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Holder's inequality for finite sums and conjugate real exponents
Statement
Let with . For real families and ,
Facts & Assumptions
Given: A natural , conjugate exponents , and real families for .
Young's inequality says for (Young's inequality for conjugate real exponents).
Finite sums obey termwise addition and scalar multiplication, including the empty-sum convention, and (Finite sums and finite products, by recursion, Laws of finite sums and finite products, Basic properties of the absolute value).
For , the zero-base convention gives , while positive-base real powers are positive and obey the real-power laws (Real powers for positive bases, with the zero-base positive-exponent convention, The exponent, product, quotient, and iterated-power laws for positive real bases and real exponents, The exponential is positive and satisfies ).
Proof
Put and . If or , 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.
Suppose , and set , . Then .
Apply [L1] to and sum over to obtain .
Multiplying by and using gives the asserted inequality.
Depends on
Young's inequality for conjugate real exponents
Real powers for positive bases, with the zero-base positive-exponent convention
The exponent, product, quotient, and iterated-power laws for positive real bases and real exponents
The exponential is positive and satisfies
Finite sums and finite products, by recursion
Laws of finite sums and finite products
Basic properties of the absolute value