- #1
brydustin
- 205
- 0
Does anyone know a simple proof for holder's inequality?
I would be more interested in seeing the case of
|∫fg|≤ sqrt(∫f^2)*sqrt(∫g^2)
I would be more interested in seeing the case of
|∫fg|≤ sqrt(∫f^2)*sqrt(∫g^2)
brydustin said:Does anyone know a simple proof for holder's inequality?
I would be more interested in seeing the case of
|∫fg|≤ sqrt(∫f^2)*sqrt(∫g^2)
DonAntonio said:Be sure you can prove the following:
1) For any [itex]x,y\in\mathbb R\,\,,\,\,xy\leq\frac{1}{2}(x^2+y^2)[/itex]
2) Now put [itex]\frac{f}{\sqrt{\int f^2}}:= x\,,\,\,\frac{g}{\sqrt{\int g^2 dx}}:=y\,\,[/itex] in the above, integrate both sides and voila!, there you have your proof.
DonAntonio
micromass said:Think about [itex](x+y)^2[/itex].
brydustin said:Also I don't see the first part either...
If max(x,y) = x.
Then xy <= x^2.
and y^2 <= xy
But the other part doesn't follow. I think your proof is lacking...
micromass said:What do you get if you fill in the x and y that DonAntonio suggested?
brydustin said:For the first part: Let x + ε= y. : ε≥0
y^2 - εy ≤ y^2 - εy + 2ε^2
y^2 - εy ≤ .5(2^2 - 2yε+ε^2)
(y-ε)y = xy ≤ .5[ (y-ε)^2 + y^2] = .5(x^2 + y^2)
The furthest I get for the second part is:
fg/[ (sqrt(∫g^2)*sqrt(∫f^2) ] ≤ .5 * [ (f^2/∫f^2) + (g^2/∫g^2) ]
Sorry, I don't see it.
Holder's inequality for integrals is a mathematical inequality that relates the integral of a product of two functions to the product of their integrals. It is a generalization of the Cauchy-Schwarz inequality for sums to integrals.
Holder's inequality is an important tool in mathematical analysis and is used in various fields such as probability, statistics, and physics. It allows for the comparison of integrals and can be used to prove the convergence of certain integrals.
Holder's inequality is usually stated as:
For any two functions f and g that are integrable on a measure space (X, Σ, μ), and for any real numbers p, q > 1 such that 1/p + 1/q = 1, the following inequality holds:
∫X |f(x)g(x)| dμ ≤ (∫X |f(x)|p dμ)1/p(∫X |g(x)|q dμ)1/q
This can also be written as:
∫X |f(x)g(x)| dμ ≤ ||f||p ||g||q
Holder's inequality is commonly used in the study of probability and statistics, as well as in functional analysis. It is also used in the proof of various theorems in measure theory and analysis, such as the Riesz-Thorin interpolation theorem and the Hardy-Littlewood maximal inequality.
Yes, there are several generalizations of Holder's inequality, including the Hölder-McCarthy inequality, which extends the inequality to functions with complex values, and the Young's inequality, which is a generalization of Holder's inequality for three functions. There are also various versions of Holder's inequality for discrete sums and infinite series.