Inequalities - Holder's inequality

§ Suppose that (a) , (b) , …, (l) are m sets each of n numbers.
Then (a)+(b)+...+(l)<(a+b+...+l) , unless either (1) every two of (a) , (b) , …, (l) are proportional, or (2) there is a ν such that aν=bν=...=lν=0 .

§ If α,β,...,λ are positive and α+β+...+λ=1 , then

aαbβ...lλ<(a)α(b)β...(l)λ,
unless either (1) the sets (a),(b),...,(l) are all proportional, or (2) one set is nul.

§ If r,α,β,...,λ are positive and α+β+...+λ=1 , then

¯r(ab...l)<¯r/α(a)¯r/β(b)...¯r/λ(l)
unless (a1/α),(b1/β),...,(l1/λ) are proportional or one of the factor on the right-hand side is zero. If r<0 , the inequality is reversed.

§ Any two real numbers k and k are conjugate if they are satisfied any one of the three following equalities:

  1. k=kk1 , with k1
  2. (k1)(k1)=1
  3. 1k+1k=1 with k0 , and k0

Suppose that k0 , k0 , and that k is conjugate to k . Then:

ab<(ak)1/k(bk)1/k
holds with (k>1) , unless (ak) and (bk) are proportional; and

ab>(ak)1/k(bk)1/k
holds with (k<1) , unless (ak) and (bk) are proportional or (ab) is nul. Furthermore, those two inequalies can be combined in a single inequality:
(ab)kk<(ak)k(bk)k
with k0 and k1 .

General property of mean values:

§ If r<s then

¯r(a)<¯s(a)
, unless the a are all equal, or s0 and ana a <script type="math/tex" id="MathJax-Element-5266">a</script> is zero.

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