Important Inequalities:

Here we will discuss some important inequalities that are pivotal to analysis.
The first four are variants of the triangle inequality, aptly named due to the
geometrical intuition behind them. Though this doesn’t suffice as a rigorous
proof by the standards of analysis, we may interpret |a − b| ≤ |a − c| + |c − b|
geometrically as
”the length of one side of a triangle is less than or equal to the sum of its
two other sides.”
For our triangle inequalities, it is possible to prove them by considering the
various cases but such an approach is tedious. It is generally considered best to
avoid indirect proofs and proofs by cases when a direct proof is present.
The last two are also central to our work. As obvious as they may seem, we
will prove them too.
1: |a + b| ≤ |a| + |b| (Triangle Inequality 1)
Proof :
−|a| ≤ a ≤ |a|
−|b| ≤ b ≤ |b|
−|a| − |b| ≤ a + b ≤ |a| + |b|
−|a| − |b| ≤ a + b − a − b ≤ |a| + |b|
Hence −a − b ≤ |a| + |b| and a + b ≤ |a| + |b|
But since |a + b| = a + b or −a − b
|a + b| ≤ |a| + |b|
 2: |a| − |b| ≤ |a − b| (Triangle Inequality 2)
Proof:
|a − b + b| ≤ |a − b| + |b|
|a| ≤ |a − b| + |b|
|a| − |b| ≤ |a − b|
3: ||a| − |b|| ≤ |a − b| (Triangle Inequality 3)
Proof 1:
We note
|a| − |b| ≤ |a − b|
|b − a + a| ≤ |b − a| + |a|
|b| ≤ |a − b| + |a|
|b| − |a| ≤ |a − b|
Since ||a| − |b|| = |b| − |a| or |a| − |b|, both of which are less than or equal to
|a − b|
||a| − |b|| ≤ |a − b|
Proof 2:
Set x = a − b then |a| = |b + x| ≤ |b| + |x|
|a| ≤ |x| + |b| and |a| − |b| ≤ |a − b|
Also |b| − |a| ≤ |b − a|
Since ||a| − |b|| = |b| − |a| or |a| − |b|, both of which are less than or equal to
|a − b|
||a| − |b|| ≤ |a − b|

2
4: |a − b| ≤ |a − c| + |c − b| (Triangle Inequality 4)
|a − b| = |(a − c) + (c − b)|
By Triangle Inequality 1
|a − b| ≤ |a − c| + |c − b|
5: (∀ϵ > 0)a < b + ϵ ⇐⇒ a ≤ b (inequality lemma)
Proof:
Claim: (∀ϵ > 0)a < b + ϵ but b < a
Set ϵ = a − b
(∀ϵ > 0)a < b + (a − b)
a<a
Contradiction
Hence the lemma is true
6: (∀ϵ > 0)|a − b| < ϵ ⇐⇒ a = b (equality lemma)
Proof:
If a = b case is trivial
We need to show
(∀ϵ > 0)|a − b| < ϵa = b
Claim: (∀ϵ > 0)|a − b| < ϵ but a > b
Set ϵ = |a − b|
|a − b| < |a − b|
Contradiction
Hence the lemma must be true