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sakodo
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Hi guys, I am reading a proof on Holder's inequality. There is a line I don't understand.
Here is the extract from Kolmogorov & Fomin, Introductory Real Analysis.
"The proof of [Minkowski's inequality] is in turn based on Holder's inequality
[tex]\sum_{k=1}^n |a_k b_k|\leq (\sum_{k=1}^n|a_k\mid^p)^{\frac{1}{p}}(\sum_{k=1}^n|b_k\mid^q)^{\frac{1}{q}}. \ \ \ (15)[/tex] , where [tex]\frac
{1}{p}+\frac{1}{q}=1.[/tex]
We begin by observing that the inequality (15) is homogeneous,i.e., if it holds for two points [tex](a_1,...,a_n) \ and \ (b_1,...,b_n)[/tex], then it holds for any two points
[tex](\lambda a_1,...,\lambda a_n) \ and \ (\mu b_1,...,\mu b_n)[/tex] where [tex]\lambda \ and \ \mu[/tex] are arbitrary real numbers. Therefore we need only prove (15) for the case
[tex]\sum_{k=1}^n|a_k\mid^p = \sum_{k=1}^n|b_k\mid^q = 1. \ \ \ (17)[/tex]
Thus, assuming that (17) holds, we now prove that [tex]\sum_{k=1}^n |a_k b_k|\leq 1. \ \ \ (18)[/tex]"
I understand the inequality being homogeneous, but I don't understand how he got to the assumption of (17). Why is proving the case of (17) sufficient?
Any help would be appreciated.
Thanks.
Here is the extract from Kolmogorov & Fomin, Introductory Real Analysis.
"The proof of [Minkowski's inequality] is in turn based on Holder's inequality
[tex]\sum_{k=1}^n |a_k b_k|\leq (\sum_{k=1}^n|a_k\mid^p)^{\frac{1}{p}}(\sum_{k=1}^n|b_k\mid^q)^{\frac{1}{q}}. \ \ \ (15)[/tex] , where [tex]\frac
{1}{p}+\frac{1}{q}=1.[/tex]
We begin by observing that the inequality (15) is homogeneous,i.e., if it holds for two points [tex](a_1,...,a_n) \ and \ (b_1,...,b_n)[/tex], then it holds for any two points
[tex](\lambda a_1,...,\lambda a_n) \ and \ (\mu b_1,...,\mu b_n)[/tex] where [tex]\lambda \ and \ \mu[/tex] are arbitrary real numbers. Therefore we need only prove (15) for the case
[tex]\sum_{k=1}^n|a_k\mid^p = \sum_{k=1}^n|b_k\mid^q = 1. \ \ \ (17)[/tex]
Thus, assuming that (17) holds, we now prove that [tex]\sum_{k=1}^n |a_k b_k|\leq 1. \ \ \ (18)[/tex]"
I understand the inequality being homogeneous, but I don't understand how he got to the assumption of (17). Why is proving the case of (17) sufficient?
Any help would be appreciated.
Thanks.
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