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E19

[10M] Let be given p,q∈[1,∞] such that 1/p+1/q=1  1 and x,yβˆˆβ„n; show the HΓΆlder inequality in this form

(1)βˆ‘i=1n|xiyi|≀‖xβ€–pβ€–yβ€–q.
20

In what cases is there equality?

Tips: Fix xi,yiβ‰₯0. For the cases with p,q<∞ you can:

  • use Young inequality ([194] or [1V7]);

  • use Lagrange multipliers;

  • start from the case n=2 and set x2=tx1 and y2=ay1; then, for cases nβ‰₯3 use induction.

Solution 1

[10N]

  1. This means that if p=1 then q=∞ ; and vice versa.
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Bibliography
Book index
  • normed vector space
  • Young inequality
  • HΓΆlder inequality
  • Lagrange multiplier
  • β€–β‹…β€–p , in ℝn
  • β€–β‹…β€–βˆž , in ℝn
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