Rearrangement Inequality

by Potla, Oct 9, 2009, 6:55 AM

Though underestimated and not-so-widely-used inequality; Rearrangement inequality is extremely useful in solving several Problems. Several inequalities can also be derived and proved easily from Rearrangement; such as AM-GM; Chebyshev's inequality and so on.....
Theorem
The sum $ S_n = \sum_{i = 1}^n a_ib_i$ is maximal if Sequences $ \{a_i\}$ and $ \{b_i\}$ are similarly sorted; and minimal if sequences $ \{a_i\}$ and $ \{b_i\}$ are oppositely sorted.
Main Idea
If you see cyclic terms of the form $ \sum a_ib_i$ then we can maximize or minimize it by rearrangement subject to given conditions. So we can write it into $ S\geq \sum_{cyc}a_ib_{n - i}$ or of that structure. After forcing that structure, you can easily shift the terms that are in multiplied form and get a new structure; from which you can force identities or easier inequalities.
This idea might not be clear to the readers so I am giving us some examples of Rearrangement inequality.
Also, I will use frequently a notation :
\[ \begin{bmatrix} a_1 \ \ a_2 \ \ a_3 \\
b_1 \ \ b_2 \ \ b_3 \end{bmatrix} = a_1b_1 + a_2b_2 + a_3b_3\]
\[ \begin{bmatrix} a_1 \ a_2 \ a_3 \\
b_1 \ b_2 \ b_3 \\
c_1 \ c_2 \ c_3 \end{bmatrix} = a_1b_1c_1 + a_2b_2c_2 + a_3b_3c_3\]and so on.......
Theorems Derived from Rearrangement
We can prove the AM-GM inequality for $ n$ numbers using rearrangement inequality. Here I present a short proof (from Problem solving strategies; Arthur Engel):
Let $ x_i > 0; c = \sqrt [n]{x_1x_2\cdots x_n}$. Let $ a_j = \frac {\prod_{i = 1}^j x_i}{c^i}$
Define also: $ b_i = \frac {1}{a_i}$
We have the direct consequence $ a_n = b_n = 1$
Sequences $ \{a_i\}; \{b_i\}$ are oppositely sorted so that we easily have:
$ \sum_{i = 1}^n a_ib_i\leq a_1b_n + a_2b_1 + \cdots a_nb_{n - 1}$
$ \implies\underbrace{ 1 + 1 + \cdots1}\le \sum_{i = 1}^n \frac {x_i}{c}$
$ \implies c = \sqrt [n]{x_ix_2\cdots x_n}\leq \frac1n(x_1 + x_2 + \cdots x_n)$
So we have derived AM-GM inequality. Next we will prove the Chebyshev's inequality:
Theorem 2(Chebyshev)
(a)If sequences $ a_i; b_i$ are similarly sorted then
\[ \sum_{i = 1}^n a_ib_i\geq \frac {1}{n}(a_1 + a_2 + \cdots a_n)(b_1 + b_2 + \cdots b_n)\]And, (b)if sequences $ a_i; b_i$ are oppositely sorted then we have:
\[ \sum_{i = 1}^n a_ib_i\leq \frac1n(a_1 + a_2 + \cdots a_n)(b_1 + b_2 + \cdots b_n)\]Proof
We have;
\[ a_1b_1 + a_2b_2\cdots + a_nb_n = a_1b_1 + a_2b_2\cdots + a_nb_n \\
a_1b_1 + a_2b_2\cdots + a_nb_n\geq a_1b_2 + a_2b_3 + \cdots + a_nb_1 \\
a_1b_1 + a_2b_2\cdots + a_nb_n\geq a_1b_3 + a_2b_3 + \cdots + a_n b_1 \\
\vdots \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \vdots \\
a_1b_1 + a_2b_2\cdots + a_nb_n\geq a_1b_n + a_2b_1 + \cdots a_nb_{n - 1} \\
- - - - - - - - - - - - - - - - - - - - - \\
n(a_1b_1 + a_2b_2\cdots + a_nb_n)\geq (a_1 + a_2 + \cdots a_n)(b_1 + b_2 + \cdots b_n) \\
\implies \sum_{i = 1}^n a_ib_i\geq \frac1n(a_1 + a_2 + \cdots a_n)(b_1 + b_2 + \cdots b_n)\]We can prove (b) also accordingly using Rearrangement :)
Nessbitt's inequality proved by rearrangement
For $ a,b,c > 0$ we have $ \frac a{b + c} + \frac b{c + a} + \frac c{a + b}\geq \frac32$
We have already proved this using an elegant method by Titu's lemma. We can also prove it using AM-GM inequality, and here I show my prof using Rearrangement:
Sequences $ a,b,c$ and $ \frac1{b + c}; \frac {1}{c + a}; \frac1{a + b}$ are similarly sorted(why?) so from Rearrangement inequality, we have:
\[ \begin{bmatrix} a \ \ \ b \ \ \ c \\
\frac1{b + c} \ \frac1{c + a} \ \frac1{a + b} \end{bmatrix}\geq \begin{bmatrix} a \ \ \ b \ \ \ c \\
\frac1{c + a} \ \frac1{a + b}\ \frac {1}{b + c} \end{bmatrix} \\
\begin{bmatrix} a \ \ \ b \ \ \ c \\
\frac1{b + c} \ \frac1{c + a} \ \frac1{a + b} \end{bmatrix}\geq \begin{bmatrix} a \ \ \ b \ \ \ c \\
\frac1{a + b} \ \frac1{b + c}\ \frac {1}{a + c} \end{bmatrix} \\
- - - - - - - - - - - - - - - - - - - \\
\implies 2\sum\frac {a}{b + c}\geq \sum \frac {a}{a + c} + \sum \frac c{a + c} = 3\]So we are done.
Another problem
$ a,b,c > 0;$ show that
$ \frac {a^2}{bc} + \frac {b^2}{ca} + \frac {c^2}{ab}\ge 3$
We have, from easy rearrangement that
\[ LHS\ge \frac {a^2}{ab} + \frac {b^2}{bc} + \frac {c^2}{ac} = \frac ab + \frac bc + \frac ca \geq 3\]where the last one follows from AM-GM.
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Applications
$ \boxed{1}$ Prove that $ a^3 + b^3 + c^3\geq a^2b + b^2c + c^2a$ where $ a,b,c > 0$
Indeed we have :
\[ a^3 + b^3 + c^3 = \begin{bmatrix} a \ \ \ b \ \ \ c \\
a^2 \ \ b^2 \ \ c^2 \end{bmatrix}\geq \begin{bmatrix} a \ \ \ b \ \ \ c \\
c^2 \ \ a^2 \ \ b^2 \end{bmatrix} = a^2b + b^2c + c^2a\]Q.E.D.
$ \boxed{2}$ Prove that $ a^4 + b^4 + c^4\geq a^2bc + b^2ca + c^2ab\forall a,b,c\geq 0$
Of course;
\[ a^4 + b^4 + c^4 = \begin{bmatrix} a^2 \ b^2 \ c^2 \\
a \ b \ c \\
a \ b \ c \end{bmatrix}\geq \begin{bmatrix} a^2 \ b^2 \ c^2 \\
b \ c \ a \\
c \ a \ b \end{bmatrix} = a^2bc + b^2ca + c^2ab\]Another argument
$ \boxed{3}$ Let a,b and c be positive real numbers. Prove that $ {a}^a{b}^b{c}^c\geq(abc)^{\frac {a + b + c}{3}}$
Taking logarithm of both sides to the base $ e$ we have:
$ a\ln a + b\ln b + c\ln c\geq \left(\frac {a + b + c}{3}\right)(\ln a + \ln b + \ln c)$
But, since sequences $ a,b,c$ and $ \ln a, \ln b, \ln c$ are similarly sorted; and:
$ \min\{a,b,c\}\leq \frac {a + b + c}{3}\leq \max\{a,b,c\}$
Hence from Rearrangement inequality, we obviously have:
\[ \begin{bmatrix} \ln a ;\ \ln b; \ \ln c \\
a;\ \ b;\ \ c \end{bmatrix}\geq \begin{bmatrix} \ln a\ ;\ \ \ln b\ ;\ \ \ln c \\
\frac {a + b + c}{3};\ \frac {a + b + c}{3};\ \frac {a + b + c}{3} \end{bmatrix}\]Hence the result. :)
$ \boxed{5}$ Let $ a,b,c > 0$ Prove that; if $ a^2 + b^2 + c^2 = 1$ we always have:
\[ \frac1{a^2} + \frac1{b^2} + \frac1{c^2}\geq 3 + \frac {2(a^3 + b^3 + c^3)}{abc}\]

Solution
What happens if we apply Cauchy like $ (a^2 + b^2 + c^2)\left(\frac1{a^2} + \frac1{b^2} + \frac1{c^2}\right)\geq 9$?
Then we must prove that $ 3abc\geq a^3 + b^3 + c^3$ which is impossible. So direct Cauchy gives us a weak result.
What can we do? Rearrangement or AM-GM to the rescue. We rewrite the inequality as:
\[ (a^2 + b^2 + c^2)\left(\frac1{a^2} + \frac1{b^2} + \frac1{c^2}\right)\geq 3 + \frac {2(a^3 + b^3 + c^3)}{abc}\]Now we just expand the LHS; so we are left to prove:
\[ 3 + \sum_{sym} \frac {a^2}{b^2}\geq 2\sum_{cyc} \frac {a^2}{bc}+3\]
\[ \implies \sum_{cyc} \left[\frac {a^2}{b^2} + \frac {a^2}{c^2}\right]\geq \sum_{cyc}\left(2\frac {a^2}{bc}\right)\]Which is perfectly true from Rearrangement or AM-GM inequality.
(AM-GM is applied directly here. Can you find a proof by direct rearrangement? :P )

$ \boxed{6}$For $ a,b,c > 0$ show that
\[ \sum_{cyc}\frac {a^2 + bc}{b + c}\geq a + b + c\]

Solution
This is a really old and well - known problem. My proof of this shows the full power of rearrangement.
There are several ways of proving this, but this is a new solution that I found, which, in my opinion, is the simplest and most elementary solution.
We rewrite the inequality as $ \sum \frac {a^2}{b + c} + \sum\frac {bc}{b + c}\geq a + b + c$
Observe that sequences $ \{a^2,b^2, c^2\}$ and $ \left\{\frac 1{b + c}; \frac 1{c + a}; \frac 1{a + b}\right\}$ are similarly sorted.
Hence from rearrangement; $ \sum \frac {a^2}{b + c}\geq \sum \frac {b^2}{b + c}$
So plugging this inequality into our required problem, we have
\[ LHS \geq \sum \frac {b^2 + bc}{b + c} = \sum \frac {b(b + c)}{b + c} = a + b + c\]I finish my proof here ;) $ \Box$.

(To be Updated)
For more problems, see my next entry on Chebyshev's inequality
This post has been edited 1 time. Last edited by Potla, Jan 20, 2011, 8:01 AM

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2 Comments

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You wrote:
Quote:
The sum $ S_n = \sum_{i = 1}^n a_ib_i$ is maximal if Sequences $ \{a_i\}$ and $ \{b_i\}$ are similarly and minimal if sequences $ \{a_i\}$ and $ \{b_i\}$ are oppositely sorted.

So, by rearrangement inequality we can find out the maximum and the minimum, and the other arrangements will be between them with no rule (we cant find out which is greater), am I right?

if I am right, can you explain this:
\[ \begin{bmatrix}a; b ; c\\ \frac{1}{b};\frac{1}c;\frac{1}a\end{bmatrix}\geq\begin{bmatrix}a;b;c\\ \frac{1}c;\frac{1}a;\frac{1}b\end{bmatrix}\]

since $ 1/b, 1/c, 1/a$ and $ 1/c, 1/a, 1/b$ are not sorted!

Thank you for your work :)

by mathson, Oct 9, 2009, 2:20 PM

The post below has been deleted. Click to close.
This post has been deleted. Click here to see post.
Yes, I understand my mistake... so I have edited the post :oops:
Sorry for the inconvenience :(

by Potla, Oct 15, 2009, 5:49 AM

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