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Bernoulli's inequality (1+x)n1+nx(1+x)^n \ge 1 + nx

Statement

Let R\mathbb{R} be an ordered field (Ordered field), let xRx \in \mathbb{R} with x1x \ge -1, and let nNn \in \mathbb{N}, with powers as in Integer powers ama^m and with nn also denoting the canonical natural ι(n)R\iota(n) \in \mathbb{R} (Canonical naturals are positive and strictly increasing, The unique embedding of ℚ into an ordered field). Then

(1+x)n1+nx,(1+x)^n \ge 1 + nx,

and equality holds if and only if n1n \le 1 or x=0x = 0.

Facts & Assumptions

Given: An ordered field R\mathbb{R}, an element x1x \ge -1 of it, and a natural number nn, with ι(n)R\iota(n) \in \mathbb{R} written nn.

[L1]

Definition of powers (Integer powers ama^m): a0=1a^0 = 1 and an+1=anaa^{n+1} = a^n a.

[L2]
[L3]

Order and scaling: for c0c \ge 0, uvu \ge v implies ucvcuc \ge vc. Sign rules for products and monotonicity of multiplication gives only the strict rule u>v    uc>vcu > v \iff uc > vc for c>0c > 0, so this is that rule together with the case u=vu = v, and with the case c=0c = 0, where both sides are 00 (Multiplication by zero: 0a=00 \cdot a = 0). Likewise adding a constant preserves the order, where Order is preserved by adding a constant and by adding inequalities again states only the strict form and the nonstrict one adds the case of equality; trichotomy is what settles those cases (Ordered field).

[L4]

Squares are nonnegative: x2>0x^2 > 0 for x0x \ne 0 (Squares of nonzero elements are positive), and 02=00=00^2 = 0 \cdot 0 = 0 because a product with a zero factor vanishes (Multiplication by zero: 0a=00 \cdot a = 0), which is also what makes 0x=00 \cdot x = 0 below; so x20x^2 \ge 0 for every xx.

[L5]

Canonical naturals: ι(0)=0\iota(0) = 0, ι(n+1)=ι(n)+1\iota(n+1) = \iota(n) + 1, and ι(n)>0\iota(n) > 0 for n1n \ge 1, so ι(n)0\iota(n) \ge 0 for every nn (Canonical naturals are positive and strictly increasing, The unique embedding of ℚ into an ordered field).

Proof

technique · induction
1.1

Base case n=0n = 0: (1+x)0=1(1+x)^0 = 1 and 1+0x=11 + 0 \cdot x = 1, so the inequality holds with equality.

baseL1L4L5
1.2

Inductive hypothesis: fix nNn \in \mathbb{N} and assume (1+x)n1+nx(1+x)^n \ge 1 + nx.

ih
1.3

Since x1x \ge -1 we have 1+x01 + x \ge 0, and this is exactly what licenses multiplying the inductive inequality by 1+x1 + x without reversing it.

givenL3
1.4

The discarded term is nonnegative: nx20n x^2 \ge 0, since x20x^2 \ge 0 and ι(n)0\iota(n) \ge 0, so scaling the inequality x20x^2 \ge 0 by the nonnegative factor ι(n)\iota(n) gives ι(n)x2ι(n)0=0\iota(n) x^2 \ge \iota(n) \cdot 0 = 0; the scaling rule, and not the nonnegativity of the two factors on its own, is what licenses this.

L3L4L5
1.5

Equality analysis, the strict direction: if n2n \ge 2 and x0x \ne 0 with x1x \ge -1, then (1+x)n>1+nx(1+x)^n > 1 + nx, by a second induction, on jj, over the statement (1+x)j+2>1+(j+2)x(1+x)^{j+2} > 1 + (j+2)x; for j=0j = 0 we have (1+x)2=1+2x+x2>1+2x(1+x)^2 = 1 + 2x + x^2 > 1 + 2x because x2>0x^2 > 0; and assuming (1+x)m>1+mx(1+x)^{m} > 1 + mx for some m2m \ge 2, there are two possibilities: if x=1x = -1 then (1+x)m+1=0(1+x)^{m+1} = 0 while 1+(m+1)x=1(m+1)=m<01 + (m+1)x = 1 - (m+1) = -m < 0, and if x>1x > -1 then 1+x>01 + x > 0 and (1+x)m+1=(1+x)m(1+x)>(1+mx)(1+x)=1+(m+1)x+mx21+(m+1)x(1+x)^{m+1} = (1+x)^{m}(1+x) > (1 + mx)(1 + x) = 1 + (m+1)x + mx^2 \ge 1 + (m+1)x, so the strict inequality passes to m+1m+1 in either case.

L1L2L3L4L5
2.1

Multiplying the hypothesis by 1+x01 + x \ge 0 and expanding: (1+x)n+1=(1+x)n(1+x)(1+nx)(1+x)=1+(n+1)x+nx2(1+x)^{n+1} = (1+x)^n (1+x) \ge (1 + nx)(1 + x) = 1 + (n+1)x + nx^2.

step 1.2step 1.3L1L3L5
2.2

Equality analysis, the easy direction: at n=0n = 0 both sides are 11, and at n=1n = 1 both sides are 1+x1 + x, so equality holds whenever n1n \le 1; and if x=0x = 0 both sides are 11 for every nn, since (1+0)n=1n=1(1+0)^n = 1^n = 1.

step 1.1L1L5
3.1

Hence (1+x)n+11+(n+1)x(1+x)^{n+1} \ge 1 + (n+1)x, which is the claim at n+1n+1.

step 2.1step 1.4L3
4.1

By the induction principle the inequality (1+x)n1+nx(1+x)^n \ge 1 + nx holds for every nNn \in \mathbb{N} and every x1x \ge -1, and by steps 2.2 and 1.5 equality holds exactly when n1n \le 1 or x=0x = 0.

step 1.1step 3.1step 2.2step 1.5L2discharge-induction

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Dependency tree · next 3 levels

Direct dependencies and their dependencies through the next three levels: 50 results over 16 levels. An arrow runs from a result to what uses it, and this result sits at the bottom with a heavier outline. Click the chart to enlarge it.

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