)}^{\frac{1}{q}},\frac{1}{p}+\frac{1}{q}=1$$