Holder不等式
标量形式
p ≥ 1 p\ge 1 p≥1
设
a
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,
b
i
>
0
a_i,b_i>0
ai,bi>0
p
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q
≥
1
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1
p
+
1
q
=
1
p,q\ge 1,\frac{1}{p}+\frac{1}{q}=1
p,q≥1,p1+q1=1
有
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≤
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\sum_{i=1}^{n} a_i b_i \le (\sum_{i=1}^{n}a_i^{p})^{\frac{1}{p}}(\sum_{i=1}^{n}b_i^{q})^{\frac{1}{q}}
∑i=1naibi≤(∑i=1naip)p1(∑i=1nbiq)q1
当且仅当
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n
a
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p
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\frac{a_i}{\sum_{i=1}^{n} a_i^{p} }=\frac{b_i}{\sum_{i=1}^{n} b_i^{q} }(i=1,2,..n)
∑i=1naipai=∑i=1nbiqbi(i=1,2,..n) 时取等
证明:
当
a
i
=
0
a_i=0
ai=0或
b
i
=
0
b_i=0
bi=0时,显然成立
当 a i a_i ai不全为 0 0 0, b i b_i bi不全为 0 0 0
设
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A=\frac{a_i}{(\sum_{i=1}^{n} a_i^{p})^{\frac{1}{p}} },B=\frac{b_i}{(\sum_{i=1}^{n} b_i^{q} )^{\frac{1}{q}}}
A=(∑i=1naip)p1ai,B=(∑i=1nbiq)q1bi
由Young不等式
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\begin{aligned} AB &\le \frac{A^{p}}{p}+\frac{B^{q}}{q}\\ \frac{a_i b_i}{(\sum_{i=1}^{n} a_i^{p})^{\frac{1}{p}}(\sum_{i=1}^{n} b_i^{q} )^{\frac{1}{q}}}&\le \frac{1}{p}\frac{a_i^p}{\sum_{i=1}^{n} a_i^{p} }+\frac{1}{q}\frac{b_i^q}{\sum_{i=1}^{n} b_i^{q}}\\ \sum_{i=1}^{n}\frac{a_i b_i}{(\sum_{i=1}^{n} a_i^{p})^{\frac{1}{p}}(\sum_{i=1}^{n} b_i^{q} )^{\frac{1}{q}}}&\le \sum_{i=1}^{n}(\frac{1}{p}\frac{a_i^p}{\sum_{i=1}^{n} a_i^{p} }+\frac{1}{q}\frac{b_i^q}{\sum_{i=1}^{n} b_i^{q}})\\ \frac{\sum_{i=1}^{n}a_i b_i}{(\sum_{i=1}^{n} a_i^{p})^{\frac{1}{p}}(\sum_{i=1}^{n} b_i^{q} )^{\frac{1}{q}}}&\le (\frac{1}{p}\frac{\sum_{i=1}^{n}a_i^p}{\sum_{i=1}^{n} a_i^{p} }+\frac{1}{q}\frac{\sum_{i=1}^{n}b_i^q}{\sum_{i=1}^{n} b_i^{q}})\\ \sum_{i=1}^{n} a_i b_i &\le (\sum_{i=1}^{n}a_i^{p})^{\frac{1}{p}}(\sum_{i=1}^{n}b_i^{q})^{\frac{1}{q}} \end{aligned}
AB(∑i=1naip)p1(∑i=1nbiq)q1aibii=1∑n(∑i=1naip)p1(∑i=1nbiq)q1aibi(∑i=1naip)p1(∑i=1nbiq)q1∑i=1naibii=1∑naibi≤pAp+qBq≤p1∑i=1naipaip+q1∑i=1nbiqbiq≤i=1∑n(p1∑i=1naipaip+q1∑i=1nbiqbiq)≤(p1∑i=1naip∑i=1naip+q1∑i=1nbiq∑i=1nbiq)≤(i=1∑naip)p1(i=1∑nbiq)q1
0<p<1
设
a
i
,
b
i
>
0
a_i,b_i>0
ai,bi>0
0
<
p
<
1
,
1
p
+
1
q
=
1
0<p<1,\frac{1}{p}+\frac{1}{q}=1
0<p<1,p1+q1=1
有
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\sum_{i=1}^{n} a_i b_i \ge (\sum_{i=1}^{n}a_i^{p})^{\frac{1}{p}}(\sum_{i=1}^{n}b_i^{q})^{\frac{1}{q}}
∑i=1naibi≥(∑i=1naip)p1(∑i=1nbiq)q1
当且仅当
a
1
b
1
−
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p
=
a
2
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⋯
=
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a_1 b_1^{-\frac{q}{p}}=a_2 b_2^{-\frac{q}{p}}=\dots =a_n b_n^{-\frac{q}{p}}
a1b1−pq=a2b2−pq=⋯=anbn−pq 时取等
证明:
0
<
p
<
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⇒
1
p
>
1
,
q
<
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⇒
1
−
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>
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0<p<1\Rightarrow \frac{1}{p}>1,q<0 \Rightarrow 1-\frac{1}{q}>0
0<p<1⇒p1>1,q<0⇒1−q1>0
y
=
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p
y=x^p
y=xp
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y''=p(p-1)x^{p-2}<0(x>0)
y′′=p(p−1)xp−2<0(x>0)
由Jensen不等式
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\begin{aligned} (\frac{\sum_{i=1}^{n}p_ix_i}{\sum_{i=1}^{n} p_i })^p &\ge \frac{\sum_{i=1}^{n}p_ix_i^p}{\sum_{i=1}^{n} p_i }\\ \sum_{i=1}^{n}p_ix_i &\ge (\sum_{i=1}^{n}p_ix_i^p)^{\frac{1}{p}}(\sum_{i=1}^{n}p_i)^{\frac{p-1}{p}}\\ \sum_{i=1}^{n}p_ix_i &\ge (\sum_{i=1}^{n}p_ix_i^p)^{\frac{1}{p}}(\sum_{i=1}^{n}p_i)^{\frac{1}{q}}\\ \end{aligned}
(∑i=1npi∑i=1npixi)pi=1∑npixii=1∑npixi≥∑i=1npi∑i=1npixip≥(i=1∑npixip)p1(i=1∑npi)pp−1≥(i=1∑npixip)p1(i=1∑npi)q1
{
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\begin{cases} p_ix_i^p=a_i^p\\ p_i=b_i^q \end{cases}\Rightarrow \begin{cases} p_i=b_i^q\\ x_i=a_i b_i^{-\frac{q}{p}} \end{cases}
{pixip=aippi=biq⇒{pi=biqxi=aibi−pq
∑
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\sum_{i=1}^{n} a_i b_i \ge (\sum_{i=1}^{n}a_i^{p})^{\frac{1}{p}}(\sum_{i=1}^{n}b_i^{q})^{\frac{1}{q}}
i=1∑naibi≥(i=1∑naip)p1(i=1∑nbiq)q1
积分形式
p>1
当
p
,
q
>
1
,
1
p
+
1
q
=
1
p,q>1,\frac{1}{p}+\frac{1}{q}=1
p,q>1,p1+q1=1时,有
∫
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\int_{a}^{b} \left|f(x)g(x) \right| \mathrm{d}x \le (\int_{a}^{b}\left|f(x) \right|^p\mathrm{d}x)^{\frac{1}{p}}(\int_{a}^{b}\left|g(x) \right|^q\mathrm{d}x)^{\frac{1}{q}}
∫ab∣f(x)g(x)∣dx≤(∫ab∣f(x)∣pdx)p1(∫ab∣g(x)∣qdx)q1
积分形式证明:
设
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A=\frac{\left|f(x)\right|}{(\int_{a}^{b}\left|f(x) \right|^p\mathrm{d}x)^{\frac{1}{p}} },B=\frac{\left|g(x)\right|}{(\int_{a}^{b}\left|g(x) \right|^q\mathrm{d}x)^{\frac{1}{q}} }
A=(∫ab∣f(x)∣pdx)p1∣f(x)∣,B=(∫ab∣g(x)∣qdx)q1∣g(x)∣
与上面差不多,把求和换成积分