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You are on page 1of 15

**FLAVIA-CORINA MITROI AND CONSTANTIN P. NICULESCU
**

Abstract. Young’s inequality is extended to the context of absolutely con-

tinuous measures. Several applications are included.

1. Introduction

Young’s inequality [18] asserts that every strictly increasing continuous function

f : [0, ∞) −→ [0, ∞) with f (0) = 0 and lim

x→∞

f (x) = ∞ veriﬁes an inequality of the

following form,

(1.1) ab ≤

_

a

0

f (x) dx +

_

b

0

f

−1

(y) dy,

whenever a and b are nonnegative real numbers. The equality occurs if and only if

f (a) = b. See [4], [8], [9] and [14] for details and signiﬁcant applications.

Several questions arise naturally in connection with this classical result.

(Q1): Is the restriction on strict monotonicity (or on continuity) really necessary?

(Q2): Is there any weighted analogue of Young’s inequality?

(Q3): Can Young’s inequality be improved?

F. Cunningham Jr. and N. Grossman [2] noticed that the question (Q1) has

a positive answer (correcting the prevalent belief that Young’s inequality is the

business of strictly increasing continuous functions). The aim of the present paper

is to extend the entire discussion to the framework of locally absolutely continuous

measures and to prove several improvements.

As well known, Young’s inequality is an illustration of the Legendre duality.

Precisely, the functions

F(a) =

_

a

0

f (x) dx and G(b) =

_

b

0

f

−1

(x) dx,

are both continuous and convex on [0, ∞) and (1.1) can be restated as

(1.2) ab ≤ F(a) +G(b) for all a, b ∈ [0, ∞) ,

with equality if and only if f (a) = b. Because of the equality case, the formula (1.2)

leads to the following connection between the functions F and G :

(1.3) F(a) = sup {ab −G(b) : b ≥ 0}

and

G(b) = sup {ab −F(a) : a ≥ 0} .

Date: June 2011.

2000 Mathematics Subject Classiﬁcation. Primary 26A51, 26D15; Secondary 90B06.

Key words and phrases. Young’s inequality, Legendre duality, convex function.

Corresponding author: Constantin P. Niculescu.

1

a

r

X

i

v

:

1

1

0

6

.

5

4

4

4

v

1

[

m

a

t

h

.

C

A

]

2

7

J

u

n

2

0

1

1

2 FLAVIA-CORINA MITROI AND CONSTANTIN P. NICULESCU

It turns out that each of these formulas produces a convex function (possibly on

a diﬀerent interval). Some details are in order.

By deﬁnition, the conjugate of a convex function F deﬁned on a nondegenerate

interval I is the function

F

∗

: I

∗

→R, F

∗

(y) = sup {xy −F(x) : x ∈ I} ,

with domain I

∗

= {y ∈ R : F

∗

(y) < ∞}. Necessarily I

∗

is an non-empty interval

and F

∗

is a convex function whose level sets {y : F

∗

(y) ≤ λ} are closed subsets of

R for each λ ∈ R (usually such functions are called closed convex functions).

A convex function may not be diﬀerentiable, but it admits a good substitute for

diﬀerentiability.

The subdiﬀerential of a real function F deﬁned on an interval I is a multivalued

function ∂F : I →P(R) deﬁned by

∂F(x) = {λ ∈ R : F(y) ≥ F(x) +λ(y −x), for every y ∈ I} .

Geometrically, the subdiﬀerential gives us the slopes of the supporting lines for

the graph of F. The subdiﬀerential at a point is always a convex set, possibly

empty, but the convex functions F : I → R have the remarkable property that

∂F(x) = ∅ at all interior points. It is worth noticing that ∂F(x) = {F

(x)} at each

point where F is diﬀerentiable (so this formula works for all points of I except for

a countable subset). See [9], page 30.

Lemma 1. (Legendre duality, [9], page 41). Let F : I → R be a closed convex

function. Then its conjugate F

∗

: I

∗

→R is also convex and closed and:

i) xy ≤ F(x) +F

∗

(y) for all x ∈ I, y ∈ I

∗

;

ii) xy = F(x) +F

∗

(y) if, and only if, y ∈ ∂F(x);

iii) ∂F

∗

= (∂F)

−1

(as graphs);

iv) F

∗∗

= F.

Recall that the inverse of a graph Γ is the set Γ

−1

= {(y, x) : (x, y) ∈ Γ} .

How far is Young’s inequality from the Legendre duality? Surprisingly, they are

pretty closed in the sense that in most cases the Legendre duality can be converted

into a Young like inequality. Indeed, every continuous convex function admits an

integral representation.

Lemma 2. (See [9], page 37). Let F be a continuous convex function deﬁned on

an interval I and let ϕ : I → R be a function such that ϕ(x) ∈ ∂F(x) for every

x ∈ I. Then for every a < b in I we have

F(b) −F(a) =

_

b

a

ϕ(t) dt.

As a consequence, the heuristic meaning of the formula i) in Lemma 1 is the

following Young like inequality,

ab ≤

_

a

a0

ϕ(x) dx +

_

b

b0

ψ (y) dy for all a ∈ I, b ∈ I

∗

,

where ϕ and ψ are selection functions for ∂F and respectively (∂F)

−1

. Now it

becomes clear that Young’s inequality should work outside strict monotonicity (as

well as outside continuity). The details are presented in Section 2. Our approach

(based on the geometric meaning of integrals as areas) allows us to extend the

framework of integrability to all positive measures ρ which are locally absolutely

YOUNG’S INEQUALITY 3

continuous with respect to the planar Lebesgue measure dxdy. See Theorem 1

below.

A special case of Young’s inequality is

xy ≤

x

p

p

+

y

q

q

,

which works for all x, y ≥ 0, and p, q > 1 with 1/p + 1/q = 1. Theorem 1

yields the following companion to this inequality in the case of Gaussian measure

4

2π

e

−x

2

−y

2

dxdy on [0, ∞) ×[0, ∞) :

erf(x) erf(y) ≤

2

√

π

_

x

0

erf

_

s

p−1

_

e

−s

2

ds +

2

√

π

_

y

0

erf

_

t

q−1

_

e

−t

2

dt,

where

(1.4) erf(x) =

2

√

π

_

x

0

e

−s

2

ds

is the Gauss error function (or the erf function).

The precision of our generalization of Young’s inequality makes the objective of

Section 3.

In Section 4 we discuss yet another extension of Young’s inequality, based on

recent work done by J. Jakˇseti´c and J. E. Peˇcari´c [13].

The paper ends by noticing the connection of our result to the theory of c-

convexity (that is, of convexity associated to a cost density function).

Last but not the least, all results in this paper can be extended verbatim to the

framework of nondecreasing functions f : [a

0

, a

1

) →[A

0

, A

1

) such that a

0

< a

1

≤ ∞

and A

0

< A

1

≤ ∞, f(a

0

) = A

0

and lim

x→a1

f(x) = A

1

. In other words, the interval

[0, ∞) plays no special role in Young’s inequality.

Besides, there is a straightforward companion of Young’s inequality for nonin-

creasing functions, but this is outside the scope of the present paper.

2. Young’s inequality for weighted measures

In what follows f : [0, ∞) −→ [0, ∞) will denote a nondecreasing function such

that f (0) = 0 and lim

x→∞

f (x) = ∞. Since f is not necessarily injective we will attach

to f a pseudo-inverse by the following formula:

f

−1

sup

: [0, ∞) −→ [0, ∞) , f

−1

sup

(y) = inf{x ≥ 0 : f(x) > y}.

Clearly, f

−1

sup

is nondecreasing and f

−1

sup

(f (x)) ≥ x for all x. Moreover, with the

convention f(0−) = 0,

f

−1

sup

(y) = sup {x : y ∈ [f (x−) , f (x+)]} ;

here f (x−) and f (x+) represent the lateral limits at x. When f is also continuous,

f

−1

sup

(y) = max {x ≥ 0 : y = f(x)} .

Remark 1. (F. Cunningham Jr. and N. Grossman [2]). Since pseudo-inverses will

be used as integrands, it is convenient to enlarge the concept of pseudo-inverse by

referring to any function g such that

f

−1

inf

≤ g ≤ f

−1

sup

,

4 FLAVIA-CORINA MITROI AND CONSTANTIN P. NICULESCU

where f

−1

inf

(y) = sup{x ≥ 0 : f(x) < y}. Necessarily, g is nondecreasing and any

two pseudo-inverses agree except on a countable set (so their integrals will be the

same).

Given 0 ≤ a < b, we deﬁne the epigraph and the hypograph of f|

[a,b]

respectively

by

epi f|

[a,b]

= {(x, y) ∈ [a, b] ×[f (a) , f (b)] : y ≥ f (x)} ,

and

hyp f|

[a,b]

= {(x, y) ∈ [a, b] ×[f (a) , f (b)] : y ≤ f (x)} .

Their intersection is the graph of f|

[a,b]

,

graph f|

[a,b]

= {(x, y) ∈ [a, b] ×[f (a) , f (b)] : y = f (x)} .

Notice that our deﬁnitions of epigraph and hypograph are not the standard ones,

but agree with them in the context of monotone functions.

We will next consider a measure ρ on [0, ∞) ×[0, ∞) , which is locally absolutely

continuous with respect to the Lebesgue measure dxdy, that is, ρ is of the form

ρ (A) =

_

A

K (x, y) dxdy,

where K : [0, ∞) ×[0, ∞) −→ [0, ∞) is a Lebesgue locally integrable function, and

A is any compact subset of [0, ∞) ×[0, ∞).

Clearly,

ρ

_

hyp f|

[a,b]

_

+ρ

_

epi f|

[a,b]

_

= ρ ([a, b] ×[f (a) , f (b)])

=

_

b

a

_

f(b)

f(a)

K (x, y) dydx.

Moreover,

ρ

_

hyp f|

[a,b]

_

=

_

b

a

_

_

f(x)

f(a)

K (x, y) dy

_

dx.

and

ρ

_

epi f|

[a,b]

_

=

_

f(b)

f(a)

_

_

f

−1

sup

(y)

a

K (x, y) dx

_

dy.

The discussion above can be summarized as follows:

Lemma 3. Let f : [0, ∞) −→ [0, ∞) be a nondecreasing function such that f (0) =

0 and lim

x→∞

f (x) = ∞. Then for every Lebesgue locally integrable function K :

[0, ∞) ×[0, ∞) −→ [0, ∞) and every pair of nonnegative numbers a < b,

_

b

a

_

_

f(x)

f(a)

K (x, y) dy

_

dx +

_

f(b)

f(a)

_

_

f

−1

sup

(y)

a

K (x, y) dx

_

dy

=

_

b

a

_

f(b)

f(a)

K (x, y) dydx.

We can now state the main result of this section:

YOUNG’S INEQUALITY 5

Theorem 1. (Young’s inequality for nondecreasing functions). Under the assump-

tions of Lemma 3, for every pair of nonnegative numbers a < b, and every number

c ≥ f(a) we have

_

b

a

_

c

f(a)

K (x, y) dydx

≤

_

b

a

_

_

f(x)

f(a)

K (x, y) dy

_

dx +

_

c

f(a)

_

_

f

−1

sup

(y)

a

K (x, y) dx

_

dy.

If in addition K is strictly positive almost everywhere, then the equality occurs if

and only if c ∈ [f (b−) , f (b+)] .

Proof. We start with the case where f (a) ≤ c ≤ f (b−). See Figure 1.

Figure 1. The geometry of Young’s inequality when f (a) ≤ c ≤ f (b−) .

In this case,

_

b

a

_

_

f(x)

f(a)

K (x, y) dy

_

dx +

_

c

f(a)

_

_

f

−1

sup

(y)

a

K (x, y) dx

_

dy

=

_

f

−1

sup

(c)

a

_

_

f(x)

f(a)

K (x, y) dy

_

dx +

_

c

f(a)

_

_

f

−1

sup

(y)

a

K (x, y) dx

_

dy

+

_

b

f

−1

sup

(c)

_

_

f(x)

f(a)

K (x, y) dy

_

dx

=

_

f

−1

sup

(c)

a

_

c

f(a)

K (x, y) dydx +

_

b

f

−1

sup

(c)

_

_

f(x)

c

K (x, y) dy

_

dx

+

_

b

f

−1

sup

(c)

_

c

f(a)

K (x, y) dydx

≥

_

b

a

_

c

f(a)

K (x, y) dydx,

6 FLAVIA-CORINA MITROI AND CONSTANTIN P. NICULESCU

Figure 2. The case c ≥ f (b+) .

with equality if and only if

_

b

f

−1

sup

(c)

_

_

f(x)

c

K (x, y) dy

_

dx = 0. When K is strictly

positive almost everywhere, this means that c = f (b−).

If c ≥ f (b+) , then

_

b

a

_

_

f(x)

f(a)

K (x, y) dy

_

dx +

_

c

f(a)

_

_

f

−1

sup

(y)

a

K (x, y) dx

_

dy

=

_

f

−1

sup

(c)

a

_

_

f(x)

f(a)

K (x, y) dy

_

dx +

_

c

f(a)

_

_

f

−1

sup

(y)

a

K (x, y) dx

_

dy

−

_

f

−1

sup

(c)

b

_

_

f(x)

f(a)

K (x, y) dy

_

dx

=

_

f

−1

sup

(c)

a

_

c

f(a)

K (x, y) dydx

−

_

_

f

−1

sup

(c)

b

_

_

f(c)

f(a)

K (x, y) dy

_

dx −

_

c

f(b+)

_

_

f

−1

sup

(y)

a

K (x, y) dx

_

dy

_

≥

_

b

a

_

c

f(a)

K (x, y) dydx.

Equality holds if and only if

_

c

f(b+)

_

_

f

−1

sup

(y)

a

K (x, y) dx

_

dy, that is, when c = f (b+)

(provided that K is strictly positive almost everywhere). See Figure 2.

If c ∈ (f (b−) , f (b+)) , then f

−1

sup

(c) = b and the inequality in the statement of

Theorem 1 is actually an equality. See Figure 3.

YOUNG’S INEQUALITY 7

Figure 3. The equality case.

Corollary 1. (Young’s inequality for continuous increasing functions). If f :

[0, ∞) −→ [0, ∞) is also continuous and increasing, then

_

b

a

_

c

f(a)

K (x, y) dydx

≤

_

b

a

_

_

f(x)

f(a)

K (x, y) dy

_

dx +

_

c

f(a)

_

_

f

−1

(y)

a

K (x, y) dx

_

dy

for every real number c ≥ f(a). Assuming K strictly positive almost everywhere,

the equality occurs if and only if c = f (b) .

If K (x, y) = 1 for every x, y ∈ [0, ∞), then Corollary 1 asserts that

bc −af (a) <

_

b

a

f (x) dx +

_

c

f(a)

f

−1

(y) dy for all 0 < a < b and c > f(a);

equality occurs if and only if c = f (b). In the special case where a = f (a) = 0,

this reduces to the classical inequality of Young.

Remark 2. (The probabilistic companion of Theorem 1). Suppose there is given

a nonnegative random variable X : [0, ∞) → [0, ∞) whose cumulative distribution

function F

X

(x) = P (X ≤ x) admits a density, that is, a nonnegative Lebesgue-

integrable function ρ

X

such that

P (x ≤ X ≤ y) =

_

y

x

ρ

X

(u)du for all x ≤ y.

The quantile function of the distribution function F

X

(also known as the increasing

rearrangement of the random variable X) is deﬁned by

Q

X

(x) = inf {y : F

X

(y) ≥ x} .

Thus, a quantile function is nothing but a pseudo-inverse of F

X

. Motivated by

Statistics, a number of fast algorithms were developed for computing the quantile

8 FLAVIA-CORINA MITROI AND CONSTANTIN P. NICULESCU

functions with high accuracy. See [1]. Without entering the details, we recall here

the remarkable formula (due to G. Steinbrecher) for the quantile function of the

normal distribution:

erf

−1

(z) =

∞

k=0

c

k

_

√

π

2

z

_

2k+1

2k + 1

,

where c

0

= 1 and

c

k

=

k−1

m=0

c

m

c

k−m−1

(m+ 1) (2m+ 1)

for all k ≥ 1.

According to Theorem 1, for every pair of continuous random variables Y, Z :

[0, ∞) →[0, ∞) with density ρ

Y,Z

, and every positive numbers b and c, the following

inequality holds:

P (Y ≤ b; Z ≤ c) ≤

_

b

0

_

_

F

X

(x)

0

ρ

Y,Z

(x, y) dy

_

dx+

_

c

0

_

_

Q

X

(y)

0

ρ

Y,Z

(x, y) dx

_

dy.

This can be seen as a principle of uncertainty, since it shows that the functions

x →

_

F

X

(x)

0

ρ

Y,Z

(x, y) dy and y →

_

Q

X

(y)

0

ρ

Y,Z

(x, y) dx

cannot be made simultaneously small.

Remark 3. (The higher dimensional analogue of Theorem 1). Consider a lo-

cally absolutely continuous kernel K : [0, ∞) × ... × [0, ∞) −→ [0, ∞), K =

K (s

1

, s

2

, ..., s

n

) , and a family φ

1

, ..., φ

n

: [a

i

, b

i

] → R of nondecreasing functions

deﬁned on subintervals of [0, ∞) . Then

_

φ1(b1)

φ1(a1)

_

φ2(b2)

φ2(a2)

· · ·

_

φn(bn)

φn(an)

K (s

1

, s

2

, ..., s

n

) ds

n

...ds

2

ds

1

≤

n

i=1

_

φi(bi)

φi(ai)

_

_

φ1(s)

φ1(a1)

· · ·

_

φn(s)

φn(an)

K (s

1

, ..., s

n

) ds

n

...ds

i+1

ds

i−1

...ds

1

_

ds.

The proof is based on mathematical induction (which is left to the reader).

The above inequality cover the n-variable generalization of Young’s inequality as

obtained by Oppenheim [10] (as well as the main result in [12]).

The following stronger version of Corollary 1 incorporates the Legendre duality.

Theorem 2. Let f : [0, ∞) −→ [0, ∞) be a continuous nondecreasing function and

Φ : [0, ∞) → R a convex function whose conjugate is also deﬁned on [0, ∞). Then

for all b > a ≥ 0, c ≥ f(a), and ε > 0 we have

_

b

a

Φ

_

ε

_

f(x)

f(a)

K (x, y) dy

_

dx +

_

c

f(a)

Φ

∗

_

1

ε

_

f

−1

sup

(y)

a

K (x, y) dx

_

dx

≥

_

b

a

_

c

f(a)

K (x, y) dydx −(c −f(a))Φ(ε) −(b −a)Φ

∗

(1/ε) .

YOUNG’S INEQUALITY 9

Proof. According to the Legendre duality,

(2.1) Φ(εu) + Φ

∗

(v/ε) ≥ uv for all u, v, ε ≥ 0.

For u =

_

f(x)

f(a)

K (x, y) dy and v = 1 we get

Φ

_

ε

_

f(x)

f(a)

K (x, y) dy

_

+ Φ

∗

(1/ε) ≥

_

f(x)

f(a)

K (x, y) dy,

and by integrating both sides from a to b we obtain the inequality

_

b

a

Φ

_

ε

_

f(x)

f(a)

K (x, y) dy

_

dx + (b −a)Φ

∗

(1/ε) ≥

_

b

a

_

_

f(x)

f(a)

K (x, y) dy

_

dx.

In a similar manner, starting with u = 1 and v =

_

f

−1

sup

(y)

a

K (x, y) dx, we arrive ﬁrst

at the inequality

Φ(ε) + Φ

∗

_

1

ε

_

f

−1

sup

(y)

a

K (x, y) dx

_

≥

_

f

−1

sup

(y)

a

K (x, y) dx,

and then to

(c −f(a))Φ(ε) +

_

c

f(a)

Φ

∗

_

1

ε

_

f

−1

sup

(y)

a

K (x, y) dx

_

dx

≥

_

c

f(a)

_

_

f

−1

sup

(y)

a

K (x, y) dx

_

dy.

Therefore,

_

b

a

Φ

_

ε

_

f(x)

f(a)

K (x, y) dy

_

dx +

_

c

f(a)

Φ

∗

_

1

ε

_

f

−1

sup

(y)

a

K (x, y) dx

_

dx

≥

_

b

a

_

_

f(x)

f(a)

K (x, y) dy

_

dx +

_

c

f(a)

_

_

f

−1

sup

(y)

a

K (x, y) dx

_

dy

−(b −a)Φ

∗

(1/ε) −(c −f(a))Φ(ε) .

According to Theorem 1,

_

b

a

_

_

f(x)

f(a)

K (x, y) dy

_

dx +

_

c

f(a)

_

_

f

−1

sup

(y)

a

K (x, y) dx

_

dy

≥

_

b

a

_

c

f(a)

K (x, y) dydx,

and the inequality in the statement of Theorem 2 is now clear.

In the special case where K (x, y) = 1, a = f (a) = 0 and Φ(x) = x

p

/p (for some

p > 1), Theorem 2 yields the following inequality:

_

b

0

f

p

(x) dx +

_

c

0

_

f

−1

sup

(y)

_

p

dy ≥ pbc −(p −1) (b +c) , for every b, c ≥ 0.

This remark extends a result due to W. T. Sulaiman [15].

We end this section by noticing the following result that complements Theorem

1.

10 FLAVIA-CORINA MITROI AND CONSTANTIN P. NICULESCU

Proposition 1. Under the assumptions of Lemma 3,

_

b

a

_

_

f(x)

f(a)

K (x, y) dy

_

dx +

_

c

f(a)

_

_

f

−1

sup

(y)

a

K (x, y) dx

_

dy

≤ max

_

_

b

a

_

f(b)

f(a)

K (x, y) dydx,

_

f

−1

sup

(c)

a

_

c

f(a)

K (x, y) dydx

_

.

Assuming K strictly positive almost everywhere, the equality occurs if and only if

c = f (b) .

Proof. If c < f (b), then from Lemma 3 we infer that

_

b

a

_

_

f(x)

f(a)

K (x, y) dy

_

dx +

_

c

f(a)

_

_

f

−1

sup

(y)

a

K (x, y) dx

_

dy

=

_

b

a

_

_

f(x)

f(a)

K (x, y) dy

_

dx +

_

f(b)

f(a)

_

_

f

−1

sup

(y)

a

K (x, y) dx

_

dy

−

_

f(b)

c

_

_

f

−1

sup

(y)

a

K (x, y) dx

_

dy

≤

_

b

a

_

f(b)

f(a)

K (x, y) dydx

The other case, c ≥ f (b), has a similar approach.

Proposition 1 extends a result due to M. J. Merkle [6].

3. The precision in Young’s inequality

The main result of this section is as follows:

Theorem 3. Under the assumptions of Lemma 3, for all b ≥ a ≥ 0 and c ≥ f(a),

_

b

a

_

_

f(x)

f(a)

K (x, y) dy

_

dx +

_

c

f(a)

_

_

f

−1

sup

(y)

a

K (x, y) dx

_

dy

−

_

b

a

_

c

f(a)

K (x, y) dydx ≤

¸

¸

¸

¸

¸

_

b

f

−1

sup

(c)

_

f(b)

c

K (x, y) dydx

¸

¸

¸

¸

¸

.

Assuming K strictly positive almost everywhere, the equality occurs if and only if

c = f (b).

Proof. The case where f (a) ≤ c ≤ f (b−) is illustrated in Figure 4. The left-hand

side of the inequality in the statement of Theorem 3 represents the measure of the

cross-hatched curvilinear trapezium, while right-hand side is the measure of the

ABCD rectangle.

YOUNG’S INEQUALITY 11

Figure 4. The geometry of the case f (a) ≤ c ≤ f (b−) .

Therefore,

_

b

a

_

_

f(x)

f(a)

K (x, y) dy

_

dx +

_

c

f(a)

_

_

f

−1

sup

(y)

a

K (x, y) dx

_

dy

−

_

b

a

_

c

f(a)

K (x, y) dydx =

_

b

f

−1

sup

(c)

_

_

f(x)

c

K (x, y) dy

_

dx

≤

_

b

f

−1

sup

(c)

_

f(b)

c

K (x, y) dydx.

The equality holds if and only if

_

b

f

−1

sup

(c)

_

_

f(x)

c

K (x, y) dy

_

dx = 0, that is, when

f (b−) = c.

The case where c ≥ f (b+) is similar to the precedent one. The ﬁrst term will

be:

_

b

a

_

_

f(x)

f(a)

K (x, y) dy

_

dx +

_

c

f(a)

_

_

f

−1

sup

(y)

a

K (x, y) dx

_

dy

−

_

b

a

_

c

f(a)

K (x, y) dydx =

_

f

−1

sup

(c)

b

_

_

f(x)

f(b)

K (x, y) dy

_

dx

≤

_

f

−1

sup

(c)

b

_

c

f(b)

K (x, y) dydx.

Equality holds if and only if

_

f

−1

sup

(c)

b

_

c

f(b)

K (x, y) dydx = 0, so we must have

f (b+) = c.

The case where c ∈ [f (b−) , f (b+)] is trivial, both sides of our inequality being

equal to zero.

12 FLAVIA-CORINA MITROI AND CONSTANTIN P. NICULESCU

Corollary 2. (E. Minguzzi [7]). If moreover K (x, y) = 1 on [0, ∞) ×[0, ∞), and

f is continuous and increasing, then

_

b

a

f (x) dx +

_

c

f(a)

f

−1

(y) dy −bc +af (a) ≤

_

f

−1

(c) −b

_

· (c −f (b)) .

The equality occurs if and only if c = f (b).

More accurate bounds can be indicated under the presence of convexity.

Corollary 3. Let f be a nondecreasing continuous function, which is convex on

the interval

_

min

_

f

−1

sup

(c) , b

_

, max

_

f

−1

sup

(c) , b

_¸

. Then:

i)

_

b

a

_

_

f(x)

f(a)

K (x, y) dy

_

dx +

_

c

f(a)

_

_

f

−1

sup

(y)

a

K (x, y) dx

_

dy

−

_

b

a

_

c

f(a)

K (x, y) dydx

≤

_

b

f

−1

sup

(c)

_

c+

f(b)−c

b−f

−1

sup

(c)

(x−f

−1

sup

(c))

c

K (x, y) dydx, for every c ≤ f (b) ;

ii)

_

b

a

_

_

f(x)

f(a)

K (x, y) dy

_

dx +

_

c

f(a)

_

_

f

−1

sup

(y)

a

K (x, y) dx

_

dy

−

_

b

a

_

c

f(a)

K (x, y) dydx

≥

_

f

−1

sup

(c)

b

_

f(b)+

c−f(b)

f

−1

sup

(c)−b

(x−b)

f(b)

K (x, y) dydx, for every c ≥ f (b) .

If f is concave on the aforementioned interval, then the inequalities above work in

the reverse way.

Assuming K strictly positive almost everywhere, the equality occurs if and only

if f is an aﬃne function or f (b) = c.

Proof. We will restrict here to the case of convex functions, the argument for the

concave functions being similar.

The left-hand side term of each of the inequalities in our statement represents

the measure of the cross-hatched surface. See Figure 5 and Figure 6.

YOUNG’S INEQUALITY 13

Figure 5. The geometry of the case

c ≤ f (b) .

Figure 6. The geometry of the case

c ≥ f (b) .

As the points of the graph of the convex function f (restricted to the interval of

endpoints b and f

−1

sup

(c)) are under the chord joining (b, f (b)) and

_

f

−1

sup

(c) , c

_

, it

follows that this measure is less than the measure of the enveloping triangle MNQ

when c ≤ f(b). This yields i). The assertion ii) follows in a similar way.

Corollary 3 extends a result due to J. Jakˇseti´c and J. E. Peˇcari´c [13]. They

considered the special case were K (x, y) = 1 on [0, ∞) × [0, ∞) and f : [0, ∞) →

[0, ∞) is increasing and diﬀerentiable, with an increasing derivative on the interval

_

min

_

f

−1

(c) , b

_

, max

_

f

−1

(c) , b

_¸

and f(0) = 0. In this case the conclusion of

Corollary 3 reads as follows:

i)

_

b

0

f (x) dx +

_

c

0

f

−1

(y) dy −bc ≤

1

2

_

f

−1

(c) −b

_

(c −f (b)) for c < f (b) ;

ii)

_

b

0

f (x) dx +

_

c

0

f

−1

(y) dy −bc ≥

1

2

_

f

−1

(c) −b

_

(c −f (b)) for c > f (b) .

The equality holds if f (b) = c or f is an aﬃne function. The inequality sign

should be reversed if f has a decreasing derivative on the interval

_

min

_

f

−1

(c) , b

_

, max

_

f

−1

(c) , b

_¸

.

4. The connection with c-convexity

Motivated by the mass transportation theory, several people [3], [5] drew a par-

allel to the classical theory of convex functions by extending the Legendre duality.

Technically, given two compact metric spaces X and Y and a cost density function

c : X×Y →R (which is supposed to be continuous), we may consider the following

generalization of the notion of convex function:

Deﬁnition 1. A function F : X → R is c-convex if there exists a function G :

Y →R such that

(4.1) F(x) = sup

y∈Y

{c(x, y) −G(y)} , for all x ∈ X.

We abbreviate (4.1) by writing F = G

c

. A useful remark is the equality

F

cc

= F,

14 FLAVIA-CORINA MITROI AND CONSTANTIN P. NICULESCU

that is,

(4.2) F(x) = sup

y∈Y

{c(x, y) −F

c

(y)} , for all x ∈ X.

The classical notion of convex function corresponds to the case where X is a

compact interval and c(x, y) = xy. The details can be found in [9], pp. 40-42.

Theorem 1 illustrates the theory of c-convex functions for the spaces X = [a, ∞],

Y = [f(a), ∞] (the Alexandrov one point compactiﬁcation of [a, ∞) and respectively

[f(a), ∞)), and the cost function

(4.3) c(x, y) =

_

x

a

_

y

f(a)

K (s, t) dtds.

In fact, under the hypotheses of this theorem, the functions

F(x) =

_

x

a

_

_

f(s)

f(a)

K (s, t) dt

_

ds, x ≥ a,

and

G(y) =

_

y

f(a)

_

_

f

−1

sup

(t)

a

K (s, t) ds

_

dt, y ≥ f(a),

verify the relations F

c

= G and G

c

= F (due to the equality case as speciﬁed in

the statement of Theorem 1, so they are both c-convex.

On the other hand, a simple argument shows that F and G are also convex in

the usual sense.

Let us call the functions c that admits a representation of the form (4.3) with K ∈

L

1

(R ×R), absolutely continuous in the hyperbolic sense. With this terminology,

Theorem 1 can be rephrased as follows:

Theorem 4. Suppose that c : [a, b] × [A, B] → R is an absolutely continuous

function in the hyperbolic sense with mixed derivative

∂

2

c

∂x∂y

≥ 0, and f : [a, b] →

[A, B] is a nondecreasing function such that f(a) = A. Then

(4.4) c(x, y) −c(a, f(a)) ≤

_

x

a

∂c

∂t

(t, f(t))dt +

_

y

f(a)

∂c

∂s

(f

−1

sup

(s), s)ds

for all (x, y) ∈ [a, A] ×[b, B].

If

∂

2

c

∂x∂y

> 0 almost everywhere, then (4.4) becomes an equality if and only if

y ∈ [f(x−), f(x+)] ; here we made the convention f(a−) = f(a) and f(b+) = f(b).

Necessarily, an absolutely continuous function c in the hyperbolic sense, is con-

tinuous. It admits partial derivatives of the ﬁrst order and a mixed derivative

∂

2

c

∂x∂y

almost everywhere. Besides, the functions y →

∂c

∂x

(x, y) and x →

∂c

∂y

(x, y) are de-

ﬁned everywhere in their interval of deﬁnition and represent absolutely continuous

functions; they are also nondecreasing provided that

∂

2

c

∂x∂y

≥ 0 almost everywhere.

A special case of Theorem 4 was proved by Zs. P´ales [11], [12] (assuming

c : [a, A] × [b, B] → R a continuously diﬀerentiable function with nondecreasing

derivatives y →

∂c

∂x

(x, y) and x →

∂c

∂y

(x, y), and f : [a, b] → [A, B] an increasing

homeomorphism). An example which escapes his result but is covered by Theorem

4 is oﬀered by the function

c(x, y) =

_

x

0

_

1

s

_

ds

_

y

0

_

1

t

_

dt, x, y ≥ 0,

YOUNG’S INEQUALITY 15

where

_

1

s

_

denotes the fractional part of

1

s

if s > 0, and

_

1

s

_

= 0 if s = 0. According

to Theorem 4,

_

x

0

_

1

s

_

ds

_

y

0

_

1

t

_

dt

≤

_

x

0

_

_

1

s

__

f(s)

0

_

1

t

_

dt

_

ds +

_

y

0

_

_

1

t

__

f

−1

sup

(t)

0

_

1

s

_

ds

_

dt,

for every nondecreasing function f : [0, ∞) →[0, ∞) such that f(0) = 0.

Acknowledgement. The authors were supported by CNCSIS Grant PN2 ID 420.

References

[1] P. J. Acklam, An algorithm for computing the inverse normal cumulative distribution func-

tion, http://home.online.no/˜pjacklam/notes/invnorm/

[2] F. Cunningham Jr. and N. Grossman, On Young’s inequality, The American Mathematical

Monthly, 78 (1971), No. 7, 781-783.

[3] H. Dietrich, Zur c-Konvexit¨ at und c-Subdiﬀerenzierbarkeit von Funktionalen, Optimization

19 (1988), 355–371.

[4] G. H. Hardy, J. E. Littlewood and G. P´olya, Inequalities, Cambridge Mathematical Library,

2nd Ed., 1952, Reprinted 1988.

[5] K.-H. Elster, and R. Nehse, Zur Theorie der Polarfunktionale, Math. Operationsforschung

Statist. 5 (1974), 3–21.

[6] M. J. Merkle, A contribution to Young’s inequality, Publ. Elektrotehn. Fak. Univ. Beograd,

Ser. Mat.-Fiz., No. 461-497 (1974).

[7] E. Minguzzi, An equivalent form of Young’s inequality with upper bound, Applicable Analysis

and Discrete Mathematics, 2 (2008), issue 2, 213–216.

[8] D. S. Mitrinovi´c, Analytic Inequalities, Springer-Verlag, Berlin and New York, 1970.

[9] C. P. Niculescu and L.-E. Persson, Convex Functions and their Applications. A Contemporary

Approach, CMS Books in Mathematics vol. 23, Springer-Verlag, New York, 2006.

[10] A. Oppenheim, Note on Mr. Cooper’s generalization of Young’s inequality, J. London Math.

Soc., 2 (1927), 21-23.

[11] Zs. P´ales, On Young-type inequalities, Acta Sci. Math. (Szeged) 54 (1990), 327–338.

[12] Zs. P´ales, A general version of Young’s inequality, Archiv der Mathematik 58 (1992), No. 4,

360-365.

[13] J. E. Peˇcari´c and J. Jakˇseti´c, A note on Young inequality, Math. Inequal. Appl., 12 (2009),

to appear.

[14] A. W. Roberts and D. E. Varberg, Convex Functions, Pure and Applied Mathematics, vol.

57, Academic Press, New York, 1973.

[15] W. T. Sulaiman, Notes on Young’s Inequality, International Mathematical Forum, 4 (2009),

No. 24, 1173 - 1180.

[16] C. Villani, Optimal transport. Old and new, Springer-Verlag, 2009.

[17] A. Witkowski, On Young’s inequality, Journal of Inequalities in Pure And Applied Mathe-

matics, 7 (2006), Issue 5, article 164.

[18] Young, W. H., On classes of summable functions and their Fourier series, Proc. Roy. Soc.

London, Ser. A 87, 225-229, 1912.

University of Craiova, Department of Mathematics, Street A. I. Cuza 13, Craiova,

RO-200585, Romania

E-mail address: fcmitroi@yahoo.com

University of Craiova, Department of Mathematics, Street A. I. Cuza 13, Craiova,

RO-200585, Romania

E-mail address: cpniculescu@gmail.com

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