Hölder不等式，Minkowski不等式及其一种证明方法

Hölder 不等式

  Let $1<p,q<\infty ,\frac{1}{p}+\frac{1}{q}=1$.

Form of Integral
  $f\in L^p\left[a,b\right],g\in L^q\left[a,b\right]$, then:

• $$f\left(x\right)g\left(x\right)\in L^1\left[a,b\right]$$
• $${\int }_a^b\left|f\left(x\right)g\left(x\right)\right|dx\le {\left({\int }_a^b{\left|f\left(x\right)\right|}^{p}dx\right)}^{\frac{1}{p}}{\left({\int }_a^b{\left|g\left(x\right)\right|}^{q}dx\right)}^{\frac{1}{q}}$$
  or $${\Vert fg\Vert }_1\le {\Vert f\Vert }_p{\Vert g\Vert }_q$$

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={ xk​yk​}∈l1
• $$\sum _{k=1}^{\infty }\left|x_k{y}_k\right|\le {\left(\sum _{k=1}^{\infty }{\left|x_k\right|}^p\right)}^{\frac{1}{p}}{\left(\sum _{k=1}^{\infty }{\left|y_k\right|}^q\right)}^{\frac{1}{q}}$$
  or$${\Vert xy\Vert }_1\le {\Vert x\Vert }_p{\Vert y\Vert }_q$$
  
  

Proof (Use Integral Form of an example)

1. If ${\Vert f\Vert }_p=0\vee {\Vert g\Vert }_q=0$ is true, the conclusion is obvious.
2. Suppose ${\Vert f\Vert }_p>0\&{\Vert g\Vert }_q>0$. Let $\varphi \left(t\right)=t^{\frac{1}{p}}\left(t>0\right)$.
   $${\varphi }^{\prime \prime }\left(t\right)=\frac{1}{p}\left(\frac{1}{p}-1\right)t^{\frac{1}{p}-2}<0,\forall t>0$$
   Hence $\varphi$ is concave and we have
   $$\begin{array}{rl}& \varphi \left(t_1\right)\le \varphi \left(t_2\right)+{\varphi }^{\prime }\left(t_2\right)(t_{}\\ & \\ & \end{array}$$