An inequality involving integrals and square root
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Could someone help me with this inequality?
$$left( int_a^b sqrt{sum_{j=1}^n f_j^2(x)} dx right)^2 geq sum_{j=1}^n left(int_a^b f_j(x) dx right)^2$$
I tried to used the concavity of square root and then Cauchy Schwarz, but the latter is in the wrong direction. I appreciate any help!
real-analysis calculus integration analysis inequality
$endgroup$
add a comment |
$begingroup$
Could someone help me with this inequality?
$$left( int_a^b sqrt{sum_{j=1}^n f_j^2(x)} dx right)^2 geq sum_{j=1}^n left(int_a^b f_j(x) dx right)^2$$
I tried to used the concavity of square root and then Cauchy Schwarz, but the latter is in the wrong direction. I appreciate any help!
real-analysis calculus integration analysis inequality
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2
$begingroup$
This is a special case of Mi kowski's Integral Inequality. See en.wikipedia.org/wiki/Minkowski_inequality
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– Kavi Rama Murthy
Jan 1 at 10:17
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Wow! I didn't know this integral inequality. Interested in how to show that.
$endgroup$
– MikeTeX
Jan 1 at 10:41
add a comment |
$begingroup$
Could someone help me with this inequality?
$$left( int_a^b sqrt{sum_{j=1}^n f_j^2(x)} dx right)^2 geq sum_{j=1}^n left(int_a^b f_j(x) dx right)^2$$
I tried to used the concavity of square root and then Cauchy Schwarz, but the latter is in the wrong direction. I appreciate any help!
real-analysis calculus integration analysis inequality
$endgroup$
Could someone help me with this inequality?
$$left( int_a^b sqrt{sum_{j=1}^n f_j^2(x)} dx right)^2 geq sum_{j=1}^n left(int_a^b f_j(x) dx right)^2$$
I tried to used the concavity of square root and then Cauchy Schwarz, but the latter is in the wrong direction. I appreciate any help!
real-analysis calculus integration analysis inequality
real-analysis calculus integration analysis inequality
asked Jan 1 at 9:59
JiuJiu
515113
515113
2
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This is a special case of Mi kowski's Integral Inequality. See en.wikipedia.org/wiki/Minkowski_inequality
$endgroup$
– Kavi Rama Murthy
Jan 1 at 10:17
$begingroup$
Wow! I didn't know this integral inequality. Interested in how to show that.
$endgroup$
– MikeTeX
Jan 1 at 10:41
add a comment |
2
$begingroup$
This is a special case of Mi kowski's Integral Inequality. See en.wikipedia.org/wiki/Minkowski_inequality
$endgroup$
– Kavi Rama Murthy
Jan 1 at 10:17
$begingroup$
Wow! I didn't know this integral inequality. Interested in how to show that.
$endgroup$
– MikeTeX
Jan 1 at 10:41
2
2
$begingroup$
This is a special case of Mi kowski's Integral Inequality. See en.wikipedia.org/wiki/Minkowski_inequality
$endgroup$
– Kavi Rama Murthy
Jan 1 at 10:17
$begingroup$
This is a special case of Mi kowski's Integral Inequality. See en.wikipedia.org/wiki/Minkowski_inequality
$endgroup$
– Kavi Rama Murthy
Jan 1 at 10:17
$begingroup$
Wow! I didn't know this integral inequality. Interested in how to show that.
$endgroup$
– MikeTeX
Jan 1 at 10:41
$begingroup$
Wow! I didn't know this integral inequality. Interested in how to show that.
$endgroup$
– MikeTeX
Jan 1 at 10:41
add a comment |
2 Answers
2
active
oldest
votes
$begingroup$
Let $(a_1,a_2,cdots,a_n)$ be a unit vector in $mathbb R^{n}$. Then $sum_j a_j int_a^{b} f_j (x) dx=int_a^{b}sum_j a_j f_j (x) dx leq int_a^{b} sqrt {sum f_j^{2}}$ by C-S inequlaity. By taking sup over all u nit vectors $(a_1,a_2,cdots,a_n)$ we get the desire dinequality.
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$begingroup$
This sup is nothing else than $int _a^b sqrt{sum f_j^2}$, so I don't see how you get the inequality.
$endgroup$
– MikeTeX
Jan 1 at 10:58
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No,the sup is square root of the RHS.
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– Kavi Rama Murthy
Jan 1 at 11:52
$begingroup$
Denote by $b_j$ the integral of $f_j$. What is sup of $sum a_j b_j$ over all unit vectors $a$?.
$endgroup$
– Kavi Rama Murthy
Jan 1 at 11:56
$begingroup$
It's OK, but your "sup" is misleading and unnecessarily complicates the matter. Simply define a priori $b_j$ to be the integral of $f_j$, $B$ to be the vector $(b_1, ldots, b_n)$, $F$ to be $(f_1(x), ldots, f_n(x))$ and $A$ to be the vector $B/||B||_2$ to get the result with Cauchy-Shwartz, as you did: $||B||_2 = Acdot B = int Acdot F leq int ||F||_2$. (note: I've upvoted for your nice answer anyway).
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– MikeTeX
Jan 1 at 19:43
$begingroup$
You are right. @mike tex
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– Kavi Rama Murthy
Jan 2 at 0:25
add a comment |
$begingroup$
Hint. Show the inequality for $n=2$, then the induction step is easy:
$$
sum_{j=1}^{n+1}left(int_{a}^{b}f_{j}(x)dxright)^{2}
=sum_{j=1}^{n}left(int_{a}^{b}f_{j}(x)dxright)^{2}+left(int_{a}^{b}f_{n+1}(x)dxright)^{2}\
leq left(int_{a}^{b} sqrt{sum_{j=1}^{n}f_{j}(x)^{2}}dxright)^{2}+left(int_{a}^{b}f_{n+1}(x)dxright)^{2}leq
left(int_{a}^{b} sqrt{sum_{j=1}^{n+1}f_{j}(x)^{2}}dxright)^{2}.$$
Hint for $n=2$. Note that
$$|f_{1}(x)|=sqrt{sqrt{f_{1}(x)^{2}+f_{2}(x)^{2}}+f_{2}(x)}cdot sqrt{sqrt{f_{1}(x)^{2}+f_{2}(x)^{2}}-f_{2}(x)}$$
then apply the Cauchy–Schwarz inequality
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add a comment |
Your Answer
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2 Answers
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$begingroup$
Let $(a_1,a_2,cdots,a_n)$ be a unit vector in $mathbb R^{n}$. Then $sum_j a_j int_a^{b} f_j (x) dx=int_a^{b}sum_j a_j f_j (x) dx leq int_a^{b} sqrt {sum f_j^{2}}$ by C-S inequlaity. By taking sup over all u nit vectors $(a_1,a_2,cdots,a_n)$ we get the desire dinequality.
$endgroup$
$begingroup$
This sup is nothing else than $int _a^b sqrt{sum f_j^2}$, so I don't see how you get the inequality.
$endgroup$
– MikeTeX
Jan 1 at 10:58
$begingroup$
No,the sup is square root of the RHS.
$endgroup$
– Kavi Rama Murthy
Jan 1 at 11:52
$begingroup$
Denote by $b_j$ the integral of $f_j$. What is sup of $sum a_j b_j$ over all unit vectors $a$?.
$endgroup$
– Kavi Rama Murthy
Jan 1 at 11:56
$begingroup$
It's OK, but your "sup" is misleading and unnecessarily complicates the matter. Simply define a priori $b_j$ to be the integral of $f_j$, $B$ to be the vector $(b_1, ldots, b_n)$, $F$ to be $(f_1(x), ldots, f_n(x))$ and $A$ to be the vector $B/||B||_2$ to get the result with Cauchy-Shwartz, as you did: $||B||_2 = Acdot B = int Acdot F leq int ||F||_2$. (note: I've upvoted for your nice answer anyway).
$endgroup$
– MikeTeX
Jan 1 at 19:43
$begingroup$
You are right. @mike tex
$endgroup$
– Kavi Rama Murthy
Jan 2 at 0:25
add a comment |
$begingroup$
Let $(a_1,a_2,cdots,a_n)$ be a unit vector in $mathbb R^{n}$. Then $sum_j a_j int_a^{b} f_j (x) dx=int_a^{b}sum_j a_j f_j (x) dx leq int_a^{b} sqrt {sum f_j^{2}}$ by C-S inequlaity. By taking sup over all u nit vectors $(a_1,a_2,cdots,a_n)$ we get the desire dinequality.
$endgroup$
$begingroup$
This sup is nothing else than $int _a^b sqrt{sum f_j^2}$, so I don't see how you get the inequality.
$endgroup$
– MikeTeX
Jan 1 at 10:58
$begingroup$
No,the sup is square root of the RHS.
$endgroup$
– Kavi Rama Murthy
Jan 1 at 11:52
$begingroup$
Denote by $b_j$ the integral of $f_j$. What is sup of $sum a_j b_j$ over all unit vectors $a$?.
$endgroup$
– Kavi Rama Murthy
Jan 1 at 11:56
$begingroup$
It's OK, but your "sup" is misleading and unnecessarily complicates the matter. Simply define a priori $b_j$ to be the integral of $f_j$, $B$ to be the vector $(b_1, ldots, b_n)$, $F$ to be $(f_1(x), ldots, f_n(x))$ and $A$ to be the vector $B/||B||_2$ to get the result with Cauchy-Shwartz, as you did: $||B||_2 = Acdot B = int Acdot F leq int ||F||_2$. (note: I've upvoted for your nice answer anyway).
$endgroup$
– MikeTeX
Jan 1 at 19:43
$begingroup$
You are right. @mike tex
$endgroup$
– Kavi Rama Murthy
Jan 2 at 0:25
add a comment |
$begingroup$
Let $(a_1,a_2,cdots,a_n)$ be a unit vector in $mathbb R^{n}$. Then $sum_j a_j int_a^{b} f_j (x) dx=int_a^{b}sum_j a_j f_j (x) dx leq int_a^{b} sqrt {sum f_j^{2}}$ by C-S inequlaity. By taking sup over all u nit vectors $(a_1,a_2,cdots,a_n)$ we get the desire dinequality.
$endgroup$
Let $(a_1,a_2,cdots,a_n)$ be a unit vector in $mathbb R^{n}$. Then $sum_j a_j int_a^{b} f_j (x) dx=int_a^{b}sum_j a_j f_j (x) dx leq int_a^{b} sqrt {sum f_j^{2}}$ by C-S inequlaity. By taking sup over all u nit vectors $(a_1,a_2,cdots,a_n)$ we get the desire dinequality.
answered Jan 1 at 10:24
Kavi Rama MurthyKavi Rama Murthy
63.9k42464
63.9k42464
$begingroup$
This sup is nothing else than $int _a^b sqrt{sum f_j^2}$, so I don't see how you get the inequality.
$endgroup$
– MikeTeX
Jan 1 at 10:58
$begingroup$
No,the sup is square root of the RHS.
$endgroup$
– Kavi Rama Murthy
Jan 1 at 11:52
$begingroup$
Denote by $b_j$ the integral of $f_j$. What is sup of $sum a_j b_j$ over all unit vectors $a$?.
$endgroup$
– Kavi Rama Murthy
Jan 1 at 11:56
$begingroup$
It's OK, but your "sup" is misleading and unnecessarily complicates the matter. Simply define a priori $b_j$ to be the integral of $f_j$, $B$ to be the vector $(b_1, ldots, b_n)$, $F$ to be $(f_1(x), ldots, f_n(x))$ and $A$ to be the vector $B/||B||_2$ to get the result with Cauchy-Shwartz, as you did: $||B||_2 = Acdot B = int Acdot F leq int ||F||_2$. (note: I've upvoted for your nice answer anyway).
$endgroup$
– MikeTeX
Jan 1 at 19:43
$begingroup$
You are right. @mike tex
$endgroup$
– Kavi Rama Murthy
Jan 2 at 0:25
add a comment |
$begingroup$
This sup is nothing else than $int _a^b sqrt{sum f_j^2}$, so I don't see how you get the inequality.
$endgroup$
– MikeTeX
Jan 1 at 10:58
$begingroup$
No,the sup is square root of the RHS.
$endgroup$
– Kavi Rama Murthy
Jan 1 at 11:52
$begingroup$
Denote by $b_j$ the integral of $f_j$. What is sup of $sum a_j b_j$ over all unit vectors $a$?.
$endgroup$
– Kavi Rama Murthy
Jan 1 at 11:56
$begingroup$
It's OK, but your "sup" is misleading and unnecessarily complicates the matter. Simply define a priori $b_j$ to be the integral of $f_j$, $B$ to be the vector $(b_1, ldots, b_n)$, $F$ to be $(f_1(x), ldots, f_n(x))$ and $A$ to be the vector $B/||B||_2$ to get the result with Cauchy-Shwartz, as you did: $||B||_2 = Acdot B = int Acdot F leq int ||F||_2$. (note: I've upvoted for your nice answer anyway).
$endgroup$
– MikeTeX
Jan 1 at 19:43
$begingroup$
You are right. @mike tex
$endgroup$
– Kavi Rama Murthy
Jan 2 at 0:25
$begingroup$
This sup is nothing else than $int _a^b sqrt{sum f_j^2}$, so I don't see how you get the inequality.
$endgroup$
– MikeTeX
Jan 1 at 10:58
$begingroup$
This sup is nothing else than $int _a^b sqrt{sum f_j^2}$, so I don't see how you get the inequality.
$endgroup$
– MikeTeX
Jan 1 at 10:58
$begingroup$
No,the sup is square root of the RHS.
$endgroup$
– Kavi Rama Murthy
Jan 1 at 11:52
$begingroup$
No,the sup is square root of the RHS.
$endgroup$
– Kavi Rama Murthy
Jan 1 at 11:52
$begingroup$
Denote by $b_j$ the integral of $f_j$. What is sup of $sum a_j b_j$ over all unit vectors $a$?.
$endgroup$
– Kavi Rama Murthy
Jan 1 at 11:56
$begingroup$
Denote by $b_j$ the integral of $f_j$. What is sup of $sum a_j b_j$ over all unit vectors $a$?.
$endgroup$
– Kavi Rama Murthy
Jan 1 at 11:56
$begingroup$
It's OK, but your "sup" is misleading and unnecessarily complicates the matter. Simply define a priori $b_j$ to be the integral of $f_j$, $B$ to be the vector $(b_1, ldots, b_n)$, $F$ to be $(f_1(x), ldots, f_n(x))$ and $A$ to be the vector $B/||B||_2$ to get the result with Cauchy-Shwartz, as you did: $||B||_2 = Acdot B = int Acdot F leq int ||F||_2$. (note: I've upvoted for your nice answer anyway).
$endgroup$
– MikeTeX
Jan 1 at 19:43
$begingroup$
It's OK, but your "sup" is misleading and unnecessarily complicates the matter. Simply define a priori $b_j$ to be the integral of $f_j$, $B$ to be the vector $(b_1, ldots, b_n)$, $F$ to be $(f_1(x), ldots, f_n(x))$ and $A$ to be the vector $B/||B||_2$ to get the result with Cauchy-Shwartz, as you did: $||B||_2 = Acdot B = int Acdot F leq int ||F||_2$. (note: I've upvoted for your nice answer anyway).
$endgroup$
– MikeTeX
Jan 1 at 19:43
$begingroup$
You are right. @mike tex
$endgroup$
– Kavi Rama Murthy
Jan 2 at 0:25
$begingroup$
You are right. @mike tex
$endgroup$
– Kavi Rama Murthy
Jan 2 at 0:25
add a comment |
$begingroup$
Hint. Show the inequality for $n=2$, then the induction step is easy:
$$
sum_{j=1}^{n+1}left(int_{a}^{b}f_{j}(x)dxright)^{2}
=sum_{j=1}^{n}left(int_{a}^{b}f_{j}(x)dxright)^{2}+left(int_{a}^{b}f_{n+1}(x)dxright)^{2}\
leq left(int_{a}^{b} sqrt{sum_{j=1}^{n}f_{j}(x)^{2}}dxright)^{2}+left(int_{a}^{b}f_{n+1}(x)dxright)^{2}leq
left(int_{a}^{b} sqrt{sum_{j=1}^{n+1}f_{j}(x)^{2}}dxright)^{2}.$$
Hint for $n=2$. Note that
$$|f_{1}(x)|=sqrt{sqrt{f_{1}(x)^{2}+f_{2}(x)^{2}}+f_{2}(x)}cdot sqrt{sqrt{f_{1}(x)^{2}+f_{2}(x)^{2}}-f_{2}(x)}$$
then apply the Cauchy–Schwarz inequality
$endgroup$
add a comment |
$begingroup$
Hint. Show the inequality for $n=2$, then the induction step is easy:
$$
sum_{j=1}^{n+1}left(int_{a}^{b}f_{j}(x)dxright)^{2}
=sum_{j=1}^{n}left(int_{a}^{b}f_{j}(x)dxright)^{2}+left(int_{a}^{b}f_{n+1}(x)dxright)^{2}\
leq left(int_{a}^{b} sqrt{sum_{j=1}^{n}f_{j}(x)^{2}}dxright)^{2}+left(int_{a}^{b}f_{n+1}(x)dxright)^{2}leq
left(int_{a}^{b} sqrt{sum_{j=1}^{n+1}f_{j}(x)^{2}}dxright)^{2}.$$
Hint for $n=2$. Note that
$$|f_{1}(x)|=sqrt{sqrt{f_{1}(x)^{2}+f_{2}(x)^{2}}+f_{2}(x)}cdot sqrt{sqrt{f_{1}(x)^{2}+f_{2}(x)^{2}}-f_{2}(x)}$$
then apply the Cauchy–Schwarz inequality
$endgroup$
add a comment |
$begingroup$
Hint. Show the inequality for $n=2$, then the induction step is easy:
$$
sum_{j=1}^{n+1}left(int_{a}^{b}f_{j}(x)dxright)^{2}
=sum_{j=1}^{n}left(int_{a}^{b}f_{j}(x)dxright)^{2}+left(int_{a}^{b}f_{n+1}(x)dxright)^{2}\
leq left(int_{a}^{b} sqrt{sum_{j=1}^{n}f_{j}(x)^{2}}dxright)^{2}+left(int_{a}^{b}f_{n+1}(x)dxright)^{2}leq
left(int_{a}^{b} sqrt{sum_{j=1}^{n+1}f_{j}(x)^{2}}dxright)^{2}.$$
Hint for $n=2$. Note that
$$|f_{1}(x)|=sqrt{sqrt{f_{1}(x)^{2}+f_{2}(x)^{2}}+f_{2}(x)}cdot sqrt{sqrt{f_{1}(x)^{2}+f_{2}(x)^{2}}-f_{2}(x)}$$
then apply the Cauchy–Schwarz inequality
$endgroup$
Hint. Show the inequality for $n=2$, then the induction step is easy:
$$
sum_{j=1}^{n+1}left(int_{a}^{b}f_{j}(x)dxright)^{2}
=sum_{j=1}^{n}left(int_{a}^{b}f_{j}(x)dxright)^{2}+left(int_{a}^{b}f_{n+1}(x)dxright)^{2}\
leq left(int_{a}^{b} sqrt{sum_{j=1}^{n}f_{j}(x)^{2}}dxright)^{2}+left(int_{a}^{b}f_{n+1}(x)dxright)^{2}leq
left(int_{a}^{b} sqrt{sum_{j=1}^{n+1}f_{j}(x)^{2}}dxright)^{2}.$$
Hint for $n=2$. Note that
$$|f_{1}(x)|=sqrt{sqrt{f_{1}(x)^{2}+f_{2}(x)^{2}}+f_{2}(x)}cdot sqrt{sqrt{f_{1}(x)^{2}+f_{2}(x)^{2}}-f_{2}(x)}$$
then apply the Cauchy–Schwarz inequality
edited Jan 1 at 10:34
answered Jan 1 at 10:24
Robert ZRobert Z
99k1068139
99k1068139
add a comment |
add a comment |
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$begingroup$
This is a special case of Mi kowski's Integral Inequality. See en.wikipedia.org/wiki/Minkowski_inequality
$endgroup$
– Kavi Rama Murthy
Jan 1 at 10:17
$begingroup$
Wow! I didn't know this integral inequality. Interested in how to show that.
$endgroup$
– MikeTeX
Jan 1 at 10:41