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Questions tagged [integral-inequality]

For questions inequalities which involves integrals, like Cauchy-Bunyakovsky-Schwarz or Hölder's inequality. To be used with (inequality) tag.

9
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1answer
4k views

Problem 9 - Chapter 5 - Evans' PDE (First Edition)

In the $1$st edition, this was question $5.9$. The question is: Integrate by parts to prove: $$\int_{U} |Du|^p \ dx \leq C \left(\int_{U} |u|^p \ dx\right)^{1/2} \left(\int_{U} |D^2 u|^p \ dx\...
5
votes
1answer
310 views

Fourier cosine transforms of Schwartz functions and the Fejer-Riesz theorem

This question spanned from a previous interesting one. Let $k$ be a real number greater than $2$ and $$\varphi_k(\xi) = \int_{0}^{+\infty}\cos(\xi x) e^{-x^k}\,dx $$ the Fourier cosine transform of a ...
8
votes
2answers
397 views

Bounds on $f(k ;a,b) =\frac{ \int_0^\infty \cos(a x) e^{-x^k} \, dx}{ \int_0^\infty \cos(b x) e^{-x^k}\, dx}$

Suppose we define a function \begin{align} f(k ;a,b) =\frac{ \int_0^\infty \cos(a x) e^{-x^k} \,dx}{ \int_0^\infty \cos(b x) e^{-x^k} \,dx} \end{align} can we show that \begin{align} |f(k ;a,b)| \...
3
votes
0answers
313 views

Probs. 10 (a), (b), and (c), Chap. 6, in Baby Rudin: Holder's Inequality for Integrals

Here is Prob. 10, Chap. 6, in the book Principles of Mathematical Analysis by Walter Rudin, 3rd edition: Let $p$ and $q$ be positive real numbers such that $$ \frac{1}{p} + \frac{1}{q} =1. $$ ...
30
votes
1answer
698 views

Prove the following integral inequality: $\int_{0}^{1}f(g(x))dx\le\int_{0}^{1}f(x)dx+\int_{0}^{1}g(x)dx$

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: $$\int_{0}^{1}f(g(x))dx\le\int_{0}^{1}f(x)...
2
votes
1answer
1k views

Maximal inequality for a sequence of partial sums of independent random variables [closed]

Let $X_n$, $n=1,2,3,...$ be a sequence of independent (not necessarily identically distributed) random variables, let $S_n=\sum_{i=1}^nX_i$. Prove the following maximal inequality: For all $t>0$,$$\...
13
votes
6answers
2k views

How prove this $\int_{a}^{b}f^2(x)dx\le (b-a)^2\int_{a}^{b}[f'(x)]^2dx$

let $f\in C^{(1)}[a,b]$,and such that $f(a)=f(b)=0$, show that $$\int_{a}^{b}f^2(x)dx\le (b-a)^2\int_{a}^{b}[f'(x)]^2dx\cdots\cdots (1)$$ My try: use Cauchy-Schwarz inequality we have $$\int_{...
9
votes
1answer
179 views

Prove $\int _0^\infty f^2 dx \leq \cdots $ for $f$ convex

Prove $$\int _0^\infty f^2(x) dx \leq \frac{2}{3}\cdot \max_{x \in \mathbb R^+} f(x) \cdot \int _0^\infty f(x) dx$$ for $f(x) \geq 0$ and convex. I know via Holder's we can get without the ...
10
votes
1answer
3k views

Hölder inequality from Jensen inequality

I'm taking a course in Analysis in which the following exercise was given. Exercise Let $(\Omega, \mathcal{F}, \mu)$ be a probability space. Let $f\ge 0$ be a measurable function. Using Jensen's ...
8
votes
4answers
612 views

How prove this inequality $\left(\int_{0}^{1}f(x)dx\right)^2\le\frac{1}{12}\int_{0}^{1}|f'(x)|^2dx$

Let $f\in C^{1}[0,1]$ such that $f(0)=f(1)=0$. Show that $$\left(\int_{0}^{1}f(x)dx\right)^2\le\dfrac{1}{12}\int_{0}^{1}|f'(x)|^2dx.$$ I think we must use Cauchy-Schwarz inequality $$\int_{0}^{1}|...
5
votes
1answer
989 views

continuity of norms with respect to $p$

Let $f\in L^{\infty}(\Omega,\Sigma,\mu)\cap L^{1}(\Omega,\Sigma,\mu)$. Then $w(p)=||f||_p$ is continuous function of $p$ for any $p\in [1,\infty)$. How to prove this? I have obtained the proof that $\...
8
votes
1answer
493 views

How prove this integral inequality

let $f:[0,1]\longrightarrow R$ be a differentiable function with continuous derivative such that $f(1)=0$,show that: $$4\int_{0}^{1}x^2|f'(x)|^2dx\ge\int_{0}^{1}|f(x)|^2+\left(\int_{0}^{1}|f(x)|dx\...
5
votes
3answers
204 views

Is the Riemann integral of a strictly smaller function strictly smaller?

We all know that if $f\leq{}g$ in $[a,b]$ then $$ \int_a^bf\,dx\leq\int_a^bg\,dx $$ now, imagine that we have $f<g$, is it true that $$ \int_a^bf\,dx<\int_a^bg\,dx $$
4
votes
1answer
239 views

Prove an integral inequality: $ \left(\int|f|^2dx\right)^2\le 4\left(\int|xf(x)|^2dx\right)\left(\int|f'|^2dx\right) $

If $f$ is real-valued and continuously differentiable on $\mathbb{R}$, prove that $$ \left(\int|f|^2dx\right)^2\le 4\left(\int|xf(x)|^2dx\right)\left(\int|f'|^2dx\right) $$ Attempt: I tried the ...
4
votes
1answer
794 views

Is $L^p \cap L^q$ dense in $L^r$?

It is known that $L^p \cap L^q \subset L^r$, where $1 \le p \le r \le q \le \infty$. Are all of these inclusions dense? I.e., do we have \begin{equation*} \overline{L^p \cap L^q} = L^r \end{equation*}...
3
votes
1answer
234 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 $$...
20
votes
1answer
860 views

Prove that:$f(f(x)) = x^2 \implies \int_{0}^{1}{(f(x))^2dx} \geq \frac{3}{13}$

Let $f: [0,\infty) \to [0,\infty)$ be a continuous function such that $f(f(x)) = x^2, \forall x \in [0,\infty)$. Prove that $\displaystyle{\int_{0}^{1}{(f(x))^2dx} \geq \frac{3}{13}}$. All I know ...
16
votes
4answers
10k 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 ...
11
votes
3answers
769 views

How prove this $\int_{a}^{b}[f''(x)]^2dx\ge\dfrac{4}{b-a}$

let $f$ on $[a,b]$ two continuously differentiable functions,such $$f(a)=f(b)=0, f'(a)=1,f'(b)=0,b>a>0$$ show that $$\int_{a}^{b}[f''(x)]^2dx\ge\dfrac{4}{b-a}$$ My idea: use Cauchy-...
20
votes
1answer
20k views

Integral Inequality Absolute Value: $\left| \int_{a}^{b} f(x) g(x) \ dx \right| \leq \int_{a}^{b} |f(x)|\cdot |g(x)| \ dx$

Suppose we are given the following: $$\left| \int_{a}^{b} f(x) g(x) \ dx \right| \leq \int_{a}^{b} |f(x)|\cdot |g(x)| \ dx$$ How would we prove this? Does this follow from Cauchy Schwarz? Intuitively ...
10
votes
2answers
4k views

Proof of Wirtinger inequality

Quoting from Ana Cannas da Silva's book on Symplectic Geometry: "As an exercise in Fourier series, show the Wirtinger inequality: for $f\in C^1([a,b])$, with $f(a)=f(b)=0$ we have $$ \int_a^b\Big|\...
15
votes
6answers
620 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, ...
14
votes
1answer
347 views

Inequality of numerical integration $\int _0^\infty x^{-x}\,dx$.

There was a friend asking me how to prove $$\int_0^\infty x^{-x}\,dx<2$$ Mathematica showed that its approximate value is 1.99546, so I think it isn't easy to solve it, can you provide me some ...
2
votes
1answer
3k views

Prove Friedrichs' inequality

I'm trying to show that the theorem (Friedrichs' inequality) in my book: Assume that $\Omega$ be a bounded domain of Euclidean space $\Bbb R^n$. Suppose that $u: \Omega \to \Bbb R$ lies in the ...
8
votes
1answer
650 views

Show inequality of integrals (cauchy-schwarz??)

$f:[0,1]\to\mathbb{C}$ continuous and differentiable and $f(0)=f(1)=0$. Show that $$ \left |\int_{0}^{1}f(x)dx \right |^2\leq\frac{1}{12}\int_{0}^{1} \left |f'(x)\right|^2dx $$ Well I know that $$ \...
3
votes
3answers
4k views

How to prove Cauchy-Schwarz integral inequality?

The Cauchy-Schwarz integral inequality is as follows: $$ \displaystyle \left({\int_a^b f \left({t}\right) g \left({t}\right) \ \mathrm d t}\right)^2 \le \int_a^b \left({f \left({t}\right)}\right)^2 \...
5
votes
2answers
239 views

How to prove $\int_{-\pi}^\pi (f(x))^2dx\le \int_{-\pi}^\pi (f'(x))^2dx$ [duplicate]

Let $f$ be $C^1$ in $[-\pi, \pi]$ and satisfies $\int_{-\pi}^\pi f(x)dx=0$, periodic boundary condition. Then, prove that $\int_{-\pi}^\pi (f(x))^2dx\le \int_{-\pi}^\pi (f'(x))^2dx$. I try to prove ...
2
votes
1answer
2k 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 + \left|\left|f-g\right|\...
1
vote
1answer
46 views

Convergence of Integrals - A Problem

Suppose $f$ is positive and increasing on $[0, +\infty)$. Suppose that $F(x)=$$\int_0^x f(t)dt$. Prove that $$\int_0^{+\infty} \frac {1}{f(x)} dx$$ converges if and only if $$\int_0^{+\infty} \frac {x}...
9
votes
1answer
102 views

How prove $e^x|f(x)|\le 2$ if $f(x)=\int_{x}^{x+1}\sin{(e^t)}dt$

let $$f(x)=\int_{x}^{x+1}\sin{(e^t)}dt$$ show that: $$e^x|f(x)|\le 2$$ My idea: let $$e^t=u$$ then $$|f(x)|=|\int_{e^x}^{e^{x+1}}\dfrac{1}{u}d\cos{u}|$$
3
votes
2answers
92 views

Proof about boundedness of $\rm Si$

$\def\Si{{\rm Si}}$ I want to prove the boundedness of $$\Si(x) := \int_0^x \frac {\sin \xi} \xi d\xi$$ as part of a homework (about the non-surjectivity of $\mathcal F : L^1(\mathbb R) \to C_0^0(\...
2
votes
1answer
1k views

Find the upper bound of the derivative of an analytic function

The question is: if $f(z)$ is analytic and $|f(z)|\leq M$ for $|z|\leq r$, find an upper bound for$|f^{(n)}(z)|$ in $|z|\leq\frac{r}{2}$. My attempt: Since $f(z)$ is analytic where $|z|\leq r$, we ...
1
vote
1answer
239 views

A Stochastic Integral Inequality

Let $B(t)$ be the standard Brownian motion, $\mu(t,x)$ and $\sigma(t,x)$ are continuous functions, and $$dr(t) = \mu(t,r(t))dt+\sigma(t,r(t))dB(t).$$ Is there a pair $(\mu,\sigma)$ such that $$\infty&...
0
votes
1answer
74 views

Explain inequality of integrals by taylor expansion

I try to understand why the following inequality holds. $$\left|\int_{|y|<1} e^{iuy}−1−iuy\ \, dy \right| \le \frac{1}{2} \cdot \int_{|y|<1} |uy|^2\ \, dy$$ Due to a hint I'm pretty sure, ...
82
votes
1answer
3k views

Is this continuous analogue to the AM–GM inequality true?

First let us remind ourselves of the statement of the AM–GM inequality: Theorem: (AM–GM Inequality) For any sequence $(x_n)$ of $N\geqslant 1$ non-negative real numbers, we have $$\frac1N\sum_k x_k ...
35
votes
2answers
886 views

On the inequality $ \int_{-\infty}^{+\infty}\frac{(p'(x))^2}{(p'(x))^2+(p(x))^2}\,dx \le n^{3/2}\pi.$

$ p(x)\in\mathbb{R[X]} $ is a polynomial of degree $n$ with no real roots. Show that: $$\int\limits_{-\infty}^{+\infty}\dfrac{(p'(x))^2}{(p'(x))^2+(p(x))^2}\,dx \leq n^{3/2}\pi.$$ It's easy to see ...
9
votes
1answer
234 views

Prove an integral inequality $|\int\limits_0^1f(x)dx|\leq\frac{1-a+b}{4}M$ [closed]

Let $f$ be a differentiable function on $[0,1]$ and $a,b\in(0,1)$ such that $a<b$, $\int\limits_0^af(x)dx=\int\limits_b^1f(x)dx=0$. Show that: $$\left|\int_0^{1} f(x)\,dx\,\right|\leq\frac{1-a+b}{4}...
6
votes
2answers
196 views

$f$ convex, $g$ concave and increasing, $\int_0^1 f = \int_0^1 g$, then $\int_0^1(f)^2 \geq \int_0^1(g)^2$

Let $f,g:[0,1] \to [0, \infty)$ be two continuous functions such that $$f(0) = g(0) = 0,$$ $f$ is convex, $g$ is concave and increasing and $$\displaystyle \int_0^1f(x)dx = \int_0^1g(x)dx.$$ Prove ...
14
votes
2answers
625 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 $...
8
votes
2answers
139 views

About the (non-trivial, this time) zeroes of an almost-periodic function

This is a follow-up on my previous question that turned out to be almost-trivial. Let $\varphi(t)=\sin(t)+\sin(t\sqrt{2})+\sin(t\sqrt{3})$. Such function is not periodic, but it is bounded, Lipshitz-...
5
votes
8answers
387 views

How can we prove that $\pi > 3$ using this definition

I've been trying to prove that $\pi > 3$ by using the following definition: $$\pi = 2\int_{-1}^1{ {\sqrt{1-t^2}}}\, dt$$ Which comes from finding what the area of the unit circle is. (This path ...
2
votes
2answers
1k views

Inequality for Expected Value of Product

Let $(\Omega, \mathbb{P}, \mathcal{F})$ be a probability space, and let $\mathbb{E}$ denote the expected value operator. Consider the random variables $f: \Omega \rightarrow \{0,1,2\}$ and $g: \Omega ...
6
votes
2answers
481 views

Prove $\int_a^b f(x)dx \leq \frac{e^{2L\beta}-1}{2L\alpha}\int_c^d f(x)dx$

Assume $f(x)>0$ defined in $[a,b]$, and for a certain $L>0$, $f(x)$ satisfies the Lipschitz condition $|f(x_1)-f(x_2)|\leq L|x_1-x_2|$. Assume that for $a\leq c\leq d\leq b$,$$\int_c^d \frac{1}{...
6
votes
2answers
911 views

Are integrable, essentially bounded functions in L^p?

Given an arbitrary measure space (of possibly infinite measure), if $f \in L^1 \cap L^\infty$, then by Hölder's inequality, $f^2 \in L^1$, so $f \in L^2$. Intuition suggests that $f \in L^p$ even for ...
5
votes
0answers
154 views

Functional inequality with a strong RHS

Consider a continuous function $f:[0,1]\to\mathbb{R}^{+}$. Show that $$\int_0^1 f(x)dx-\exp\left(\int_0^1 \log(f(x)) dx\right)\le \max_{0\le x,y\le 1}\left(\sqrt{f(x)}-\sqrt{f(y)}\right)^2$$ I ...
4
votes
2answers
67 views

Let $f:[0,1]\to[1,3]$ be continuous. Prove $1 \leq \int_0^1 f(x)\,\mathrm dx \int_0^1 \frac{1}{f(x)}\, \mathrm dx\leq \frac{4}{3}$

Let $f:[0,1]\to[1,3]$ be continuous. Prove $$1 \leq \int_0^1 f(x)\,\mathrm dx \int_0^1 \frac{1}{f(x)}\, \mathrm dx\leq \frac{4}{3}.$$ The left is just Cauchy's inequality with integral form, but ...
3
votes
4answers
245 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 ...
10
votes
2answers
188 views

$\int_a^bf^2(x)\,dx\le \frac{2}{3}\int_a^bf(x)\,dx$ for a convex differentiable function

If $f:[a,b] \to \mathbb{R}, f(a)=0,f(b)=1$ is a convex increasing differentiable function on the interval $[a,b]$ . Prove that $$\int_a^bf^2(x)\,dx\le \frac{2}{3}\int_a^bf(x)\,dx$$ Since f is ...
8
votes
1answer
469 views

How to prove that there exists $g(x)$ such $\int_{0}^{1}g(x)dx\ge\frac{1}{2}\int_{0}^{1}f(x)dx$

let $f(x)\ge 0,x\in [0,1]$, and is increasing in $[0,1]$ show that: There exists $g(x)\ge 0,x\in [0,1]$,and $g''(x)>0$, such $g(x)\le f(x)$, and such $$\int_{0}^{1}g(x)dx\ge\dfrac{1}{2}\...
6
votes
4answers
1k views

Proof of Schur's test via Young's inequality

I am able to prove the following generalization of Schur's test using the Riesz-Thorin interpolation theorem, however I have been stuck for days now trying to prove it using Young's inequality: Let ...