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I am studying signed and complex measure and at a point in a proof the following lemma is being used:

Lemma. If $z_1,...,z_n$ are complex numbers, then there exists a subset $S\subset\{1,2,...,n\}$ such that $$\left|\sum_{k\in S}z_k \right| \geq \frac{1}{\pi}\sum_{k=1}^n|z_k|.$$

Does this equality have some name, or do similar kind of inequalities exist? Can the constant appearing ($1/\pi$) be sharpened?

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WLOG, normalize so that $\sum|z_k|=1$. Take the subset $S_\theta$ of those $z_k$ which lie in the half-plane $\{ z:\Re (ze^{-i\theta})>0\}$. We will prove that for some $\theta$, $$\Sigma_\theta:=\left|\sum_{k\in S_\theta}z_k\right|\geq\Re\left( e^{-i\theta}\sum_{k\in S_k}z_k\right)=:\sigma(\theta)>1/\pi.$$ We have $$\sigma(\theta)=\sum_{k}|z_k|\cos^+(\phi_k-\theta),$$ where $\cos^+x=\max\{0,\cos x\}$, and $\phi_k=\arg z_k$, and summation is over all $k$. Now notice that $$\frac{1}{2\pi}\int_0^{2\pi}\sigma(\theta)d\theta=\frac{1}{2\pi}\sum_k|z_k|\int_0^{2\pi}\cos^+(t)dt=\frac{1}{\pi}.$$ This implies that $\sigma(\theta)\geq 1/\pi$ at some point. Equality is only possible when $\sigma$ is constant, but evidently it is not constant. Therefore, we have a strict inequality. It is clear from this proof that the estimate $1/\pi$ is also best possible, if $n$ is not restricted.

For fixed $n$ you can do better.

I do not know whether this has a name but this is a nice calculus problem, and it also demonstrates a simple and useful principle. (I learned of this problem in 1976 as an olimpiad problem).

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  • $\begingroup$ is there an easy geometric interpretation for your proof. $\endgroup$ – abel Mar 29 '15 at 18:10
  • $\begingroup$ Of course. Trying to find a subset with largest sum, it is evident that the best thing you can do is to take those vectors which lie in some half-plane. $\endgroup$ – Alexandre Eremenko Mar 29 '15 at 18:45

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