Difference between revisions of "Young's Inequality"

(Created page with "== Form for Hölder exponents == If <math>a, b</math> are non-negative reals, and <math>p,q</math> are positive reals that satisfy <math>\frac{1}{p}+\frac{1}{q}=1</math>, then...")
 
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with equality iff <math>f(a) = b</math>.
 
with equality iff <math>f(a) = b</math>.
 
== Proof ==
 
== Proof ==
The logarithm is concave and we know that <math>\frac{1}{p}+\frac{1}{q}=1</math>, so by Jensen's Inequality, we have
+
The logarithm is concave and we know that <math>\frac{1}{p}+\frac{1}{q}=1</math>, so by [Jensen's Inequality], we have
 
<cmath>\log\left(\frac{a^p}{p}+\frac{b^q}{q}\right) \geq \frac{1}{p}\log(a^p) + \frac{1}{q}\log(b^q)</cmath>
 
<cmath>\log\left(\frac{a^p}{p}+\frac{b^q}{q}\right) \geq \frac{1}{p}\log(a^p) + \frac{1}{q}\log(b^q)</cmath>
 
<cmath>\log\left(\frac{a^p}{p}+\frac{b^q}{q}\right) \geq \log{a}+\log{b} = \log{ab}</cmath>
 
<cmath>\log\left(\frac{a^p}{p}+\frac{b^q}{q}\right) \geq \log{a}+\log{b} = \log{ab}</cmath>
 
Young's Inequality then follows by exponentiation of both sides.
 
Young's Inequality then follows by exponentiation of both sides.

Revision as of 12:29, 18 August 2024

Form for Hölder exponents

If $a, b$ are non-negative reals, and $p,q$ are positive reals that satisfy $\frac{1}{p}+\frac{1}{q}=1$, then the following inequality holds for all possible values of $a$ and $b$. \begin{align*} \frac{a^p}{p}+\frac{b^q}{q} \geq ab \end{align*} with equality iff $a^p=b^q$

Form for definite integrals

Suppose $f$ is a strictly increasing and continuous function on the interval $[0,t]$ where $t$ is a positive real number, and also $f(0)=0$. Then the following inequality holds for all $a \in [0,c]$ and $b \in [0,f(c)]$ \begin{align*} \int_0^a f(x)\text{d}x + \int_0^b f^{-1}(x) \text{d}x \geq ab \end{align*} with equality iff $f(a) = b$.

Proof

The logarithm is concave and we know that $\frac{1}{p}+\frac{1}{q}=1$, so by [Jensen's Inequality], we have \[\log\left(\frac{a^p}{p}+\frac{b^q}{q}\right) \geq \frac{1}{p}\log(a^p) + \frac{1}{q}\log(b^q)\] \[\log\left(\frac{a^p}{p}+\frac{b^q}{q}\right) \geq \log{a}+\log{b} = \log{ab}\] Young's Inequality then follows by exponentiation of both sides.