赫尔德不等式和闵科夫斯基不等式的证明.docVIP

Holder不等式与Minkowski不等式的证明 赫德(Holder)不等式是通过Young不等式来证明的,而闵可夫斯基(Minkowski)不等式是通过赫德(Holder)不等式来证明的. Young不等式 如果x,y0? ,实数p1? 以及实数q? 满足1?p??+1?q??=1? ,那么有 1?p??x?p?+1?q??y?q?≥xy? Young不等式的证明 证明: 注意到1?p??+1?q??=1? ,所以(x?y?q?1???)?p?=x?p?y??q?? ,于是原不等式两边同时除以y?q?? ,再令t=x?y?q?1???? ,显然t0? 原不等式等价为 1?p??t?p?+1?q??≥t? 令f(t)=1?p??t?p?+1?q???t? ,求导得f?′?(t)=t?p?1??1? 因为p1? ,所以f?′?(t)=t?p?1??1? 在(0,1]? 上递减,在(1,+∞)? 上递增,所以f(t)? 的最小值在t=1? 时取到,即 f(t)≥f(1)=1?p??+1?q???1=0,?t0? 于是,Young不等式得证,等号成立条件x=y?q?1?? . 赫德不等式(Holder) 如果a?1?,a?2?,?,a?n?,b?1?,b?2?,?,b?n?? 都是非负实数,实数p1? 以及实数q? 满足1?p??+1?q??=1? ,那么有 (∑?i=1?n?a?p?i?)?1?p???(∑?i=1?n?b?q?i?)?1?q???≥∑?i=1?n?a?i?b?i?? 赫德不等式的证明 证明:记S=(∑?i=1?n?a?p?i?)?1?p???,T=(∑?i=1?n?b?q?i?)?1?q???,? 那么我们有S?p?=∑?i=1?n?a?p?i?,T?q?=∑?i=1?n?b?q?i?? 由此得 ∑?i=1?n?a?p?i??S?p???=1,∑?i=1?n?b?q?i??T?q???=1? 对于给定的i∈{1,2,?,n}? ,利用Young不等式,可得 a?i?b?i??ST??≤1?p??a?p?i??S?p???+1?q??b?q?i??T?q???? 将i? 取遍1,2,?,n? 并求和,得到 ∑?i=1?n?a?i?b?i??ST??≤1?p??∑?i=1?n?a?p?i??S?p???+1?q??∑?i=1?n?b?q?i??T?q???=1?p??+1?q??=1? 即得 ∑?i=1?n?a?i?b?i?≤ST=(∑?i=1?n?a?p?i?)?1?p???(∑?i=1?n?b?q?i?)?1?q???? 闵可夫斯基不等式(Minkowski) 如果a?1?,a?2?,?,a?n?,b?1?,b?2?,?,b?n?? 都是非负实数且实数p1? ,那么有 (∑?i=1?n?a?p?i?)?1?p???+(∑?i=1?n?b?p?i?)?1?p???≥(∑?i=1?n?(a?i?+b?i?)?p?)?1?p???? 闵可夫斯基不等式的证明 证明:令正实数q? 满足1?p??+1?q??=1? ,由Holder不等式,我们有 ∑?i=1?n?a?i?(a?i?+b?i?)?p?1?≤(∑?i=1?n?a?p?i?)?1?p???(∑?i=1?n?(a?i?+b?i?)?(p?1)q?)?1?q???? 注意到1?p??+1?q??=1? ,可得q(p?1)=p? ,于是由上面的不等式得 ∑?i=1?n?a?i?(a?i?+b?i?)?p?1?≤(∑?i=1?n?a?p?i?)?1?p???(∑?i=1?n?(a?i?+b?i?)?p?)?1?1?p???? 同理可得 ∑?i=1?n?b?i?(a?i?+b?i?)?p?1?≤(∑?i=1?n?b?p?i?)?1?p???(∑?i=1?n?(a?i?+b?i?)?p?)?1?1?p???? 两不等式相加,即得 ∑?i=1?n?(a?i?+b?i?)?p?≤((∑?i=1?n?a?p?i?)?1?p???+(∑?i=1?n?b?p?i?)?1?p???)(∑?i=1?n?(a?i?+b?i?)?p?)?1?1?p???? 两边同时除以(∑?i=1?n?(a?i?+b?i?)?p?)?1?1?p???? ,便得 (∑?i=1?n?a?p?i?)?1?p???+(∑?i=1?n?b?p?i?)?1?p???≥(∑?i=1?n?(a?i?+b?i?)?p?)?1?p????