MATH41002: LINEAR ANALYSIS

Minkowskis Inequality

Lemma 1 (Minkowskis Inequality). For p 1,

( n

)1/p
|ai + bi |p

( n

i=1

)1/p
|ai |p

( n

i=1

)1/p
|bi |p

i=1

To prove Minkowskis inequality, we need the following generalization of the CauchySchwartz inequality.
Lemma 2 (H
olders Inequality). Suppose that p, q > 1 satisfy 1/p + 1/q = 1. Then,
for ai , bi R, i = 1, . . . , n,
n

|ai bi |

( n

i=1

|ai |p

)1/p ( n

i=1

)1/q
|bi |q

i=1

with equality if and only if |ai |p /|bi |q is constant.

Proof of Lemma 2.
Step 1. We shall show that if a, b > 0 and 0 < < 1 then
a b1 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) =
t1 = (1 t1 ), so

< 0 if t < 1

= 0 if t = 1 .
(t)

> 0 if t > 1
Since (1) = 0, this gives the result.
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Step 2. Define

|ai |p
|bi |q

Ai = n
,
B
=
.
i
n
p
q
i=1 |ai |
i=1 |bi |

Let = 1/p; then, by Step 1,

Bi
Ai

+
p
q

n
n
(with equality if and only if |ai |p /|bi |q = ( i=1 |ai |p ) / ( i=1 |bi |q ), a constant). Writing
this out fully, we get, for any i = 1, . . . , n,
|ai |
|bi |
1
|ai |p
1
|bi |q

+
.
n
n
n

1/p
1/q
n
p i=1 |ai |p
q i=1 |bi |q
(
|ai |p )
(
|bi |q )
1/p

1/q

Ai Bi

i=1

i=1

Summing over i = 1, . . . , n, we obtain

n
1 1
i=1 |ai ||bi |
+ =1
n

1/p
1/q
n
p q
( i=1 |ai |p ) ( i=1 |bi |q )
(with equality if and only if |ai |p /|bi |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 define q > 1 by
1/p + 1/q = 1. We have that
n
n

p
|ai + bi | =
|ai + bi ||ai + bi |p1
i=1

i=1

|ai ||ai + bi |

i=1

( n

|ai |p

p1

)1/p ( n

i=1

|bi ||ai + bi |p1

i=1

)1/q

|ai + bi |(p1)q

( n

i=1

|bi |p

)1/p ( n

i=1

)1/q
|ai + bi |(p1)q

i=1

(using Holders inequality). However,

(
)1
1
(p 1)q = (p 1) 1
= p,
p
so we may rewrite the above inequality as
(
)1/p ( n
)1/p ( n
)1/q
n
n

p
p
p
p

|ai + bi |
|ai |
+
|bi |
|ai + bi |
.
i=1

i=1

i=1

i=1

n
1/q
Dividing by ( i=1 |ai + bi |p ) , we get
( n
)11/q ( n
)1/p ( n
)1/p

|ai + bi |p

|ai |p
+
|bi |p
.
i=1

i=1

Since 1 1/q = 1/p, this is Minkowskis inequality.

2

i=1