MATH41002: LINEAR ANALYSIS

Minkowskis Inequality
Lemma 1 (Minkowskis Inequality). For p 1,
(
n

i=1
|a
i
+ b
i
|
p
)
1/p

(
n

i=1
|a
i
|
p
)
1/p
+
(
n

i=1
|b
i
|
p
)
1/p
.
To prove Minkowskis inequality, we need the following generalization of the Cauchy-
Schwartz inequality.
Lemma 2 (Holders Inequality). Suppose that p, q > 1 satisfy 1/p + 1/q = 1. Then,
for a
i
, b
i
R, i = 1, . . . , n,
n

i=1
|a
i
b
i
|
(
n

i=1
|a
i
|
p
)
1/p
(
n

i=1
|b
i
|
q
)
1/q
,
with equality if and only if |a
i
|
p
/|b
i
|
q
is constant.
Proof of Lemma 2.
Step 1. We shall show that if a, b > 0 and 0 < < 1 then
a

b
1
a + (1 )b
with equality if and only if a = b. Set t = a/b; then (dividing by b) the result is equivalent
to showing that t

t + (1 ).
Set (t) = t + (1 ) t

; then we need to show that (t) 0. However,

(t) =
t
1
= (1 t
1
), so

(t)

< 0 if t < 1
= 0 if t = 1
> 0 if t > 1
.
Since (1) = 0, this gives the result.
Typeset by A
M
S-T
E
X
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Step 2. Dene
A
i
=
|a
i
|
p

n
i=1
|a
i
|
p
, B
i
=
|b
i
|
q

n
i=1
|b
i
|
q
.
Let = 1/p; then, by Step 1,
A
1/p
i
B
1/q
i

A
i
p
+
B
i
q
(with equality if and only if |a
i
|
p
/|b
i
|
q
= (

n
i=1
|a
i
|
p
) / (

n
i=1
|b
i
|
q
), a constant). Writing
this out fully, we get, for any i = 1, . . . , n,
|a
i
|
(

n
i=1
|a
i
|
p
)
1/p
|b
i
|
(

n
i=1
|b
i
|
q
)
1/q

1
p
|a
i
|
p

n
i=1
|a
i
|
p
+
1
q
|b
i
|
q

n
i=1
|b
i
|
q
.
Summing over i = 1, . . . , n, we obtain

n
i=1
|a
i
||b
i
|
(

n
i=1
|a
i
|
p
)
1/p
(

n
i=1
|b
i
|
q
)
1/q

1
p
+
1
q
= 1
(with equality if and only if |a
i
|
p
/|b
i
|
q
is constant). This completes the proof of Holders
inequality.
Proof of Lemma 1. The case p = 1 is clear, so suppose p > 1 and dene q > 1 by
1/p + 1/q = 1. We have that
n

i=1
|a
i
+ b
i
|
p
=
n

i=1
|a
i
+ b
i
||a
i
+ b
i
|
p1

i=1
|a
i
||a
i
+ b
i
|
p1
+
n

i=1
|b
i
||a
i
+ b
i
|
p1

(
n

i=1
|a
i
|
p
)
1/p
(
n

i=1
|a
i
+ b
i
|
(p1)q
)
1/q
+
(
n

i=1
|b
i
|
p
)
1/p
(
n

i=1
|a
i
+ b
i
|
(p1)q
)
1/q
(using Holders inequality). However,
(p 1)q = (p 1)
(
1
1
p
)
1
= p,
so we may rewrite the above inequality as
n

i=1
|a
i
+ b
i
|
p

(
n

i=1
|a
i
|
p
)
1/p
+
(
n

i=1
|b
i
|
p
)
1/p

(
n

i=1
|a
i
+ b
i
|
p
)
1/q
.
Dividing by (

n
i=1
|a
i
+ b
i
|
p
)
1/q
, we get
(
n

i=1
|a
i
+ b
i
|
p
)
11/q

(
n

i=1
|a
i
|
p
)
1/p
+
(
n

i=1
|b
i
|
p
)
1/p
.
Since 1 1/q = 1/p, this is Minkowskis inequality.
2