Minkowski's Inequality

The size of a sum of two functions never exceeds the sum of their sizes. Slide the exponent p and the gap between the bars opens and closes.

This is the triangle inequality moved to functions. A straight route is never longer than two joined legs. At exponent 1 the gap closes completely.

For example, a πŸš— car that drives two legs in an L shape travels at least the straight-line distance, never more than the two legs added together.

βˆ₯f+gβˆ₯p≀βˆ₯fβˆ₯p+βˆ₯gβˆ₯p(1≀p<∞)\|f+g\|_p \le \|f\|_p + \|g\|_p \quad (1 \le p < \infty)
βˆ₯fβˆ₯p=(∫01∣f∣p)1/p\|f\|_p = \left(\int_0^1 |f|^p\right)^{1/p}

Examples & Exercises

Apply the standard proof deriving Minkowski's inequality from HΓΆlder's inequality to this scene's concrete functions f(t)=tf(t) = t, g(t)=1βˆ’tg(t) = 1-t (a=b=1a = b = 1) with p=2p = 2, proving it completely.

Verify each step of the proof (the HΓΆlder application, (pβˆ’1)q=p(p-1)q = p, the division) numerically as well.

βˆ₯f+gβˆ₯pp=∫01(f+g)p=∫01f(f+g)pβˆ’1+∫01g(f+g)pβˆ’1\|f+g\|_p^p = \int_0^1 (f+g)^p = \int_0^1 f(f+g)^{p-1} + \int_0^1 g(f+g)^{p-1}
∫01f(f+g)pβˆ’1≀βˆ₯fβˆ₯p βˆ₯(f+g)pβˆ’1βˆ₯q=βˆ₯fβˆ₯p βˆ₯f+gβˆ₯ppβˆ’1((pβˆ’1)q=p)\int_0^1 f(f+g)^{p-1} \le \|f\|_p\,\|(f+g)^{p-1}\|_q = \|f\|_p\,\|f+g\|_p^{p-1} \quad \big((p-1)q = p\big)
p=2p = 2, a=b=1a = b = 1: βˆ₯fβˆ₯2=βˆ₯gβˆ₯2=13β‰ˆ0.577350\|f\|_2 = \|g\|_2 = \frac{1}{\sqrt{3}} \approx 0.577350, and f+g≑1f+g \equiv 1 gives βˆ₯f+gβˆ₯2=1\|f+g\|_2 = 1. The HΓΆlder step: ∫01f(f+g)=12≀13β‰ˆ0.577350\int_0^1 f(f+g) = \frac12 \le \frac{1}{\sqrt{3}} \approx 0.577350.
Show proof
  1. With p=2p = 2 the conjugate exponent is q=ppβˆ’1=2q = \frac{p}{p-1} = 2, and (pβˆ’1)q=1β‹…2=2=p(p-1)q = 1 \cdot 2 = 2 = p. First split βˆ₯f+gβˆ₯22=∫01(f+g)2\|f+g\|_2^2 = \int_0^1 (f+g)^2 into two terms: ∫01(f+g)2=∫01f(f+g)+∫01g(f+g)\int_0^1 (f+g)^2 = \int_0^1 f(f+g) + \int_0^1 g(f+g).

  2. Apply HΓΆlder's inequality ∫∣uvβˆ£β‰€βˆ₯uβˆ₯pβˆ₯vβˆ₯q\int |uv| \le \|u\|_p\|v\|_q to each term with u=fu = f, v=f+gv = f+g: ∫01f(f+g)≀βˆ₯fβˆ₯2 βˆ₯f+gβˆ₯2\int_0^1 f(f+g) \le \|f\|_2\,\|f+g\|_2.

    The form without absolute values is valid here because in this scene f(t)=tβ‰₯0f(t) = t \ge 0 and f+g≑1β‰₯0f+g \equiv 1 \ge 0, so ∣f∣=f|f| = f, ∣f+g∣=f+g|f+g| = f+g and ∫f(f+g)=∫∣f(f+g)∣\int f(f+g) = \int |f(f+g)|.

    Numerically, ∫01f(f+g)=∫01tβ‹…1 dt=12=0.5\int_0^1 f(f+g) = \int_0^1 t \cdot 1\,dt = \frac12 = 0.5 while βˆ₯fβˆ₯2 βˆ₯f+gβˆ₯2=13β‹…1β‰ˆ0.5773502692\|f\|_2\,\|f+g\|_2 = \frac{1}{\sqrt{3}} \cdot 1 \approx 0.5773502692, so 0.5≀0.57735026920.5 \le 0.5773502692. The gg term is identical by symmetry (∫01g(f+g)=∫01(1βˆ’t) dt=12\int_0^1 g(f+g) = \int_0^1 (1-t)\,dt = \frac12).

    12+12=1=βˆ₯f+gβˆ₯22≀(βˆ₯fβˆ₯2+βˆ₯gβˆ₯2) βˆ₯f+gβˆ₯2=23β‰ˆ1.1547005384\frac12 + \frac12 = 1 = \|f+g\|_2^2 \le \big(\|f\|_2 + \|g\|_2\big)\,\|f+g\|_2 = \frac{2}{\sqrt{3}} \approx 1.1547005384
  3. Adding the two terms gives βˆ₯f+gβˆ₯22≀(βˆ₯fβˆ₯2+βˆ₯gβˆ₯2) βˆ₯f+gβˆ₯22βˆ’1\|f+g\|_2^2 \le \big(\|f\|_2 + \|g\|_2\big)\,\|f+g\|_2^{2-1}. Since βˆ₯f+gβˆ₯2=1β‰ 0\|f+g\|_2 = 1 \ne 0, dividing by βˆ₯f+gβˆ₯2\|f+g\|_2 yields βˆ₯f+gβˆ₯2≀βˆ₯fβˆ₯2+βˆ₯gβˆ₯2\|f+g\|_2 \le \|f\|_2 + \|g\|_2 β€” i.e. 1≀23β‰ˆ1.15470053841 \le \frac{2}{\sqrt{3}} \approx 1.1547005384.

    The gap is 23βˆ’1β‰ˆ0.1547005384\frac{2}{\sqrt{3}} - 1 \approx 0.1547005384, matching the scene's number.

    (For general pp the same argument uses (pβˆ’1)q=p(p-1)q = p to get βˆ₯f+gβˆ₯pp≀(βˆ₯fβˆ₯p+βˆ₯gβˆ₯p) βˆ₯f+gβˆ₯ppβˆ’1\|f+g\|_p^p \le \big(\|f\|_p + \|g\|_p\big)\,\|f+g\|_p^{p-1}, then divides by βˆ₯f+gβˆ₯ppβˆ’1\|f+g\|_p^{p-1} for Minkowski's inequality.)

Prove completely, starting from homogeneity βˆ₯cfβˆ₯p=cβˆ₯fβˆ₯p\|cf\|_p = c\|f\|_p, that Minkowski's inequality is an equality when g=c fg = c\,f for a constant cβ‰₯0c \ge 0.

In this scene that is the case a=b=0a = b = 0 (f=g≑1f = g \equiv 1, i.e. c=1c = 1); confirm numerically that the gap is 0.

g=cfΒ (cβ‰₯0)β€…β€Šβ‡’β€…β€Šβˆ₯f+gβˆ₯p=(1+c)βˆ₯fβˆ₯p=βˆ₯fβˆ₯p+βˆ₯gβˆ₯pg = cf\ (c \ge 0) \;\Rightarrow\; \|f+g\|_p = (1+c)\|f\|_p = \|f\|_p + \|g\|_p
a=b=0:βˆ₯fβˆ₯p=βˆ₯gβˆ₯p=1,βˆ₯f+gβˆ₯p=2a = b = 0:\quad \|f\|_p = \|g\|_p = 1,\quad \|f+g\|_p = 2
p=2p = 2, a=b=0a = b = 0: f=g≑1f = g \equiv 1, so g=1β‹…fg = 1 \cdot f β€” proportional. βˆ₯fβˆ₯2=βˆ₯gβˆ₯2=1\|f\|_2 = \|g\|_2 = 1, βˆ₯f+gβˆ₯2=2\|f+g\|_2 = 2, gap =0= 0.
Show proof
  1. First prove homogeneity. For cβ‰₯0c \ge 0, βˆ₯cfβˆ₯pp=∫01∣cf∣p=∫01cp∣f∣p=cpβˆ₯fβˆ₯pp\|cf\|_p^p = \int_0^1 |cf|^p = \int_0^1 c^p |f|^p = c^p \|f\|_p^p, so taking pp-th roots gives βˆ₯cfβˆ₯p=cβˆ₯fβˆ₯p\|cf\|_p = c\|f\|_p.

  2. If g=cfg = cf with cβ‰₯0c \ge 0, then f+g=(1+c)ff + g = (1+c)f, so by homogeneity βˆ₯f+gβˆ₯p=βˆ₯(1+c)fβˆ₯p=(1+c)βˆ₯fβˆ₯p=βˆ₯fβˆ₯p+cβˆ₯fβˆ₯p=βˆ₯fβˆ₯p+βˆ₯cfβˆ₯p=βˆ₯fβˆ₯p+βˆ₯gβˆ₯p\|f+g\|_p = \|(1+c)f\|_p = (1+c)\|f\|_p = \|f\|_p + c\|f\|_p = \|f\|_p + \|cf\|_p = \|f\|_p + \|g\|_p β€” equality holds.

  3. For the scene: a=b=0a = b = 0 gives f(t)=t0≑1f(t) = t^0 \equiv 1 and g(t)=(1βˆ’t)0≑1g(t) = (1-t)^0 \equiv 1, so g=1β‹…fg = 1 \cdot f.

    Hence βˆ₯fβˆ₯2=(∫011 dt)1/2=1\|f\|_2 = \left(\int_0^1 1\,dt\right)^{1/2} = 1, βˆ₯gβˆ₯2=1\|g\|_2 = 1, βˆ₯f+gβˆ₯2=βˆ₯2βˆ₯2=2\|f+g\|_2 = \|2\|_2 = 2, matching the right side βˆ₯fβˆ₯2+βˆ₯gβˆ₯2=2\|f\|_2 + \|g\|_2 = 2 β€” the gap is exactly 0.

    (Note: equality here holds because g=cfg = cf with cβ‰₯0c \ge 0 (same direction), not by a general p=1p = 1 linearity claim: for sign-changing functions, e.g. g=βˆ’fg = -f, βˆ₯f+gβˆ₯1=0<βˆ₯fβˆ₯1+βˆ₯gβˆ₯1\|f+g\|_1 = 0 < \|f\|_1 + \|g\|_1. The deeper equality condition comes from the HΓΆlder pairs actually used in deriving Minkowski, (f,∣f+g∣pβˆ’1)(f, |f+g|^{p-1}) and (g,∣f+g∣pβˆ’1)(g, |f+g|^{p-1}): equality requires ∣f∣p|f|^p proportional to ∣f+g∣p|f+g|^p and ∣g∣p|g|^p proportional to ∣f+g∣p|f+g|^p, i.e. ∣f∣|f| and ∣g∣|g| both proportional to ∣f+g∣|f+g|, which includes this proportional case.)

Prove that Lp[a,b]L^p[a,b] is complete for 1≀p<∞1 \le p < \infty: every Cauchy sequence in Lp[a,b]L^p[a,b] converges in Lp[a,b]L^p[a,b] (the Riesz–Fischer theorem). Give the full proof via absolutely convergent series.

(hk)Β CauchyΒ inΒ Lp[a,b]β‡’βˆƒβ€‰h∈Lp[a,b]:Β βˆ₯hkβˆ’hβˆ₯pβ†’0(1≀p<∞)(h_k) \text{ Cauchy in } L^p[a,b] \Rightarrow \exists\, h \in L^p[a,b]:\ \|h_k - h\|_p \to 0 \quad (1 \le p < \infty)
βˆ‘n=1∞βˆ₯fnβˆ₯p<βˆžΒ β‡’Β βˆ‘n=1∞fnΒ convergesΒ inΒ Lp[a,b]\sum_{n=1}^{\infty} \|f_n\|_p < \infty \ \Rightarrow\ \sum_{n=1}^{\infty} f_n \text{ converges in } L^p[a,b]
Completeness is a theorem about every LpL^p (1≀p<∞1 \le p < \infty) β€” the preset is the scene default p=2p = 2, a=b=1a = b = 1, picturing the Minkowski norm βˆ₯f+gβˆ₯p≀βˆ₯fβˆ₯p+βˆ₯gβˆ₯p\|f+g\|_p \le \|f\|_p + \|g\|_p that drives the proof.
Show proof
  1. Step 1 (reduction): it suffices to show that if βˆ‘nβˆ₯fnβˆ₯p<∞\sum_n \|f_n\|_p < \infty then βˆ‘nfn\sum_n f_n converges in LpL^p. The reason: a Cauchy sequence with a subsequence converging to hh converges to hh itself (shown by the Ξ΅/2\varepsilon/2 estimate at the end of Step 4), and Step 4 builds a subsequence of an arbitrary Cauchy sequence exactly as a sum of differences dkd_k with βˆ‘kβˆ₯dkβˆ₯p<∞\sum_k \|d_k\|_p < \infty. So Steps 2–3 prove the series claim, and Step 4 applies it.

  2. Step 2: let M=βˆ‘nβˆ₯fnβˆ₯p<∞M = \sum_n \|f_n\|_p < \infty, SN=βˆ‘n≀N∣fn∣S_N = \sum_{n \le N} |f_n|, and FN=βˆ‘n≀NfnF_N = \sum_{n \le N} f_n. Applying Minkowski's inequality (problem 1 of this scene, by finite induction) to SNS_N gives βˆ₯SNβˆ₯pβ‰€βˆ‘n≀Nβˆ₯fnβˆ₯p≀M\|S_N\|_p \le \sum_{n \le N} \|f_n\|_p \le M. The sequence SNS_N increases pointwise to g:=βˆ‘n∣fn∣∈[0,∞]g := \sum_n |f_n| \in [0, \infty], so by the monotone convergence theorem ∫gp=lim⁑N∫SNp=lim⁑Nβˆ₯SNβˆ₯pp≀Mp\int g^p = \lim_N \int S_N^p = \lim_N \|S_N\|_p^p \le M^p. Hence g∈Lpg \in L^p and g<∞g < \infty almost everywhere, so βˆ‘nfn(x)\sum_n f_n(x) converges absolutely for almost every xx. Call its sum f(x)f(x) (and set f(x)=0f(x) = 0 on the exceptional null set). Then ∣fβˆ£β‰€g|f| \le g, so f∈Lpf \in L^p.

    βˆ₯SNβˆ₯pβ‰€βˆ‘n≀Nβˆ₯fnβˆ₯p≀M,∫gp=lim⁑Nβˆ₯SNβˆ₯pp≀Mp,∣fβˆ£β‰€g\|S_N\|_p \le \sum_{n \le N} \|f_n\|_p \le M, \qquad \int g^p = \lim_N \|S_N\|_p^p \le M^p, \qquad |f| \le g
  3. Step 3 (tail estimate): apply the same argument to the tail series βˆ‘n>N∣fn∣\sum_{n > N} |f_n|: its pointwise sum gN:=βˆ‘n>N∣fn∣g_N := \sum_{n > N} |f_n| satisfies βˆ₯gNβˆ₯pβ‰€βˆ‘n>Nβˆ₯fnβˆ₯p\|g_N\|_p \le \sum_{n > N} \|f_n\|_p, by applying Minkowski to finite tail sums and passing to the limit with the monotone convergence theorem as in Step 2. Pointwise almost everywhere, ∣fβˆ’FN∣=βˆ£βˆ‘n>Nfnβˆ£β‰€gN|f - F_N| = \left|\sum_{n > N} f_n\right| \le g_N. Therefore βˆ₯fβˆ’FNβˆ₯p≀βˆ₯gNβˆ₯pβ‰€βˆ‘n>Nβˆ₯fnβˆ₯pβ†’0\|f - F_N\|_p \le \|g_N\|_p \le \sum_{n > N} \|f_n\|_p \to 0 as Nβ†’βˆžN \to \infty, since this is the tail of the convergent series βˆ‘nβˆ₯fnβˆ₯p\sum_n \|f_n\|_p. Hence βˆ‘nfnβ†’f\sum_n f_n \to f in LpL^p.

  4. Step 4 (subsequence): let (hk)(h_k) be Cauchy in LpL^p. Choose indices n1<n2<β‹―n_1 < n_2 < \cdots with βˆ₯hnk+1βˆ’hnkβˆ₯p<2βˆ’k\|h_{n_{k+1}} - h_{n_k}\|_p < 2^{-k} for every kk: this is possible inductively because (hk)(h_k) is Cauchy. Put dk=hnk+1βˆ’hnkd_k = h_{n_{k+1}} - h_{n_k}. Then βˆ‘kβˆ₯dkβˆ₯p<βˆ‘k2βˆ’k<∞\sum_k \|d_k\|_p < \sum_k 2^{-k} < \infty, and the telescoping identity hn1+βˆ‘k=1Kdk=hnK+1h_{n_1} + \sum_{k=1}^{K} d_k = h_{n_{K+1}} holds. So Steps 1–3, applied to the series with first term hn1h_{n_1} followed by the dkd_k, give hnkβ†’hh_{n_k} \to h in LpL^p for some h∈Lph \in L^p.

    hn1+βˆ‘k=1Kdk=hnK+1,βˆ‘k=1∞βˆ₯dkβˆ₯p<βˆ‘k=1∞2βˆ’k=1<∞h_{n_1} + \sum_{k=1}^{K} d_k = h_{n_{K+1}}, \qquad \sum_{k=1}^{\infty} \|d_k\|_p < \sum_{k=1}^{\infty} 2^{-k} = 1 < \infty
  5. Step 4 (conclusion): finally, let Ξ΅>0\varepsilon > 0. Choose N0N_0 so that k,lβ‰₯N0k, l \ge N_0 implies βˆ₯hkβˆ’hlβˆ₯p<Ξ΅/2\|h_k - h_l\|_p < \varepsilon/2 (the Cauchy condition), and choose jj with njβ‰₯N0n_j \ge N_0 and βˆ₯hnjβˆ’hβˆ₯p<Ξ΅/2\|h_{n_j} - h\|_p < \varepsilon/2. Then for every kβ‰₯N0k \ge N_0, βˆ₯hkβˆ’hβˆ₯p≀βˆ₯hkβˆ’hnjβˆ₯p+βˆ₯hnjβˆ’hβˆ₯p<Ξ΅/2+Ξ΅/2=Ξ΅\|h_k - h\|_p \le \|h_k - h_{n_j}\|_p + \|h_{n_j} - h\|_p < \varepsilon/2 + \varepsilon/2 = \varepsilon. Hence hkβ†’hh_k \to h in LpL^p. Therefore Lp[a,b]L^p[a,b] is complete. ∎

11. Integration