373. Extension of Chebyshev's inequality.

by Virgil Nicula, May 5, 2013, 1:21 AM

Chebyshev's inequality.

$\boxed{\left|\begin{array}{c}
a_1\le a_2\le\ \ldots\ \le a_{n-1}\le a_n\\\\
b_1\le b_2\le\ \ldots\ \le b_{n-1}\le b_n\end{array}\right|\ \implies\ \left(a_1+a_2+\ \ldots\ +a_n\right)\left(b_1+b_2+\ \ldots\ +b_n\right)\le n\left(a_1b_1+a_2b_2+\ \ldots\ +a_nb_n\right)}$ ,

i.e. $\frac {a_1+a_2+\ \ldots\ +a_n}{n}\cdot\frac {b_1+b_2+\ \ldots\ +b_n}{n}\le\frac {a_1b_1+a_2b_2+\ \ldots\ +a_nb_n}{n}$ .


Proof. $\sum_{j=1}^n\sum_{k=1}^n\left(a_k-a_j\right)\left(b_k-b_j\right)\ge 0\iff$ $\sum_{j=1}^n\left(\sum_{k=1}^na_kb_k-b_j\sum_{k=1}^na_k-a_j\sum_{k=1}^nb_k+na_jb_j\right)\ge 0\iff$

$2n\sum_{k=1}^na_kb_k-2\sum_{k=1}^na_k\sum_{k=1}^nb_k\ge 0\iff$ $\boxed{\sum_{k=1}^na_k\sum_{k=1}^nb_k\le n\sum_{k=1}^na_kb_k}$ .


PP. Prove that if $a_k\in \mathbb R$ for any $k\in \overline{1,n}$ , then $\prod_{k=1}^n\left(1+a_k\right)\le 2^{n-1}\cdot \left(1+\prod_{k=1}^na_k\right)$ .

Proof. Prove easily that $\boxed{(x-1)(y-1)\ge 0\iff (1+x)(1+y)\le 2(1+xy)}$ . Denote $P_s=\prod_{k=1}^sa_k\ ,\ s\in\overline{1,n}$ . Observe that $P_1=a_1$ and

$a_{s+1}P_s=P_{s+1}\ ,\ s\in\overline{1,n-1}$ . Therefore, $\left\|\begin{array}{ccc}
\left(1+a_2\right)\left(1+P_1\right) & \le & 2\left(1+P_2\right)\\\\
\left(1+a_3\right)\left(1+P_2\right) & \le & 2\left(1+P_3\right)\\\\
\left(1+a_4\right)\left(1+P_3\right) & \le & 2\left(1+P_4\right)\\\\
-------- & -- & ------\\\\
\left(1+a_n\right)\left(1+P_{n-2}\right) & \le & 2\left(1+P_{n-1}\right)\\\\
\left(1+a_n\right)\left(1+P_{n-1}\right) & \le & 2\left(1+P_n\right)\end{array}\right\|\bigodot$ $\implies$ $\boxed{\prod_{k=1}^n\left(1+a_k\right)\le 2^{n-1}\cdot \left(1+\prod_{k=1}^na_k\right)}$ .


An easy extension. Let $A=\left(a_{ij}\right)$ be a real matrix with $m$ rows and $n$ columns so that $(\forall )\ i\in\overline{1,m}\implies$

$0<a_{i1}\le a_{i2}\le\ \ldots\ \le a_{ij}\le\ \ldots\ \le a_{in}$ . Then $\boxed{\prod_{i=1}^m\sum_{j=1}^na_{ij}\le n^{m-1}\sum_{i=1}^m\prod_{j=1}^n a_{ij}}$ .


Particular cases.

$1\blacktriangleright\ A=\left[\begin{array}{cc}
b_1 & a_1\\\\
b_2 & a_2\\\\
-- & --\\\\
b_{m-1} & a_{m-1}\\\\
b_m & a_m\end{array}\right]$ , where $(\forall )\ k\in\overline{1,m}\ ,\ a_k\ge $ $b_k\ \implies\ \prod_{k=1}^m\left(a_k+b_k\right)\le 2^{m-1}\cdot \left(\prod_{k=1}^ma_k+\prod_{k=1}^mb_k\right)$ .

$2\blacktriangleright$ $A=\left(a_{ij}\right)$ and $(\forall )\ j\in\overline{1,n}\ ,\ (\forall )\ i\in\overline{1,m}$ we have $a_{ij}=a_j\implies$ $\left(\sum_{j=1}^na_j\right)^m\le n^{m-1}\sum_{j=1}^na_j^m$ , i.e. $\left(\frac {a_1+a_2+\ \ldots\ a_{n-1}+a_n}{n}\right)^m\le\frac {a_1^m+a_2^m+\ \ldots\ +a_{n-1}^m+a_n^m}{n}$ .

$3\blacktriangleright\ (\forall )\ k\in$ $\overline{1,n}\ ,\ x_k>0\ \implies$ $A\left(x_k\ ,\ k\in\overline{1,n}\right)=$ $\frac 1n\cdot\sum_{k=1}^nx_k\ge$ $ \frac {n}{\sum\limits_{k=1}^n\frac 1{x_k}}=$ $H\left(x_k\ ,\ k\in\overline{1,n}\right)$ .

$4\blacktriangleright$ In any acute $\triangle ABC$ exists $\sum \frac {a^2}{b^2+c^2-a^2}\ge 3$ and $\sum\tan A\ge \frac {4S}{R^2}$ . Indeed, $a^2\le b^2\le c^2\iff$ $\frac {1}{b^2+c^2-a^2}\le\frac {1}{c^2+a^2-b^2}\le\frac {1}{b^2+c^2-a^2}$ . Therefore,

$\sum\frac {a^2}{b^2+c^2-a^2}\ge$ $\frac 13\sum a^2\sum\frac {1}{b^2+c^2-a^2}=$ $\frac 13\sum \left(b^2+c^2-a^2\right)\sum\frac {1}{b^2+c^2-a^2} \ge\frac 13\cdot 9=3$ . Remark that $S=\sum[BOC]=\sum\frac {R^2\sin 2A}{2}=$ $2R^2\prod\sin A$ .

Prove easily $\sum\tan A=4S\cdot \sum\frac {1}{b^2+c^2-a^2}\ge 4S\cdot \frac 9{\sum \left(b^2+c^2-a^2\right)}=4S\cdot \frac 9{\sum a^2}\ge\frac {4S}{R^2}\implies$ $\sum\tan A\ge\frac {4S}{R^2}$ . I"ll used the inequality $a^2+b^2+c^2\le 9R^2$ .

$5\blacktriangleright\ \sqrt[2n-1]{1-x}+\sqrt[2n-1]{1+x}\le 2$ , where $|x|<1$ and $n\in\mathbb N^*$ . Indeed, denote $a=\sqrt[2n-1]{1-x}\ge 0$ and $b=\sqrt[2n-1]{1+x}\ge 0$ .Observe that

$a^{2n-1}+b^{2n-1}=(1-x)+(1+x)=2$ and $\left(\frac {a+b}{2}\right)^{2n-1}\le$ $ \frac {a^{2n-1}+b^{2n-1}}{2}=1\implies$ $a+b\le 2\implies$ $\sqrt[2n-1]{1-x}+\sqrt[2n-1]{1+x}\le 2$ .

Examples. For any positive numbers $\{a,b,c,d\}$ we have $(a+b)^4\le $ $8\left(a^4+b^4\right)\ ;\ (a+b+c)^2\le$ $3\left(a^2+b^2+c^2\right)\ ;\ (a+b+c+d)^3\le $ $16\left(a^3+b^3+c^3+d^3\right)$ .


PP1. Let $ABC$ be an acute triangle. Prove that exists the inequality $\frac {b+c}{b^2+c^2-a^2}+\frac {b^2}{c^2+a^2-b^2}+\frac {c^2}{a^2+b^2-c^2}\ge \frac 12\left(\frac 1a+\frac 1b+\frac 1c\right)$ .

Proof. Prove easily that $\tan B+\tan C\ge\frac {4}{\cot B+\cot C}=\frac {4h_a}{a}\implies$ $a\left(\tan B+\tan C\right)\ge \frac {8S}{a}\implies$ $\sum (b+c)\tan A=$ $\sum a\left(\tan B+\tan C\right)\ge$

$8S\sum\frac 1a\implies$ $\sum \frac {4S(b+c)}{b^2+c^2-a^2}\ge 8S\sum\frac 1a\implies$ $\frac {b+c}{b^2+c^2-a^2}\ge \frac 12\left(\frac 1a+\frac 1b+\frac 1c\right)$ . I"ll use the identity $\boxed{4S=\left(b^2+c^2-a^2\right)\tan A}$ .
This post has been edited 43 times. Last edited by Virgil Nicula, Nov 15, 2015, 2:07 PM

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