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Gruber P. Convex and Discrete Geometry

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Young’s Inequality<br />

1 <strong>Convex</strong> Functions of One Variable 15<br />

The inequality of the arithmetic <strong>and</strong> the geometric mean, in turn, yields our next<br />

result.<br />

Corollary 1.3. Let x, y ≥ 0 <strong>and</strong> p, q > 1 such that 1 p + 1 q<br />

xy ≤<br />

x p<br />

p<br />

+ yq<br />

q .<br />

= 1. Then<br />

Proof. For x = 0ory = 0 this inequality is trivial. For x, y > 0 it is the special<br />

case n = 2, x1 = x p , x2 = yq ,λ1 = 1 p ,λ2 = 1 q of the arithmetic–geometric mean<br />

inequality. ⊓⊔<br />

Hölder’s Inequality for Sums<br />

The following result generalizes the Cauchy–Schwarz inequality for sums.<br />

Corollary 1.4. Let x1, y1,...,xn, yn ≥ 0 <strong>and</strong> p, q > 1 such that 1 p + 1 q<br />

x1y1 +···+xn yn ≤ � x p<br />

1 +···+x p� 1 �<br />

p q<br />

n y1 +···+yq � 1<br />

q<br />

n .<br />

= 1. Then<br />

Proof. If all xi or all yi are 0, Hölder’s inequality is trivial. Otherwise apply Young’s<br />

inequality with<br />

x =<br />

xi<br />

� x p<br />

1 +···+x p n<br />

� 1 p<br />

, y =<br />

for i = 1,...,n, sum from 1 to n <strong>and</strong> note that 1 p + 1 q<br />

Hölder’s Inequality for Integrals<br />

yi<br />

� y q<br />

1 +···+yq n<br />

� 1 q<br />

= 1. ⊓⊔<br />

A generalization of the Cauchy–Schwarz inequality for integrals is the following<br />

inequality.<br />

Corollary 1.5. Let f, g : I → R be non-negative, integrable, with non-vanishing<br />

integrals <strong>and</strong> let p, q > 1 such that 1 p + 1 q = 1. Then<br />

�<br />

I<br />

�<br />

fgdx ≤<br />

�<br />

Proof. By Young’s inequality, we have<br />

I<br />

I<br />

I<br />

f p � 1 �<br />

p<br />

dx<br />

�<br />

I<br />

f p<br />

I<br />

g q � 1<br />

q<br />

dx .<br />

f<br />

( �<br />

f p dx) 1 g<br />

p ( �<br />

gq dx) 1 ≤<br />

q p �<br />

f p dx +<br />

q �<br />

gq dx .<br />

Integrate this inequality over I <strong>and</strong> note that 1 p + 1 q = 1. ⊓⊔<br />

I<br />

g q

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