PROBLEM SET 2

GRANT F. GATES
Duren Chapter 4
Problem 3
For positive numbers a
1
, a
2
, . . . , a
n
the harmonic mean H
n
is dened by
H
n
=
n
1
a1
+
1
a2
+ +
1
an
.
Prove that H
n
G
n
, with equality if and only if a
1
= a
2
= = a
n
.
Solution
Note that since the arithmetic mean is greater than or equal to the geometric
mean of n positive numbers,
1 =
_
a
n1
1
a
n1
2
a
n1
n
a
n1
1
a
n1
2
a
n1
n
_
1
2n

_
a2a3an
a
n1
1
_
1/n
+ +
_
a1a2an1
a
n1
n
_
1/n
n
,
so that
_
1
a
1
+ +
1
a
n
_
(a
1
a
n
)
1/n
n
1 .
This is equivalent to
H
n
=
n
1
a1
+ +
1
an
(a
1
a
n
)
1/n
= G
n
.
Now pick positive a
1
, a
2
, . . . , a
n
and assume H
n
= G
n
, or equivalently
1 =
_
1
a
1
+ +
1
a
n
_
(a
1
a
n
)
1/n
n
=
_
a2a3an
a
n1
1
_
1/n
+ +
_
a1a2an1
a
n1
n
_
1/n
n
.
Applying the condition for equality of the arithmetic and geometric means of
_
a
2
a
3
a
n
a
n1
1
_
1/n
, . . . ,
_
a
1
a
2
a
n1
a
n1
n
_
1/n
gives
_
a
2
a
3
a
n
a
n1
1
_
1/n
= =
_
a
1
a
2
a
n1
a
n1
n
_
1/n
.
Hence
(a
n
2
a
n
n
)
1/n
= =
_
a
n
1
a
n
n1
_
1/n
,
which gives us
a
1
= a
2
= = a
n
as desired.
1
2 GRANT F. GATES
Picking positive a
1
= a
2
= = a
n
= a gives us
H
n
=
n
n
a
= a =
n

a
n
= G
n
and the proof is complete.
Problem 8
Show that
n

k=1
|a
k
|

n
_
n

k=1
a
2
k
_
1/2

n
n

k=1
|a
k
| , n = 1, 2, . . . .
Solution
For the rst inequality, take note that by Cauchys inequality,
n

k=1
1 |a
k
|
_
n

k=1
1
_
1/2
_
n

k=1
a
2
k
_
1/2
=

n
_
n

k=1
a
2
k
_
1/2
.
For the second, note that by polynomial multiplication
n

k=1
a
2
k

_
n

k=1
|a
k
|
_
2
,
so that the result follows.
Problem 9
Verify the condition for equality in Holders Inequality.
Solution
Supposing that |a
k
|
p
= |b
k
|
q
for some > 0 and that a
k
b
k
has constant sign,
normalize b
k
so that

n
k=1
|a
k
|
p
=

n
k=1
|b
k
|
q
= 1, note that if we assume equality,
n

k=1

1/p
|b
k
|
q/p
=
1/p
_
n

k=1
|b
k
|
q
_
1/p+1/q
=
1/p
so that picking = 1 gives the desired equality.
Now assume we have normalized {a
k
}, {b
k
}. If a
k
b
k
does not have constance
sign, then

k=1
a
n
b
n

<
n

k=1
|a
n
b
n
|
1
p
n

k=1
|a
k
|
p
+
1
q
n

k=1
|b
k
|
q
= 1 ,
so that

k=1
a
k
b
k

<
_
n

k=1
|a
k
|
p
_
1/p
_
n

k=1
|b
k
|
q
_
1/q
= 1 ,
so that the constant sign requirement is indeed necessary.
Assuming constant sign and equality, we have that
n

k=1
|a
k
||b
k
| =
1
p
n

k=1
|a
k
|
p
+
1
q
n

k=1
|b
k
|
q
.
PROBLEM SET 2 3
Since
|a
k
b
k
|
1
p
|a
k
|
p
+
1
q
|b
k
|
q
for each k, we have that each
|a
k
||b
k
| =
1
p
|a|
p
+
1
q
|b
k
|
q
so that if either a
k
, b
k
= 0, we have a
k
= b
k
= 0, so assume nonzero terms. Recalling
the geometric proof of Youngs inequality (see page 114 for diagrams and further
explanation), note that
|a
k
b
k
| =
_
|a
k
|
0
x
p1
dx +
_
|b
k
|
0
y
q1
dy ,
and furthermore that
|a
k
|
p1
= |a
k
|
p/q
= |b
k
| |a
k
|
p
= |b
k
|
q
.
By normalization the proof follows with
=
n

k=1
|a
k
|
p
n

k=1
|b
k
|
q
in the general case.
Problem 10
Prove the continuous forms of the Holder and Minkowski Inequalities.
Solution
Dene

f(x) =
f(x)
_

|f(x)| dx
and g(x) =
g(x)
_

|g(x)| dx
.
Then we apply Youngs Inequality to see that

f(x) g(x) dx

f(x)|| g(x)| dx
1
p
_

f(x)| dx+
1
q
_

| g(x)| dx = 1 .
Since
__

f(x)|
p
dx
_
1/p
__

| g(x)|
q
dx
_
1/q
= 1 ,
the inequality follows for normalized functions, and hence by factoring
1

f(x) dx
_

g(x) dx

from both sides, the inequality follows for general functions.

Minkowskis Inequality is trivial for p = 1, since |f(x) + g(x)| |f(x)| +|g(x)|.
So note for 1 < p < ,
_

|f(x) +g(x)|
p
dx
_

(|f(x)| +|g(x)|) |f(x) +g(x)|

p1
dx .
4 GRANT F. GATES
Noting that
_

|f(x)||f(x) +g(x)|
p1
dx ||f||
p
||f +g||
p1
p
and
_

|g(x)||f(x) +g(x)|
p1
dx ||g||
p
||f +g||
p1
p
,
we have that
||f +g||
p
p
(||f||
p
+||g||
p
) ||f +g||
p1
p
and the result follows.
Problem 11
Verify the conditions for equality in both forms of Jensens Inequality, discrete
and continuous.
Solution
Problem 12
Use Jensens inequality to prove Minkowskis inequality.
Solution
First assume that
n

k=1
| a
k
|
p
=
n

k=1

b
k

p
= 1
and note that since p 1, f(x) = |x|
p
is convex on the real line so that

(1 ) a
k
+

b
k

p
(1 ) | a
k
|
p
+

b
k

p
by Jensens inequality for each k = 1, 2, . . . , n. Hence
n

k=1

(1 ) a
k
+

b
k

p
(1 )
n

k=1
| a
k
|
p
+
n

k=1
|

b
k
|
p
= 1 .
Letting ||a
k
||
p
=
n

k=1
|a
k
|
p
denote the
p
norm on the set of sequences nonzero only
if k {1, 2, . . . , n}, we x
=
||b
k
||
p
||a
k
||
p
+||b
k
||
p
, 1 =
||a
k
||
p
||a
k
||
p
+||b
k
||
p
and note that

(1 )
a
k
||a
k
||
p
+
b
k
||b
k
||
p

p
=
||a
k
+b
k
||
p
||a
k
||
p
+||b
k
||
p
1
so that
_
n

k=1
|a
k
+b
k
|
p
_
1/p

_
n

k=1
|a
k
|
p
_
1/p
+
_
n

k=1
|b
k
|
p
_
1/p
.

PROBLEM SET 2 5
Problem 13
If f L
r
L
s
and
1
p
=

r
+
1
s
for 0 < < 1, show that ||f||
p
||f||

r
||f||
1
s
.
As a special case, show that if f L
1
L
2
, then f L
p
for 1 < p < 2.
Solution
Note that
||f||
p
r
=
__

|f|
r
dx
_
p/r
=
__

f
p

r
p
dx
_
p/r
= ||f
p
||
r
p
.
Similarly
||f||
1
s
= ||f
p(1)
||
s
p(1)
.
Since
p
_

r
+
1
s
_
= p
1
p
= 1 ,
Hlders inequality tells us
||f
p
f
p(1)
|| = ||f
p
|| ||f||
p
r
||f||
(1)p
s
or equivalently
||f||
p
||f||

r
||f||
1
s
.
Setting r = 1, s = 2, and noting that we therefore have
p =
2
+ 1
(1, 2) (0, 1) ,
, we see that f L
1
L
2
implies that f L
p
for all 1 < p < 2.
Problem 14
If p, q, and r are positive numbers satisfying
1
p
+
1
q
+
1
r
= 1, show that
||fgh||
1
||f||
p
||g||
q
||h||
r
.
Solution
We have already from Holders inequality that
||fgh||
1
||fg||
pq
p+q
||h||
r
.
But applying Holders inequality to the function |fg|
pq
p+q
we have
||fg||
pq
p+q

_
||f
pq
p+q
||
q
p+q
||g
pq
p+q
||
p
p+q
_
p+q
pq
= ||f||
p
||g||
q
,
which is nite since |f| L
p
implies that |f|
pq
p+q
L
p/(
pq
p+q
)
since
_
|f|
p/(
pq
p+q
)
_
pq
p+q
= |f|
p
, with a similar result holding for g. Plugging into the rst
inequality yields
||fgh||
1
||f||
p
||g||
q
||h||
r
.

6 GRANT F. GATES
Problem 15
(a) Show that if a sequence a = (a
1
, a
2
, . . . ) belongs to the space
p
for some
p < , then a
q
for all q with p < q < .
(b) If a
p
for some p < , show that ||a||
p
||a||

as p .
Hint. If 1 x
n
C, then
n

x
n
1 as n .
Solution
(a) Since

k=1
|a
k
|
p
< , there exists N such that for all k N, |a
k
|
p
< 1,
and |a
k
|
p
M for all k and some M. Then |a
k
|
q
< 1 for all k N, and |a
k
|
q

M
q/p
< for all k, so that a
q
.
(b) Let M = ||a||

1. Note rst that

1
M
q

k=1
|a
k
|
q

K +

k=1
|a
k
|
p
M
q
K +

k=1
|a
k
|
p
for q > p. Thus we have
lim
p
||a||
p
M
= 1 ,
and the result follows.
Now assume M = ||a||

< 1. Then |a
k
|
p
< 1 for all p 1. However,

k=1
|a
k
|
p
M
p
1
since either M = |a
k
| for some k, or there exist a
k1
, a
k2
such that
|a
k
1
|
p
+|a
k
2
|
p
M
p
1.
But again,
1
M
p

k=1
|a
k
|
p
C
for some C, p > P for some P, so that
lim
p
||a||
p
M
= 1
and the result follows.
Problem 16
Prove the following generalization of Hilberts inequality. Let p and q lie in the
interval (1, ) and be conjugate indices, so that
1
p
+
1
q
= 1. Then for arbitrary real
sequences {a
j
}
p
and {b
k
}
q
, the inequality

j=1

k=1
a
j
b
k
j +k 1

sin (/p)
_
_

j=1
|a
j
|
p
_
_
1/p _

k=1
|b
k
|
q
_
1/q
holds , with strict inequality unless one of the sequences {a
j
} or {b
k
} is identically
zero. The constant / sin (/p) cannot be replaced by any smaller number.
PROBLEM SET 2 7
Solution
Since for p (1, ), 0 < sin (/p) 1, we have that / sin (/p) , so that
the inequality follows immediately from Hilberts Inequality.
For sharpness, rst dene
j
: (0, ) R by
j
(x) = 1 for (j 1, j] and zero
otherwise, for each j N. Set
a
j
= b
j
=
_
1

j
for j = 1, 2, 3, . . . , N
0 for j > N ,
for a large integer N, and let
f(x) = g(x) =
_
1

x
for 1 x N
0 elsewhere in (0, ) .
Therefore
f(x)

j=1
a
j

j+1
(x) and g(y)

k=1
b
k

k+1
(y)
for all x, y (0, ), so that
_

0
_

0
f(x)g(y)
x +y
dxdx

j=1

k=1
w
j+1,k+1
a
j
b
k
for
w
j+1,k+1
=
_
k+1
k
_
j+1
j
1
x +y
dxdy <
1
j +k
<
1
j +k 1
.
But in view of the established lower bound (5) on page 125 of the text, we therefore
have

j=1

k=1
a
j
b
k
j +k 1
>

j=1

k=1
w
j+1,k+1
a
j
b
k

_

0
f(x)g(y)
x +y
dxdy > log (N + 1) log 2 8 log N .
But setting p = 2, so that /(sin /p) = , and noting that
_
_

j=1
a
2
j
_
_
1/2 _

k=1
b
2
k
_
1/2
log N .
and letting N , we conclude the constant / sin (/p) is indeed the best
possible coecient.
Problem 19
Let f(x) 0 on the interval [0, 1], and suppose it has a nite integral A =
_
1
0
f(x) dx. Prove that
_
1 +A
2

_
1
0
_
1 +f(x)
2
dx 1 +A .
Interpret the inequalities geometrically by taking f = g

, where g is a non-decreasing
continuously dierentiable function on [0, 1].
8 GRANT F. GATES
Solution
Since for p (1, ), 0 < sin (/p) 1, we have that / sin (/p) , so that
the inequality follows immediately from Hilberts Inequality.
The second inequality follows from the identity

a +b

a +

b, so that
_
1
0
_
1 +f(x)
2
dx
_
1
0
1 dx +
_
1
0
_
f(x)
2
dx = 1 +A .
The rst inequality follows from Jensens inequality as follows. First note that
: [0, 1] R given by (x) =

1 +x
2
is convex. Note

(x) =
1
(1 +x
2
)
3/2
> 0
for all x so that is strictly convex, in particular on [0, 1]. Then taking w(x) = 1,
we have by Jensens inequality that

1 +
__
1
0
f(x)w(x) dx
_2

_
1
0
_
1 +f(x)
2
w(x) dx
which is the desired result.
Taking f = g

where g is a continuously dierentiable function, we have A =

g(1) g(0) by the fundamental theorem of calculus, so geometrically A is the
change in g over [0, 1], or since g is nondecreasing, the height of the graph of g.
Recognizing that the expression
_
1
0
_
1 + [g

(x)]
2
dx is the arc length of g on [0, 1],
we have that the arc-length of a non-decreasing curve on [0, 1] is larger than the
height of the curve (change in the function) but not by a length larger than 1,
which is the change in the x-coordinate of the curve. Abusing terminology, we can
say any path between (0, 0) and (1, y) has length greater than the height of travel
but is shorter than the taxi cab path from (0, 0) to (1, 0) to (1, y).
Extra Problems
Problem 1
Prove that Jensens inequality implies both forms of Holders inequality, as well
as the generalization:
If 1 < p
i
< and
n

i=1
1
pi
and if f
i
L
pi
then
_
|f
1
f
2
. . . f
n
|dx
n
i=1
||f
i
||
pi
.
Solution
Since Youngs inequality implies both forms of Holders inequality, it suces to
show that Jensens inequality implies Youngs inequality. So let t
1
, t
2
, . . . , t
n
be
given such that

n
i=1
t
i
= 1. Writing a
k
= e
x
k
, we have
t
1
x
1
+t
2
x
2
+ +t
n
x
n
=
nt
1
x
1
+nt
2
x
2
+ +nt
n
x
n
n
=
1
n
log a
nt1
1
+
1
n
log a
nt2
2
+ +
1
n
log a
ntn
n
.
Therefore, by the convexity of the exponential function, Jensens inequality gives
n
_
a
nt1
1
a
nt2
2
. . . a
ntn
n

1
n
(nt
1
a
1
+nt
2
a
2
+ +nt
n
a
n
)
PROBLEM SET 2 9
(This is the weighted Arithmetic-Geometric Mean Inequality.) As a special case,
with n = 2, and p, q chosen to be conjugate positive integers, t
1
=
1
p
, t
2
=
1
q
, we
have a = a
t1
1
, b = a
t2
2
, we have
ab t
1
a
1/t1
+t
2
b
1/t2
=
1
p
a
p
+
1
q
b
q
proving Youngs inequality, so that Holders inequality follows from Jensens.
To prove the generalization, note the generalized inequality we used to prove
Youngs inequality proves that for positive integers p
1
, p
2
, . . . , p
n
such that

n
i=1
1
pi
=
1, with t
i
=
1
pi
, and b
k
= a
t
k
k
, we have a generalized version of Youngs inequality:
b
1
b
2
. . . b
k

1
p
1
b
p1
1
+
1
p
2
b
p2
2
+ +
1
p
n
b
pn
n
.
As in the proof of Holders inequality we can assume
||f
1
||
p1
= ||f
2
||
p2
= = ||f
n
||
pn
= 1
and the general result will follow by normalization. In this case, since for every x,
|f
1
(x)f
2
(x) . . . f
n
(x)|
1
p
1
|f
1
(x)|
p1
+
1
p
2
|f
2
(x)|
p2
+ +
1
p
n
|f
n
(x)|
pn
we have the same applying for their integrals over the real line, so that
||f
1
f
2
. . . f
n
||
1

n

k=1
1
p
k
= 1 = ||f
1
||
p1
||f
2
||
p2
. . . ||f
n
||
pn
and we are done.
Problem 2
Let 1 p and 1 q be conjugate indices. Let a = {a
k
: k 1} be
any real sequence. Prove that
||a||
p
= sup {

n=1
|a
n
b
n
| : ||{b
n
}||
q
= 1} .
Hint: First do the case ||a||
p
< .
Solution
So rst assume ||a||
p
< . We have from Holders inequality that

n=1
|a
n
b
n
| ||a||
p
, ||{b
k
}||
q
= 1 .
Dene b
k
so that a
k
b
k
has constant sign and
|b
k
|
q
=
|a
k
|
p
||a||
p
so that ||{b
k
}||
q
= 1. Then equality holds in Holders inequality so that

n=1
|a
n
b
n
| = ||a||
p
,
so that ||a||
p
is the least upper bound of the set {

n=1
|a
n
b
n
| : ||{b
n
}||
q
= 1.
Now take ||a||
p
= . Since
10 GRANT F. GATES
Problem 3
Consider the linear transformation T :
2

2
dened by
T({a
j
})
k
=

j=1
a
j
j +k 1
.
Hilberts inequality shows that T really does map
2
into itself. Now prove
||T|| = sup {||Ta||
2
: ||a||
2
1} = .
Hint: Use problem 2 above.
Solution
By problem 2 above,
||Ta||
2
= sup {

n=1

k=1
a
n
b
k
n +k 1
: ||{b
k
}||
2
= 1}
by Hilberts inequality, since both ||a||
2
1 and ||{b
k
}||
2
= 1. Dening
a
k
= b
k
=
_
1

k||{aj}||2
fork N
0 otherwise
,
we have from the proof of sharpness for Hilberts inequality that as N ,

n=1

k=1
a
n
b
k
n +k 1

so that the proof is complete.
Problem 4
For any p > 1 show there is a sequence a = {a
j
} such that a
p
but a
q
for
1 q < p.
Solution
Problem 5
For 1 p < consider the L
p
space of Riemann integrable functions f on the
closed interval [0, 1] such that
||f||
p
p
=
_
1
0
|f|
p
dx .
Prove that if 1 q < p then L
p
L
q
and
||f||
q
||f||
p
whenever f L
p
. Note the dierence from Problem 15 (a).
PROBLEM SET 2 11
Solution
Note that by Holders inequality
_
1
0
|f|
q
dx
__
1
0
|f|
p
dx
_q/p __
1
0
1
p/(pq)
dx
_(pq)/p
.
This reduces to
||f||
q
||f||
p
.
It remains to show that if f is Riemann integrable, |f|
q
is also Riemann integrable.
If q is an integer, |f|
q
is integrable since it is the product of integrable functions.
In problem 15 (a), convergence for p implies convergence for all q > p, whereas
now we have convergence for all 1 q < p.