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Auxiliary inequality Let p > 1 and dene q by 1 1 + = 1. p q p and q are called conjugate exponents. p+q 1= , pq Hence 1/(p 1) = q 1 and u = tp1 = t = uq1 . (2) For any > 0, > 0, consider the rectangle in (t, u) system with vertices {(0, 0), (0, ), (, ), (0, )}. Since is the area of this triangle, we have the inequality (see (2)):
(1)
pg = p + q,
(p 1)(q 1) = 1.
tp1 dt +
0
uq1 du.
(3)
i |p = 1 |
i=1
and
i=1
| i |q = 1.
(5)
i , i | and = | Here i R, i = 1, 2, 3, . . . . Setting = | i |, inequality (4) yields 1 p 1 q i | i | | i | . i | + | p q Summing over i and using (1) and (5), we obtain
i | i |
i=1
1 1 + = 1. p q
(6)
|i | <
i=1
and
i=1
|i |q < .
(7)
Now, setting ( ( and substituting (8) into (6), we arrive at the H older inequality for sums:
1/p
i =
i p 1/p k=1 |k | )
and
i =
i q 1/q k=1 |k | )
1/q
(8)
|i i |
i=1 k=1
|k |
p m=1 1
|m |
(9)
JACEK POLEWCZAK
where p > 1 and 1/p + 1/q = 1. If p = q = 2, then (9) yields the Cauchy-Schwarz inequality :
1/2 1/2
|i i |
i=1 k=1
|k |
2 m=1
|m |
(10)
Inequality (10) for nite sums is provided in the textbook; Theorem 6.1. The Minkowski inequality
1/p 1/p 1/p
|i + i |
i=1
k=1
|k |
+
m=1
|m |
(11)
For p = 1 the above inequality follows from the triangle inequality for numbers. For p > 1, we consider i = i + i . The triangle inequality for numbers gives |i |p = |i + i ||i |p1 + (|i | + |i |)|i |p1 . Summing over i = 1, . . . , n, we obtain
n n n
|i |p
i=1 i=1
|i ||i |p1 +
i=1 1/p
|i ||i |p1 .
(12)
|i ||i |
i=1
p1
k=1
|k |
(|m |
m=1
p1 q
Note that (|m |p1 )q = |m |p , since (p 1)q = p. Treating the last sum in (12) similarly, we obtain
n n 1/p n 1/q
|i ||i |
i=1
p1
k=1
|k |
(|m |
m=1
Taken together,
n
|i |
i=1
1/p
|k |
k=1
+
k=1
|k |
1/p
1/q
(|m |
m=1
Dividing by the last factor on the right (notice that 1 1/q = 1/p), we obtain (11) with n instead of . And letting n and observing that two series on the right converge because of (7), we obtain (11). Spaces lp Let p 1 and consider a set lp of sequences x = (i ) = (1 , 2 , . . . ) with i R for i = 1, 2, . . . , and such that
|i |p <
i=1
(p 1, xed)
(13)
d(x, y ) =
i=1
|i i |
(14)
p where y = (i ) with i R for i = 1, 2, . . . and i=1 |i | < . d(x, y ) is symmetric and Minkowski inequality (11) shows that (lp , d) is a metric space. When p = , l is a metric space with the metric dened by d(x, y ) = sup |i i |, i
where x = (i ) = (1 , 2 , . . . ), y = (i ) = (1 , 2 , . . . ) with i R for i = 1, 2, . . . and such that sup |i | < and sup |i | < .
i i