Minkowski's Inequality

The LpL^p triangle inequality — ∥f+g∥p≤∥f∥p+∥g∥p\|f+g\|_p \le \|f\|_p + \|g\|_p on [0,1][0,1]. With f(t)=taf(t) = t^a, g(t)=(1−t)bg(t) = (1-t)^b, sliding pp opens and closes the gap between the two bars. At p=1p = 1 linearity of the integral closes the gap to 0.

∥f+g∥p≤∥f∥p+∥g∥p(1≤p<∞)\|f+g\|_p \le \|f\|_p + \|g\|_p \quad (1 \le p < \infty)
∥f∥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 Hölder's inequality to this scene's concrete functions f(t)=tf(t) = t, g(t)=1−tg(t) = 1-t (a=b=1a = b = 1) with p=2p = 2, proving it completely. Verify each step of the proof (the Hölder application, (p−1)q=p(p-1)q = p, the division) numerically as well.

∥f+g∥pp=∫01(f+g)p=∫01f(f+g)p−1+∫01g(f+g)p−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)p−1≤∥f∥p ∥(f+g)p−1∥q=∥f∥p ∥f+g∥pp−1((p−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: ∥f∥2=∥g∥2=13≈0.577350\|f\|_2 = \|g\|_2 = \frac{1}{\sqrt{3}} \approx 0.577350, and f+g≡1f+g \equiv 1 gives ∥f+g∥2=1\|f+g\|_2 = 1. The Hölder step: ∫01f(f+g)=12≤13≈0.577350\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=pp−1=2q = \frac{p}{p-1} = 2, and (p−1)q=1⋅2=2=p(p-1)q = 1 \cdot 2 = 2 = p. First split ∥f+g∥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 Hölder's inequality ∫∣uv∣≤∥u∥p∥v∥q\int |uv| \le \|u\|_p\|v\|_q to each term with u=fu = f, v=f+gv = f+g: ∫01f(f+g)≤∥f∥2 ∥f+g∥2\int_0^1 f(f+g) \le \|f\|_2\,\|f+g\|_2. Numerically, ∫01f(f+g)=∫01t⋅1 dt=12=0.5\int_0^1 f(f+g) = \int_0^1 t \cdot 1\,dt = \frac12 = 0.5 while ∥f∥2 ∥f+g∥2=13⋅1≈0.5773502692\|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(1−t) dt=12\int_0^1 g(f+g) = \int_0^1 (1-t)\,dt = \frac12).
    12+12=1=∥f+g∥22≤(∥f∥2+∥g∥2) ∥f+g∥2=23≈1.1547005384\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 ∥f+g∥22≤(∥f∥2+∥g∥2) ∥f+g∥22−1\|f+g\|_2^2 \le \big(\|f\|_2 + \|g\|_2\big)\,\|f+g\|_2^{2-1}. Since ∥f+g∥2=1≠0\|f+g\|_2 = 1 \ne 0, dividing by ∥f+g∥2\|f+g\|_2 yields ∥f+g∥2≤∥f∥2+∥g∥2\|f+g\|_2 \le \|f\|_2 + \|g\|_2 — i.e. 1≤23≈1.15470053841 \le \frac{2}{\sqrt{3}} \approx 1.1547005384. The gap is 23−1≈0.1547005384\frac{2}{\sqrt{3}} - 1 \approx 0.1547005384, matching the scene's number. (For general pp the same argument uses (p−1)q=p(p-1)q = p to get ∥f+g∥pp≤(∥f∥p+∥g∥p) ∥f+g∥pp−1\|f+g\|_p^p \le \big(\|f\|_p + \|g\|_p\big)\,\|f+g\|_p^{p-1}, then divides by ∥f+g∥pp−1\|f+g\|_p^{p-1} for Minkowski's inequality.)

Prove completely, starting from homogeneity ∥cf∥p=c∥f∥p\|cf\|_p = c\|f\|_p, that Minkowski's inequality is an equality when g=c fg = c\,f for a constant c≥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=cf (c≥0)  ⇒  ∥f+g∥p=(1+c)∥f∥p=∥f∥p+∥g∥pg = cf\ (c \ge 0) \;\Rightarrow\; \|f+g\|_p = (1+c)\|f\|_p = \|f\|_p + \|g\|_p
a=b=0:∥f∥p=∥g∥p=1,∥f+g∥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=1⋅fg = 1 \cdot f — proportional. ∥f∥2=∥g∥2=1\|f\|_2 = \|g\|_2 = 1, ∥f+g∥2=2\|f+g\|_2 = 2, gap =0= 0.
Show proof
  1. First prove homogeneity. For c≥0c \ge 0, ∥cf∥pp=∫01∣cf∣p=∫01cp∣f∣p=cp∥f∥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 ∥cf∥p=c∥f∥p\|cf\|_p = c\|f\|_p.
  2. If g=cfg = cf with c≥0c \ge 0, then f+g=(1+c)ff + g = (1+c)f, so by homogeneity ∥f+g∥p=∥(1+c)f∥p=(1+c)∥f∥p=∥f∥p+c∥f∥p=∥f∥p+∥cf∥p=∥f∥p+∥g∥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 — equality holds.
  3. For the scene: a=b=0a = b = 0 gives f(t)=t0≡1f(t) = t^0 \equiv 1 and g(t)=(1−t)0≡1g(t) = (1-t)^0 \equiv 1, so g=1⋅fg = 1 \cdot f. Hence ∥f∥2=(∫011 dt)1/2=1\|f\|_2 = \left(\int_0^1 1\,dt\right)^{1/2} = 1, ∥g∥2=1\|g\|_2 = 1, ∥f+g∥2=∥2∥2=2\|f+g\|_2 = \|2\|_2 = 2, matching the right side ∥f∥2+∥g∥2=2\|f\|_2 + \|g\|_2 = 2 — the gap is exactly 0. (Note: at p=1p = 1 equality always holds by linearity ∫(f+g)=∫f+∫g\int (f+g) = \int f + \int g. The deeper equality condition — that the Hölder steps need ∣f∣p|f|^p proportional to ∣g∣q|g|^q — includes this proportional case.)

Show that Minkowski's inequality fails for 0<p<10 < p < 1. First prove that for f,g≥0f, g \ge 0 the inequality reverses to ∥f+g∥p≥∥f∥p+∥g∥p\|f+g\|_p \ge \|f\|_p + \|g\|_p, then compute the concrete counterexample p=12p = \frac12, f(t)=tf(t) = t, g(t)=1−tg(t) = 1-t directly and verify numerically that ∥f+g∥1/2=1>89=∥f∥1/2+∥g∥1/2\|f+g\|_{1/2} = 1 > \frac89 = \|f\|_{1/2} + \|g\|_{1/2}.

0<p<1:(f+g)p≥fp+gp  ⇒  ∥f+g∥p≥∥f∥p+∥g∥p0 < p < 1:\quad (f+g)^p \ge f^p + g^p \;\Rightarrow\; \|f+g\|_p \ge \|f\|_p + \|g\|_p
p=12:∥f∥1/2=∥g∥1/2=49,∥f+g∥1/2=1>89p = \tfrac12:\quad \|f\|_{1/2} = \|g\|_{1/2} = \tfrac49,\quad \|f+g\|_{1/2} = 1 > \tfrac89
This problem is about a separate computation at p=12p = \frac12, outside the scene's slider range (1≤p≤41 \le p \le 4) — the preset is the scene default p=2p = 2, a=b=1a = b = 1.
Show proof
  1. Let 0<p<10 < p < 1 and f,g≥0f, g \ge 0. Pointwise (f+g)p≥fp+gp(f+g)^p \ge f^p + g^p (the base f+g≥max⁡(f,g)f+g \ge \max(f, g) with positive exponent), so integrating gives ∥f+g∥pp≥∥f∥pp+∥g∥pp\|f+g\|_p^p \ge \|f\|_p^p + \|g\|_p^p. With r=1p>1r = \frac1p > 1 we have (A+B)r≥Ar+Br(A+B)^r \ge A^r + B^r for A,B≥0A, B \ge 0 (e.g. (1+t)r≥1+tr(1+t)^r \ge 1 + t^r for t≥0t \ge 0), hence ∥f+g∥p≥(∥f∥pp+∥g∥pp)1/p≥∥f∥p+∥g∥p\|f+g\|_p \ge \big(\|f\|_p^p + \|g\|_p^p\big)^{1/p} \ge \|f\|_p + \|g\|_p — the inequality reverses.
  2. Concretely, take p=12p = \frac12, f(t)=tf(t) = t, g(t)=1−tg(t) = 1-t. Since ∫01t dt=23\int_0^1 \sqrt{t}\,dt = \frac23, we get ∥f∥1/2=(23)2=49≈0.444444\|f\|_{1/2} = \left(\frac23\right)^2 = \frac49 \approx 0.444444, and by symmetry ∥g∥1/2=49\|g\|_{1/2} = \frac49. So the right side is 49+49=89≈0.888889\frac49 + \frac49 = \frac89 \approx 0.888889. But f+g≡1f + g \equiv 1, so ∥f+g∥1/2=(∫011 dt)2=1\|f+g\|_{1/2} = \left(\int_0^1 1\,dt\right)^2 = 1. Hence 1>891 > \frac89 — Minkowski's inequality breaks, and the gap is −19≈−0.111111-\frac19 \approx -0.111111, negative (also confirmed by numerical integration).
  3. The exact failure point of the standard proof is also clear: Hölder's inequality needs the conjugate exponent q=pp−1>1q = \frac{p}{p-1} > 1, but for p<1p < 1 we get q<0q < 0, so the Hölder step itself is unavailable. That is why Minkowski's inequality essentially requires p≥1p \ge 1.

10. Integration