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Equality in Minkowski's inequality for
Statement
Let and let . Then equality holds in Minkowski's inequality
if and only if at least one of is zero almost everywhere, or there is a constant such that
Facts & Assumptions
Given: An exponent and functions .
Minkowski's inequality has already been proved (Minkowski's inequality for integrals, including ).
The equality case in Holder has already been proved (Equality in Holder's inequality for ).
A nonnegative measurable function has integral exactly when it vanishes almost everywhere (A nonnegative measurable function has integral exactly when it vanishes almost everywhere).
The nonnegative integral is additive (Additivity of the nonnegative Lebesgue integral).
Proof
Proof technique: Examine the Holder step in the standard proof of Minkowski. Equality forces the nonnegative functions and to be proportional almost everywhere, and the pointwise triangle inequality then forces the same sign.
If at least one of is zero almost everywhere, then equality is immediate.
If almost everywhere for some , then [L1, given] almost everywhere, so
Conversely, assume equality in Minkowski and that neither nor is zero almost everywhere. [L1, L2, L3, L4] The proof of [L1] showed that equality in Minkowski can only occur when both inequalities and and its -analogue are equalities. The second and third equalities force the pairs and to satisfy Holder equality. By [L2], this makes and proportional almost everywhere. The first inequality then forces to have integral ; [L3] and [L4] therefore give
Let almost everywhere with . Then [step 1.3, algebra] on the set where , step 1.3 gives equality in the real triangle inequality for and , so they have the same sign there. Hence almost everywhere on , and on both sides vanish. Thus almost everywhere for .
Steps 1.1 and 1.2 prove sufficiency, while steps 1.3 and 2.1 prove necessity.
Depends on
Used by
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Dependency tree · two levels
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Sources
- Richard L. Wheeden and Antoni Zygmund, Measure and Integral, Chapter 8 (standard reference, not scraped)
- John K. Hunter, Measure Theory, Section 7.2 (standard reference, not scraped)