Hölder 不等式
Let 1 < p , q < ∞ , 1 p + 1 q = 1 1<p,q<\infty,\text{ }\frac{1}{p}+\frac{1}{q}=1 1<p,q<∞, p1+q1=1.
Form of Integral
f ∈ L p [ a , b ] , g ∈ L q [ a , b ] f\in {
{L}^{p}}\left[ a,b \right],\text{ }g\in {
{L}^{q}}\left[ a,b \right] f∈Lp[a,b], g∈Lq[a,b], then:
- f ( x ) g ( x ) ∈ L 1 [ a , b ] f\left( x \right)g\left( x \right)\in { {L}^{1}}\left[ a,b \right] f(x)g(x)∈L1[a,b]
- ∫ a b ∣ f ( x ) g ( x ) ∣ d x ≤ ( ∫ a b ∣ f ( x ) ∣ p d x ) 1 p ( ∫ a b ∣ g ( x ) ∣ q d x ) 1 q \int_{a}^{b}{\left| f\left( x \right)g\left( x \right) \right|dx}\le {
{\left( \int_{a}^{b}{
{
{\left| f\left( x \right) \right|}^{p}}dx} \right)}^{\frac{1}{p}}}{
{\left( \int_{a}^{b}{
{
{\left| g\left( x \right) \right|}^{q}}dx} \right)}^{\frac{1}{q}}} ∫ab∣f(x)g(x)∣dx≤(∫ab∣f(x)∣pdx)p1(∫ab∣g(x)∣qdx)q1
or ∥ f g ∥ 1 ≤ ∥ f ∥ p ∥ g ∥ q { {\left\| fg \right\|}_{1}}\le { {\left\| f \right\|}_{p}}{ {\left\| g \right\|}_{q}} ∥fg∥1≤∥f∥p∥g∥q
Form of Series
x = { x k } ∈ l p , y = { y k } ∈ l q x=\left\{ {
{x}_{k}} \right\}\in {
{l}^{p}},\text{ }y=\left\{ {
{y}_{k}} \right\}\in {
{l}^{q}} x={
xk}∈lp, y={
yk}∈lq, then
- z = { x k y k } ∈ l 1 z=\left\{ { {x}_{k}}{ {y}_{k}} \right\}\in { {l}^{1}} z={ xkyk}∈l1
- ∑ k = 1 ∞ ∣ x k y k ∣ ≤ ( ∑ k = 1 ∞ ∣ x k ∣ p ) 1 p ( ∑ k = 1 ∞ ∣ y k ∣ q ) 1 q \sum\limits_{k=1}^{\infty }{\left| {
{x}_{k}}{
{y}_{k}} \right|}\le {
{\left( \sum\limits_{k=1}^{\infty }{
{
{\left| {
{x}_{k}} \right|}^{p}}} \right)}^{\frac{1}{p}}}{
{\left( \sum\limits_{k=1}^{\infty }{
{
{\left| {
{y}_{k}} \right|}^{q}}} \right)}^{\frac{1}{q}}} k=1∑∞∣xkyk∣≤(k=1∑∞∣xk∣p)p1(k=1∑∞∣yk∣q)q1
or ∥ x y ∥ 1 ≤ ∥ x ∥ p ∥ y ∥ q { {\left\| xy \right\|}_{1}}\le { {\left\| x \right\|}_{p}}{ {\left\| y \right\|}_{q}} ∥xy∥1≤∥x∥p∥y∥q
Proof (Use Integral Form of an example)
- If ∥ f ∥ p = 0 ∨ ∥ g ∥ q = 0 { {\left\| f \right\|}_{p}}=0\text{ }\vee \text{ }{ {\left\| g \right\|}_{q}}=0 ∥f∥p=0 ∨ ∥g∥q=0 is true, the conclusion is obvious.
- Suppose ∥ f ∥ p > 0 & ∥ g ∥ q > 0 {
{\left\| f \right\|}_{p}}>0\text{ }\And \text{ }{
{\left\| g \right\|}_{q}}>0 ∥f∥p>0 & ∥g∥q>0. Let ϕ ( t ) = t 1 p ( t > 0 ) \phi \left( t \right)={
{t}^{\frac{1}{p}}}\left( t>0 \right) ϕ(t)=tp1(t>0).
ϕ ′ ′ ( t ) = 1 p ( 1 p − 1 ) t 1 p − 2 < 0 , ∀ t > 0 \phi ''\left( t \right)=\frac{1}{p}\left( \frac{1}{p}-1 \right){ {t}^{\frac{1}{p}-2}}<0,\text{ }\forall t>0 ϕ′′(t)=p1(p1−1)tp1−2<0, ∀t>0
Hence ϕ \phi ϕ is concave and we have
ϕ ( t 1 ) ≤ ϕ ( t 2 ) + ϕ ′ ( t 2 ) ( t 2 − t 1 ) , ∀ t 1 , t 2 > 0 ⇒ ϕ ( t ) ≤ ϕ ( 1 ) + ϕ ′ ( 1 ) ( t − 1 ) ( L e t t = t 1 , t 2 = 1 ) ⇒ t 1 p ≤ 1 + t − 1 p = t p + 1 q ( 1 ) \begin{aligned} & \text{ }\phi \left( { {t}_{1}} \right)\le \phi \left( { {t}_{2}} \right)+\phi '\left( { {t}_{2}} \right)\left( { {t}_{2}}-{ {t}_{1}} \right),\text{ }\forall { {t}_{1}},{ {t}_{2}}>0 \\ & \Rightarrow \phi \left( t \right)\le \phi \left( 1 \right)+\phi '\left( 1 \right)\left( t-1 \right)\text{ }\left( Let\text{ }t={ {t}_{1}},\text{ }{ {t}_{2}}=1 \right) \\ & \Rightarrow { {t}^{\frac{1}{p}}}\le 1+\frac{t-1}{p}=\frac{t}{p}+\frac{1}{q}\text{ }\left( 1 \right) \\ \end{aligned} ϕ(t1)≤ϕ(t2)+ϕ′(t2)(t