Solution of 8.

of Bartle, The
Elements of Real Analysis, 2/e
Written by Men-Gen Tsai
email: b89902089@ntu.edu.tw
8.. 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 < < 1, then
a b1 a + (1 )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
+
,
r
s
and that the equality holds if and only if Ar = B s .
AB

(b) Let {a1 , ..., an } and {b1 , ..., bn } be positive real numbers. If r, s > 1
and (1/r) + (1/s) = 1, establish H
olders Inequality
n
X

aj b j

X
n

j=1

(Hint: Let A = (
bj /B.)

arj

1/r  X
n

j=1

arj )1/r and B = (

brj

1/r

j=1

brj )1/r and apply part (a) to aj /A and

(c) Using H
olders Inequality, establish Minkowski Inequality
X
n
j=1

(aj + bj )r

1/r

X
n
j=1

arj

1/r

X
n
j=1

brj

1/r

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

(d) Using H
olders Inequality, prove that
n
n
1X
1X
aj
ar
n j=1
n j=1 j

1/r

(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

n
X

aj b j

X
n

j=1

aj

 X
n

j=1

bj

j=1

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

r 1. Establish the Chebyshev Inequality


n
1X
arj
n j=1

1/r 

n
1X
brj
n j=1

1/r

n
1X
(aj bj )r
n j=1

1/r

Show that this inequality must be reversed of {aj } is increasing and {bj } is
decreasing.
Proof of (a): Let f (x) = x + (1 ) x , where x = a/b. Thus
f 0 (x) = x1 = (1 x1 ).
Hence f (x) attains its minimum at x = 1 (, a = b,) and f (1) = 0. Hence
f (x) = x + (1 ) x 0. Put x = a/b I have
a
a
( ) (1 ) ( ) 0
b
b
2

or
a b1 a + (1 )b.
Next, let = 1/r, a = A1/ , and b = B 1/(1) . Hence
AB

Proof of (b): Let A = (

Ar B s
+
.
r
s

arj )1/r , B = (

brj )1/r and apply part (a) to

aj /A and bj /B:
aj b j
1 aj

AB
r A
for all 1 j n. Sum them up:


n
X
aj b j
j=1

AB

r

n
1X
aj
r j=1 A

1 bj
+
s B


r

s

n
1X
bj
s j=1 B

s

n
1 X
aj bj 1.
AB j=1

Thus,
n
X

aj b j

X
n

j=1

arj

1/r  X
n

j=1

brj

1/r

j=1

Proof of (c): By using H

olders Inequality:
X
X

r/s

aj aj + b j
r/s

b j aj + b j

X

arj

X

brj

1/r  X

1/r  X

(aj + bj )r
r

1/s

1/s

(aj + bj )

Thus
X
X

r

aj + b j
r

(aj + bj )

1/r

X
X

(aj + bj )
arj

1/r

+
3

1/s  X
X

brj

arj

1/r

1/r

X

brj

1/r 

Proof of (d): Let bj = 1/n for all j between 1 and n. Thus

n
X

1
aj
n
j=1
Hence

X
n

arj

1/r  X
n

1
( )r
j=1 n

j=1

n
n
1X
1X
aj
ar
n j=1
n j=1 j

1/s

1/r

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
n
X

ai bi + aj bj

j=1 i=1
n
X

(naj bj +

n
X

j=1
n
X

i=1
n
X

j=1

i=1

(aj bj + n

ai b i )
ai bi )

n X
n
X

ai b j
j=1 i=1
n
n
X
X
(bj

ai + aj

j=1
i=1
X
 X
n
n

ai

i=1

Hence
n

n
X

+ aj b i

aj b j

j=1

X
n

n
X

bj +

j=1

aj

j=1

bi )

i=1

 X
n

X
n
j=1

aj

 X
n

bi

i=1

bj

j=1

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

and b1 b2 ... bn ), then
n

n
X
j=1

aj b j

X
n
j=1

aj

 X
n
j=1

bj

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
X
n

arj

j=1

Hence


n
1X
ar
n j=1 j

1/r 

 X
n

brj

j=1

n
1X
br
n j=1 j

n
X

(arj brj ).

j=1

1/r

n
1X

(aj bj )r
n j=1

1/r

Also, by the note of part (e), this inequality must be reversed of {aj } is
increasing and {bj } is decreasing.