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[不等式] $\ell^p$范数对$p$单调减

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hbghlyj Posted at 2022-12-15 03:57:27 |Read mode
Last edited by hbghlyj at 2023-6-9 11:42:00此帖中提到$c$的最佳值是1,即:

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设 $a_1, a_2, \cdots, a_n$ 是非负实数, 若 $0<r<s$, 则
\[
\left(\sum_{i=1}^n a_i^s\right)^{\frac{1}{s}} \leq\left(\sum_{i=1}^n a_i^r\right)^{\frac{1}{r}},
\]
等号成立当且仅当 $a_1, a_2, \cdots, a_n$ 中至少有 $n-1$ 个为零.
证明:
由齐次性(作代换$a_i→λa_i$不等式不变)可以设$\displaystyle\sum_{i=1}^n a_i^r=1$, 则$0≤a_i≤1$. 要证明$\displaystyle\sum_{i=1}^n a_i^s≤1$.
因为$0≤a_i≤1$所以指数函数$a_i^x$单减,有$a_i^s\le a_i^r$,所以$\displaystyle\sum_{i=1}^n a_i^s≤\sum_{i=1}^n a_i^r=1$.证毕.

注: 关于$\ell^p$在$p\ge1$时满足三角不等式的证明,见S.5.pdf Proposition S.5.9

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 Author| hbghlyj Posted at 2023-3-25 05:57:28
Frank Jones - Lebesgue Integration on Euclidean Space-Jones and Bartlett (2001) page 241
Screenshot 2023-03-24 215455.png

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 Author| hbghlyj Posted at 2023-6-9 18:28:03

手机版Mobile version|Leisure Math Forum

2025-4-21 01:35 GMT+8

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