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Holder's inequality for finite sums and conjugate real exponents

Statement

Let p,q>1p,q>1 with 1/p+1/q=11/p+1/q=1. For real families (ai)i<n(a_i)_{i<n} and (bi)i<n(b_i)_{i<n}, i<naibi(i<naip)1/p(i<nbiq)1/q.\sum_{i<n}|a_ib_i|\le\left(\sum_{i<n}|a_i|^p\right)^{1/p}\left(\sum_{i<n}|b_i|^q\right)^{1/q}.

Facts & Assumptions

Given: A natural nn, conjugate exponents p,q>1p,q>1, and real families ai,bia_i,b_i for i<ni<n.

[L1]

Young's inequality says uvup/p+vq/quv\le u^p/p+v^q/q for u,v0u,v\ge0 (Young's inequality for conjugate real exponents).

[L2]

Finite sums obey termwise addition and scalar multiplication, including the empty-sum convention, and ab=ab|ab|=|a||b| (Finite sums and finite products, by recursion, Laws of finite sums and finite products, Basic properties of the absolute value).

Proof

technique · direct
1.1

Put A=(i<naip)1/pA=(\sum_{i<n}|a_i|^p)^{1/p} and B=(i<nbiq)1/qB=(\sum_{i<n}|b_i|^q)^{1/q}. If A=0A=0 or B=0B=0, the real-power laws and zero convention show that the corresponding nonnegative power sum is zero; finite-sum order then makes every corresponding term zero, so the claim follows.

L2L3
1.2

Suppose A,B>0A,B>0, and set ui=ai/Au_i=|a_i|/A, vi=bi/Bv_i=|b_i|/B. Then uip=viq=1\sum u_i^p=\sum v_i^q=1.

L2L3
2.1

Apply [L1] to ui,viu_i,v_i and sum over i<ni<n to obtain uivi1/p+1/q=1\sum u_iv_i\le1/p+1/q=1.

step 1.2L1L2
3.1

Multiplying by ABAB and using aibi=aibi|a_ib_i|=|a_i||b_i| gives the asserted inequality.

step 1.2step 2.1L2

Depends on

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