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Weighted AM-GM inequality with rational weights

Statement

Let n∈N with n≥1, let x0,…,xn−1∈R with xk>0, and let w0,…,wn−1∈Q be rational weights with wk≥0 (Order on the rationals) whose images under the canonical embedding ι:Q→R (The unique embedding of ℚ into an ordered field) satisfy ∑k<nι(wk)=1. Then

∏k<nxk wk  ≤  ∑k<nι(wk) xk,

where xk wk is the rational power of Rational powers ar of a positive base.

Both sums are sums in R, and that is not a detail. This library defines ∑k<n only for a sequence N→R (Finite sums and finite products, by recursion); there is no finite sum of rationals and none is used here. The weights are therefore summed after being carried into R by ι, and no step below sums anything outside R. Nothing is lost by this reading, because ι is an injective field homomorphism: for n=2 the hypothesis ι(w0)+ι(w1)=1 is exactly w0+w1=1 in Q, and the conclusion reads x0 w0x1 w1≤ι(w0)x0+ι(w1)x1. Below, ι is kept visible wherever a rational is being used as a real; elsewhere the page follows the usual convention of writing w for ι(w) (Finite sums and finite products, by recursion).

Why the weights are rational. The restriction is not laziness and it cannot be relaxed here. For a real weight w the symbol xw has no meaning in this library at all: Rational powers ar of a positive base defines xr only for r∈Q, and every proof on this page is a finite chain of field operations together with the least-upper-bound property. Real exponents require the exponential function and its inverse, which are built much later and by different means; the closing remark of this page records the situation in full. Taking n=2 and w0=w1=1/2 recovers the two-term case x0x1≤(x0+x1)/2 of The arithmetic mean, geometric mean inequality.

Facts & Assumptions

Given: A natural n≥1, reals x0,…,xn−1>0, and rationals w0,…,wn−1≥0 with ∑k<nι(wk)=1, a sum in R.

[L1]

AM-GM (The arithmetic mean, geometric mean inequality): for c0,…,cN−1≥0 with N≥1, (∏i<Nci)1/N≤1N∑i<Nci.

[L2]

Finite sums and products, defined ONLY for sequences N→R (Finite sums and finite products, by recursion, Laws of finite sums and finite products): the recursion clauses ∑k<0ak=0 and ∑k<j+1ak=∑k<jak+aj; splitting of sums and products at any index m≤m′, ∑k<m′ak=∑k<mak+∑k=mm′−1ak, where the tail ∑k=mm′−1ak is by definition the shifted sum ∑t<m′−mam+t (Finite sums and finite products, by recursion), and likewise for products; scaling ∑k<mλak=λ∑k<mak; and the constant sum ∑i<mλ=ι(m)λ. Every ∑ and ∏ written below is therefore a sum or product in R.

[L3]

Constant product: ∏i<mλ=λm, by induction on m from the recursion clauses ∏i<m+1λ=(∏i<mλ)λ and λm+1=λmλ, with both sides equal to 1 at m=0 (Finite sums and finite products, by recursion, Integer powers am, The principle of mathematical induction).

[L4]

Rational power laws (Laws of rational exponents, Rational powers ar of a positive base, Existence and uniqueness of n-th roots: a unique a1/n≥0 with (a1/n)n=a): for u,v>0 and rationals r,s: ur>0, (uv)r=urvr (hence, by induction on the number of factors, (∏j<nuj)r=∏j<nuj r, using also the constant product for the empty case), and (ur)s=urs.

[L5]

Rational arithmetic, the order on Q and the embedding (Every rational has a positive-denominator representative, The rationals as equivalence classes of pairs of integers, Arithmetic on the rationals, Order on the rationals, The unique embedding of ℚ into an ordered field, Canonical naturals are positive and strictly increasing): on a representative with positive denominator, m/N≥0 holds exactly when m≥0 in Z (Order on the rationals, with the order on Z as in Order on the integers); a nonnegative integer is the image of a unique natural and a positive integer the image of a unique natural ≥1 (The naturals embed in the integers), which is the step that licenses reading such an m, and such a denominator, as a natural number; every single rational has a representative with positive denominator (Every rational has a positive-denominator representative states exactly this, for one rational; the passage to a common denominator for finitely many is NOT quoted from it and is carried out by the induction inside step 1.1); ι:Q→R is an injective order-preserving field homomorphism, so ι(0)=0, ι(u+v)=ι(u)+ι(v) and ι(uv)=ι(u)ι(v); on an integer ι is m↦m⋅1R, with ι(m)>0 for a natural m≥1 and m↦ι(m) injective on {1,2,… }, hence injective on all of N since ι(0)=0<ι(m) there.

[L6]

Induction principle (The principle of mathematical induction), used for the routine inductions on the number of terms below, and the recursion theorem (The recursion theorem), which is what defines a function on N by a recursion clause.

Proof

technique · direct
1.1

Common denominator, by an induction written out rather than asserted. The claim at j is: any rationals v0,…,vj−1 admit a natural N≥1 and integers p0,…,pj−1 with vk=pk/N for every k<j. At j=0 take N=1, there being no pk to produce. Assume the claim at j and let v0,…,vj be given: applying it to v0,…,vj−1 yields a natural N′≥1 and integers pk′ with vk=pk′/N′, and vj has a representative vj=a/b with b>0, hence with b a natural ≥1; then N:=N′b is a natural ≥1, and the integers pk:=pk′b for k<j and pj:=aN′ satisfy pk/N=(pk′b)/(N′b)=pk′/N′=vk and pj/N=(aN′)/(bN′)=a/b=vj, since (x,y)∼(xc,yc) for c≠0. The claim at j=n, applied to w0,…,wn−1, fixes a natural N≥1 and integers m0,…,mn−1 with wk=mk/N. Finally each mk is a natural: wk≥0 read on the positive-denominator representative mk/N gives mk≥0 in Z, and a nonnegative integer is the image of a unique natural.

L5L6
2.1

The numerators sum to ι(N) in R: applying scaling to the real sequence k↦ι(wk) multiplies the hypothesis ∑k<nι(wk)=1 by ι(N) to give ∑k<nι(N)ι(wk)=ι(N), and ι(N)ι(wk)=ι(Nwk)=ι(mk) since ι is multiplicative and Nwk=mk in Q, so ∑k<nι(mk)=ι(N).

step 1.1L2L5
2.2

The partial sums of the numerators, inside N: define M:N→N by recursion, M0:=0 and Mj+1:=Mj+mj for j<n (and Mj+1:=Mj for j≥n), so each Mj is a natural number and Mj≤Mj+1; then ι(Mj)=∑k<jι(mk) for every j≤n, by induction on j, since ι(M0)=ι(0)=0=∑k<0ι(mk) and ι(Mj+1)=ι(Mj)+ι(mj)=∑k<jι(mk)+ι(mj)=∑k<j+1ι(mk) by additivity of ι and the recursion clause for finite sums.

step 1.1L2L5L6construct
3.1

Hence Mn=N, an identity between natural numbers: steps 2.1 and 2.2 give ι(Mn)=∑k<nι(mk)=ι(N), and m↦ι(m) is injective on N.

step 2.1step 2.2L5
4.1

The expanded list: define c:N→R by ci:=xj whenever Mj≤i<Mj+1 for some j<n, and ci:=1 for i≥N; this covers every i∈N exactly once, because the blocks [Mj,Mj+1) for j<n partition [0,Mn)=[0,N) by step 3.1, and every ci with i<N is positive since each xj>0.

step 1.1step 2.2step 3.1L5construct
5.1

Its sum and product, by a second induction written out rather than asserted. The claim at j≤n is ∑i<Mjci=∑k<jι(mk)xk and ∏i<Mjci=∏k<jxk mk. At j=0 we have M0=0 and all four expressions are the empty sum 0 or the empty product 1. Assume the claim at j<n. Since Mj≤Mj+1, splitting gives ∑i<Mj+1ci=∑i<Mjci+∑i=MjMj+1−1ci, and the tail is by definition ∑t<mjcMj+t, since Mj+1−Mj=mj; every one of its terms equals xj, because Mj≤Mj+t<Mj+1 for t<mj, so the constant sum evaluates it as ι(mj)xj, and therefore ∑i<Mj+1ci=∑k<jι(mk)xk+ι(mj)xj=∑k<j+1ι(mk)xk by the recursion clause for finite sums. The same computation with products in place of sums, the constant product in place of the constant sum, gives ∏i<Mj+1ci=(∏k<jxk mk)xj mj=∏k<j+1xk mk. At j=n, where Mn=N by step 3.1, this reads ∑i<Nci=∑j<nι(mj)xj and ∏i<Nci=∏j<nxj mj.

step 3.1step 4.1L2L3L6
6.1

Applying AM-GM to c0,…,cN−1 and substituting: (∏j<nxj mj)1/N=(∏i<Nci)1/N≤1N∑i<Nci=ι(N)−1∑j<nι(mj)xj=∑j<nι(wj)xj, the last equality by scaling together with ι(N)−1ι(mj)=ι(mj/N)=ι(wj).

step 4.1step 5.1L1L2L5
6.2

Rewriting the left-hand side with the rational power laws: (∏j<nxj mj)1/N=∏j<n(xj mj)1/N=∏j<nxj mj/N=∏j<nxj wj, each xj mj being positive.

step 5.1L4L6
7.1

Combining the two displays gives ∏j<nxj wj≤∑j<nι(wj)xj, which is the assertion.

step 6.1step 6.2∎

Depends on

Used by

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