5
votes
1answer
92 views

Determining the best possible constant $k$, for an Integral Inequality

If $f : [0,\infty) \to [0,\infty)$ is an integrable function, then what is the best possible constant $k$, for which the following ineqality holds: $$\int_0^{\infty}f(x)dx \leq ...
3
votes
1answer
59 views

How to prove Godunova's inequality?

Let $\phi$ be a positive and convex function on $(0,\infty)$. Then $$\int_0^\infty \phi\left(\frac{1}{x}\int_0^x g(t)\,dt\right)\frac{dx}{x} \leq \int_0^\infty \phi(g(x))\frac{dx}{x}$$ The ...
0
votes
0answers
25 views

calculate the sup of the max of 3 functions

Let a function be the variable, how the calculate the following expression? $$\inf_{c(t) \in C[-1,0]} \max \{ \max_{-1 \leq t \leq 0} |c(t)| , \max_{0 \leq t \leq 1} | \int_{0}^{t} c(v-1) +1 dv +c ...
2
votes
1answer
39 views

How to prove this integral inequality?

Here is a problem: Let $B_r=\{ (x_1,x_2,\cdots,x_n)\in \mathbb{R}^n: x_1^2+x_2^2+\cdots+x_n^2<r^2\}.$ Let $f$ be a $C^1$ real function on $B_2$. Prove that $$\inf_{a\in R}\int_{B_2} ...
12
votes
2answers
161 views

$|f(x)|\leq \sqrt{\frac{\pi}{3}\int_0^\pi f'^2}$

Let $f\in C^1([0,\pi],\mathbb R)$ such that $\displaystyle\int_0^\pi f(t) dt=0$ Prove that $\forall x\in [0,\pi],\displaystyle|f(x)|\leq \sqrt{\frac{\pi}{3}\int_0^\pi f'^2(t)dt}$ Failed ...
0
votes
2answers
37 views

estimating $L^p$ norm of $\frac{x}{|x|^3} \ast (-\text{div}_x \ldots)$

I've been having problems with following an argument in a paper I'm reading, I hope someone can help me understand the point. Suppose $f(t,\cdot,\cdot)$ is a $C_0^1 (\mathbb{R}^6)$ function for all ...
2
votes
1answer
91 views

How can we prove this integral inequality ? $\int_{0}^{\frac{\pi}{2}}\left|\frac{\sin{(2n+1)t}}{\sin{t}}\right|dt<\pi\left(1+\frac{\ln{n}}{2}\right)$

Use this $$\dfrac{1}{2}+\sum_{k=1}^{n}\cos{(kx)}=\dfrac{\sin{\left(n+\dfrac{1}{2}\right)x}}{2\sin{\dfrac{x}{2}}},x\neq 2m\pi,m\in\mathbb{Z}$$ to show that ...
2
votes
1answer
60 views

Upper bound of difference of squares of quantile standard normal

Let $\Phi$ denotes the cummulative standard normal distribution and $\Phi^{-1}$ denotes its inverse. Given $u,v\in[0,1)$. I'am going to find an upper bound of $$ ...
2
votes
1answer
62 views

Integral inequality for nonnegative functions

I suppose that for $f(x) \geq 0$, $$ \left(\int_\Omega f\,dx\right)^2 \geq C\int_\Omega f^2\,dx $$ because $(a+b)^2 \geq a^2 + b^2$ for $a,b \geq 0$. Is this inequality true? How can I prove it?
5
votes
1answer
99 views

Integral inequality $\int_0^{+\infty}|\frac{\sin x}x|^p dx\leq\frac\pi{\sqrt{2p}}$

$p\geq2$, then we have $$\int_0^{+\infty}\Bigg|\frac{\sin x}x\Bigg|^p\,\mathrm dx\leq\frac\pi{\sqrt{2p}}$$ I try to use $\Bigg|\frac{\sin x}x\Bigg|\leq1$, and $\frac{\sin ...
2
votes
1answer
70 views

How does one prove or disprove this integral inequality for a $C^1([0,1])$ function with zero average?

By zero average, I mean $\int_0^1 f(x) dx = 0$. The inequality is $$ 2 \int_0^1 [f(x)]^2 dx \le \left(\int_0^1 |f(x)|dx\right)\left(\int_0^1 |f'(x)|dx\right). $$ Cauchy-Schwarz hasn't led me ...
0
votes
1answer
95 views

L1 convergence and Lp bounded implies Lq convergence

I have tried to solve this problem for almost a week and did not manage to, so I figured to ask it here: Let $(u_n)\to u$ in $L^1(0,1)$ strongly and let $\{u_n\}_{n\in\mathbb{N}}$ be bounded in ...
4
votes
1answer
101 views

Integral of composition [duplicate]

Prove that if $f,g:[0,1]\rightarrow[0,1]$ - continuous functions and f is strictly increasing then $$\int\limits_0^1f(g(x))dx\leq\int\limits_0^1f(x)dx+\int\limits_0^1g(x)dx.$$ I tried to prove that ...
0
votes
1answer
59 views

How to apply Plancherel Theorem here?

Let f be a function on the real line R such that both f and xf are in L^2(R). Prove that f ∈ L^1(R) and the L^1 norm of f(x) is less than or equal to 8 times (the L^2 norm of f(x)) times the L^2 norm ...
1
vote
1answer
49 views

use plancherel theorem to prove an integral inequality

Let f be a function on the real line R such that both f and xf are in L^2(R). Prove that f ∈ L^1(R). I'm sorry I don't know how to use Latex to post the problem. The origional problem is here: ...
0
votes
1answer
149 views

Cauchy–Schwarz inequality on vector-valued L2 space

Let $f$ and $g$ be square-integrable, $\mathbb{R}^n$-valued functions, i.e., $$ \| f \|_2^2 = \int \|f(t)\|^2 dt < \infty $$ where $\|\cdot\|$ is the Euclidean norm on $\mathbb{R}^n$. I am looking ...
3
votes
4answers
147 views

Integral inequality for continuous function

Let $ f $ be a continuous, real-valued function on $[0, 1] $. Show that $$\int_0^1 \int_0^1 |f (x)+f (y)| dx dy \ge \int_0^1 |f (x)| dx $$ I tried to dissect the square in triangles and use ...
11
votes
6answers
394 views

Asymptotic behaviour of a multiple integral on the unit hypercube

A few days ago I found an interesting limit on the "problems blackboard" of my University: $$\lim_{n\to +\infty}\int_{(0,1)^n}\frac{\sum_{j=1}^n x_j^2}{\sum_{j=1}^n x_j}d\mu = 1.$$ The correct claim, ...
3
votes
2answers
157 views

Integral inequality $\int_0^1\log \left(f(x)\right)dx\leq \log\left(\int_0^1f(x)dx\right)$

How to prove this inequality $$\int_0^1\log \left(f(x)\right)dx\leq \log\left(\int_0^1f(x)dx\right)$$ for $f>0$.
1
vote
1answer
72 views

Wirtinger's inequality in higher dimension

Wirtinger's inequality for one-dimensional functions states that if $f(x)$, $f'(x) = \frac{df(x)}{dx}$ $\in$ $\mathcal{L}^2(a,b)$ and either $f(a) = 0$ or $f(b) = 0$ then \begin{equation} \int_{a}^{b} ...
8
votes
1answer
138 views

A continuous function integral inequality

Let $m$ be a positive integer. $f\colon[0,\infty)\to[0,\infty)$ is a continuous function such that $f(f(x))=x^m,\forall x\in[0,\infty)$. Show that $$\int_0^1f^2(x)\,dx\ge\frac{2m-1}{m^2+6m-3}$$
0
votes
2answers
79 views

An Hardy-Littlewood like inequality

Let $\mu$ be a finite Borel measure on $R$. Show that $|\{x\in R : \sup_{r>0} \frac{1}{2r} \mu ([x-r,x+r]) \ge \lambda \}| \le \frac{C}{\lambda} \mu(R)$ for any $\lambda > 0$ and some absolute ...
6
votes
2answers
277 views

Prove that if f(x) is integrable, then so is e^(f(x)).

So here is my question: I'm working on a homework problem that deals with Jensen's Inequality. It is a rather simple application, I believe, but I'm a little stuck. Here is the problem, along with ...
0
votes
0answers
53 views

inequality of integrals

Let $f$ be of bounded variation on $[0,1]$ and $g:[0,1]\rightarrow \mathbb{R}$ be Lebesgue integrable on $[0,1]$. Prove \begin{equation} |\int_0^1fg d\lambda|\leq (|f(0)|+\text{Var}_{[0,1]}f)\cdot ...
2
votes
1answer
27 views

An inequality in $L^p$-spaces

Let $\{f_k\}_{k=1}^{\infty}$ be a sequence in $L^p(\Omega,\Sigma,\mu)$ for $1\leq p<\infty$. Suppose $0<c=\inf_k \lVert f_k\rVert_p\leq \sup_k \lVert f_k\rVert_p=C<\infty$ and $f_if_j=0$ for ...
4
votes
2answers
224 views

How prove this integral inequality $2\int_{-1}^{1}f(x)g(x)dx\ge\int_{-1}^{1}f(x)dx\int_{-1}^{1}g(x)dx$

Let $f:[-1,1]\longrightarrow \mathbb{R}$ be increasing on $[0,1]$ and even, i.e. $f(x)=f(-x)$ $\forall x\in [-1,1]$. Let $g:[-1,1]\longrightarrow \mathbb{R}$ be convex, i.e. $g(tx+(1-t)y)\le ...
0
votes
0answers
31 views

How to prove a duality of $L^p$ spaces? [duplicate]

Let $(\Omega,\Sigma,\mu)$ be a finite measure space and $f:\Omega\longrightarrow \mathbb{R}$ be a measuable function. Let $1\leq p< \infty$ and $1/p+1/q=1$. Prove that the following are equivalent: ...
2
votes
2answers
92 views

an amazing inequality of $L^p$ spaces, how to prove it?

Let $\Omega_1,\Sigma_1,\mu_1$ and $\Omega_2,\Sigma_2,\mu_2$ be $\sigma$-finite complete measure space and $f:\Omega_1\times\Omega_2\longrightarrow [0,+\infty)$ be $\mu_1\otimes\mu_2$ measurable. Then ...
0
votes
2answers
49 views

Prove that $\left \|x(t_0) \right \|\exp \left (-\int_{t_0}^{t} \left \|A(t_1) \right \|\mathrm{d}t_1 \right )\le \left \| x(t) \right \|$

I have a problem: For $\dfrac{dx}{dt}=A(t)x$, where $A(t)\in C\left [t_0,+\infty \right )$. Prove that: $$\left \|x(t_0) \right \|\exp \left (-\int_{t_0}^{t} \left \|A(t_1) \right \|\mathrm{d}t_1 ...
1
vote
1answer
105 views

If the weighted Lp norm of a measurable function is finite, is the weighted Lp norm of the antiderivative also finite?

Let $f : \mathbb{R} \rightarrow \mathbb{R}$ be a measurable function such that $$ \int_{-\infty}^{\infty} |f|^p e^{-x^2} dx < \infty. $$ Define $g : \mathbb{R} \rightarrow \mathbb{R}$ to be $$ ...
2
votes
1answer
226 views

Beppo-Levi's Theorem

Considering $\sum_{j = 0}^{\infty} \int f_j(x) < \infty$ and $\sum_{j = 0}^{\infty} \int g_j(x) < \infty$, how can I simplify the following expression ? $$ \int \frac{\sum_{j = n}^N ...
3
votes
1answer
243 views

integral inequality with derivative

Let a function $f:[0,1]→\mathbb{R}$ have a continuous derivative and $$\int_{0}^{1}f(x)dx=0$$ Show that for every $\alpha \in [0,1]$, $$\left|\int_{0}^{\alpha}f(x)dx\right|\le\frac{1}{8} \mathbb{sup} ...
1
vote
1answer
81 views

Exercice on periodic function

Let $f$ be a periodic function, $\mathcal{C}^1$ on $\mathbb{R}$ such that: $$\displaystyle\int_0^{2 \pi} f(t) \, dt = 0$$ $$f(2 \pi) = f(0)$$ Prove that $$\forall t \in [0,2 \pi]: \int_0^{2 \pi} ...
2
votes
1answer
67 views

Inequality in Sobolev Space

Given $\Omega \subset \mathbb{R}^3$, prove $\forall u, v, w \in H^{1,2} (\Omega)$ it holds that $ | \int_{\Omega} u \frac{\partial v}{ \partial x} w dx | \leq \| u \|_{1,2,\Omega}\|v \|_{1,2,\Omega}\| ...
3
votes
1answer
177 views

Hilbert's Inequality

Could you help me to show the following: The operator $$ T(f)(x) = \int _0^\infty \frac{f(y)}{x+y}dy $$ satisfies $$\Vert T(f)\Vert_p \leq C_p \Vert f\Vert_p $$ for $1 <p< \infty$ where ...
3
votes
2answers
142 views

An integral inequality related to Taylor expansion

Problem. Let $f:[a,b]\to\mathbb{R}$ be a function such that $ f\in C^3([a,b])$ and $f(a)=f(b)$. Prove that $$ ...
1
vote
2answers
269 views

Prove $|\int_a^b$$f(x)dx| \leq \int_a^b$$|f(x)|dx$

Prove $$\left|\int_a^b f(x)dx\right| \leq \int_a^b |f(x)|dx.$$ My thoughts: first I think we must show that if $f \geq 0$ is Riemann integrable on $[a,b]$, then $\int_a^b f(x)dx \geq 0$. Then we ...
2
votes
1answer
117 views

integer Random Walk with step size governed by a distribution.

This problem is for a final exam I am taking in a graduate probability class. Collaboration has been explicitly allowed, but with the remark that the professor felt he couldn't stop us even if he ...
4
votes
2answers
283 views

$3\int_{0}^{1}(f'(x))^2dx \geq (2\int_{0}^{1}f(x)dx)^2 \impliedby 2\int_{0}^{\frac{1}{2}}f(x)\,\mathrm dx=\int_{\frac{1}{2}}^{1}f(x) \,\mathrm dx$

Let $f : \mathbb{R} \to \mathbb{R} $ be a differentiable function. Suppose that $2\int_{0}^{\frac{1}{2}}f(x)\,\mathrm dx=\int_{\frac{1}{2}}^{1}f(x) \,\mathrm dx$ Show that $$3\int_{0}^{1}(f'(x))^2 ...
8
votes
1answer
231 views

Holder's inequality for infinite products

In analysis, Holder's inequality says that if we have a sequence $p_1, p_2, \ldots, p_n$ of real numbers in $[1,\infty]$ such that $\sum_{i=1}^n \frac{1}{p_i} = \frac{1}{r}$, and a sequence of ...
2
votes
2answers
135 views

Given $\int_0^1 x f(x)dx=0$, show that $\int_0^1|1-f(x)|dx>1/2$

I have seen this statement before, and I would like to use it in a proof I am working on. I do not quite remember the condition on $f$--whether it is just integrable or continuous. Can someone point ...
16
votes
1answer
292 views

Prove the following integral inequality

Suppose $f(x)$ and $g(x)$ are continuous function from $[0,1]\rightarrow [0,1]$, and $f$ is monotone increasing, then how to prove the following inequality: ...
18
votes
1answer
651 views

Do inequalities that hold for infinite sums hold for integrals too?

Let $\mathbb{R}_{\geq0}$ denote the set of non-negative reals and $+\infty$, and $\mathbb{Z}^+$ denote the set of positive integers. I will also let $\lambda$ denote the Lebesgue measure on ...
3
votes
1answer
182 views

Prove that $\int_0^1f(x)dx$$\int_0^1g(x)dx\ge1$.

Suppose $f(x)$ and $g(x)$ are positive measurable functions defined on $(0,1)$, satisfying $f(x)g(x)\ge1$ for any $x\in(0,1)$. Prove that $\int_0^1f(x)dx$$\int_0^1g(x)dx\ge1$. Totally no idea about ...
2
votes
2answers
63 views

How to prove the first inequality?

Assume $\mu(X)=1$ and $h\ge 0$ is measurable, if $A=\int_{X}hd\mu$, prove that $$\sqrt{1+A^{2}}\le \int_{X}\sqrt{1+h^{2}}d\mu\le 1+A$$ I am wondering how to prove the first part of the ...
7
votes
2answers
453 views

An inequality from the handbook of mathematical functions (by Abramowitz and Stegun)

Prove that $$\frac{1}{x+\sqrt{x^2+2}}<e^{x^2}\int\limits_x^{\infty}e^{-t^2} \, \text dt \le\frac{1}{x+\sqrt{x^2+\displaystyle\tfrac{4}{\pi}}}, \space (x\ge 0)$$
2
votes
2answers
577 views

Proof of Clarkson's Inequality

Trying to find a proof for Clarkson's inequality, which states that if $2 \leq p < \infty$, then for any $f, g \in L^p$, we have that $$\left|\left|f+g\right|\right|_p^p + ...
1
vote
1answer
145 views

If $\int_x^1f(t)dt\ge\frac{1-x^2}2$, $x\in[0,1]$, prove that $\int_0^1f(t)^2dt\ge1/3$.

Let $f$ be continuous on $[0,1]$ that satisfies $\int_x^1f(t)dt\ge\frac{1-x^2}2,x\in[0,1]$. Prove that $\int_0^1f(t)^2dt\ge1/3$.
9
votes
4answers
2k views

Jensen's inequality for integrals

What nice ways do you know in order to prove Jensen's inequality for integrals? I'm looking for some various approaching ways. Supposing that $\varphi$ is a convex function on the real line and $g$ is ...
13
votes
2answers
534 views

Proof of bound on $\int t\,f(t)\ dt$ given well-behaved $f$

I got the following question by mail from someone I don't know from Adam. (Quoted in part.) if $f(t)$ continuously diff. on $[0,1]$ and a) $\int_0^1f(t)\ dt=0$ b) $m\le f\,'\le M$ on ...