Solution of 8.

β of Bartle, The
Elements of Real Analysis, 2/e
Written by Men-Gen Tsai
email: b89902089@ntu.edu.tw

8.β. In this project, let {a1 , a2 , ..., an }, and so forth, be sets of n positive
real numbers.

(a) In can be proved (for example, by using the Mean Value Theorem)
that if a and b are positive and 0 < α < 1, then

aα b1−α ≤ αa + (1 − α)b

and that the equality holds if and only if a = b. Assume this, let r > 1 and
let s satisfy
1 1
+ = 1,
r s
(so that s > 1 and r + s = rs). Show that if A and B are positive, then
Ar B s
AB ≤
+ ,
r s
and that the equality holds if and only if Ar = B s .

(b) Let {a1 , ..., an } and {b1 , ..., bn } be positive real numbers. If r, s > 1
and (1/r) + (1/s) = 1, establish Hölder’s Inequality
n n
X n
1/r  X 1/r
arj brj
X
aj b j ≤
j=1 j=1 j=1

arj )1/r and B = ( brj )1/r and apply part (a) to aj /A and
P P
(Hint: Let A = (
bj /B.)

(c) Using Hölder’s Inequality, establish Minkowski Inequality

n
X 1/r n
X 1/r n
X 1/r
(aj + bj )r ≤ arj + brj
j=1 j=1 j=1

1
(Hint: (a + b)r = (a + b)(a + b)r/s = a(a + b)r/s + b(a + b)r/s .)

(d) Using Hölder’s Inequality, prove that

n n 1/r
1X 1X

aj ≤ ar
n j=1 n j=1 j

(e) If a1 ≤ a2 and b1 ≤ b2 , then (a1 − a2 )(b1 − b2 ) ≥ 0 and hence

a1 b 1 + a2 b 2 ≥ a1 b 2 + a2 b 1 .

Show that if a1 ≤ a2 ≤ ... ≤ an and b1 ≤ b2 ≤ ... ≤ bn , then

n
X n
X n
 X 
n aj b j ≥ aj bj
j=1 j=1 j=1

(f) Suppose that 0 ≤ a1 ≤ a2 ≤ ... ≤ an and 0 ≤ b1 ≤ b2 ≤ ... ≤ bn and

r ≥ 1. Establish the Chebyshev Inequality
n 1/r  n 1/r n 1/r
1X 1X 1X
 
arj brj ≤ (aj bj )r
n j=1 n j=1 n j=1

Show that this inequality must be reversed of {aj } is increasing and {bj } is
decreasing.

Proof of (a): Let f (x) = αx + (1 − α) − xα , where x = a/b. Thus

f 0 (x) = α − αxα−1 = α(1 − xα−1 ).

Hence f (x) attains its minimum at x = 1 (, a = b,) and f (1) = 0. Hence

f (x) = αx + (1 − α) − xα ≥ 0. Put x = a/b I have
a a
α( ) − (1 − α) − ( )α ≥ 0
b b
2
or
aα b1−α ≤ αa + (1 − α)b.
Next, let α = 1/r, a = A1/α , and b = B 1/(1−α) . Hence
Ar B s
AB ≤ + .
r s

arj )1/r , B = ( brj )1/r and apply part (a) to

P P
Proof of (b): Let A = (
aj /A and bj /B:
r s
aj b j 1 aj 1 bj
 
≤ +
AB r A s B
for all 1 ≤ j ≤ n. Sum them up:
n n r n s
aj b j 1X aj 1X bj
X  
≤ +
j=1 AB r j=1 A s j=1 B
n
1 X
aj bj ≤ 1.
AB j=1
Thus,
n n
X n
1/r  X 1/r
arj brj
X
aj b j ≤
j=1 j=1 j=1

Proof of (c): By using Hölder’s Inequality:

 r/s X 1/r  X 1/s
arj (aj + bj )r
X
aj aj + b j ≤
 r/s X 1/r  X 1/s
brj r
X
b j aj + b j ≤ (aj + bj ) .

Thus
X r X 1/s  X 1/r X 1/r 
r
aj + b j ≤ (aj + bj ) arj + brj
X 1/r X 1/r X 1/r
r
(aj + bj ) ≤ arj + brj .

3
 Proof of (d): Let bj = 1/n for all j between 1 and n. Thus
n n n
1/r  X 1/s
1 1
X
arj ( )r
X
aj ≤ .
j=1 n j=1 j=1 n

Hence n n 1/r
1X 1X

aj ≤ ar
n j=1 n j=1 j

Proof of (e): Note that

(ai − aj )(bi − bj ) ≥ 0

for all i and j. Hence

ai b i + aj b j ≥ ai b j + aj b i
for all i and j. Sum them up as following:
n X
X n n X
X n
ai bi + aj bj ≥ ai b j + aj b i
j=1 i=1 j=1 i=1
n
X n
X Xn Xn n
X
(naj bj + ai b i ) ≥ (bj ai + aj bi )
j=1 i=1 j=1 i=1 i=1
Xn Xn X n n
 X  n
X n
 X 
n (aj bj + n ai bi ) ≥ ai bj + aj bi
j=1 i=1 i=1 j=1 j=1 i=1

Hence n n
X n
 X 
X
n aj b j ≥ aj bj
j=1 j=1 j=1

Note: If a1 ≤ a2 ≤ ... ≤ an and b1 ≥ b2 ≥ ... ≥ bn (or a1 ≥ a2 ≥ ... ≥ an

and b1 ≤ b2 ≤ ... ≤ bn ), then
n
X n
X n
 X 
n aj b j ≤ aj bj
j=1 j=1 j=1

4
It will be used in part (f).

Proof of (f ): Note that 0 ≤ ar1 ≤ ar2 ≤ ... ≤ arn and 0 ≤ br1 ≤ br2 ≤ ... ≤ brn
if r ≥ 1. Hence by part (e) I have
n
X n
 X  n
arj brj (arj brj ).
X
≤n
j=1 j=1 j=1

Hence n 1/r  n 1/r n 1/r

1X 1X 1X
 
ar br ≤ (aj bj )r
n j=1 j n j=1 j n j=1
Also, by the note of part (e), this inequality must be reversed of {aj } is
increasing and {bj } is decreasing.