Minkowski inequality

First, we prove that f+g has finite p-norm if f and g both do, which follows by

${\displaystyle |f+g|^{p}\leq 2^{p-1}(|f|^{p}+|g|^{p}).}$

Indeed, here we use the fact that ${\displaystyle h(x)=x^{p}}$ is convex over R⁺ (for p > 1) and so, by the definition of convexity,

${\displaystyle \left|{\tfrac {1}{2}}f+{\tfrac {1}{2}}g\right|^{p}\leq \left|{\tfrac {1}{2}}|f|+{\tfrac {1}{2}}|g|\right|^{p}\leq {\tfrac {1}{2}}|f|^{p}+{\tfrac {1}{2}}|g|^{p}.}$

This means that

${\displaystyle |f+g|^{p}\leq {\tfrac {1}{2}}|2f|^{p}+{\tfrac {1}{2}}|2g|^{p}=2^{p-1}|f|^{p}+2^{p-1}|g|^{p}.}$

Now, we can legitimately talk about ${\displaystyle \|f+g\|_{p}}$. If it is zero, then Minkowski's inequality holds. We now assume that ${\displaystyle \|f+g\|_{p}}$ is not zero. Using the triangle inequality and then Hölder's inequality, we find that

${\displaystyle {\begin{aligned}\|f+g\|_{p}^{p}&=\int |f+g|^{p}\,\mathrm {d} \mu \\&=\int |f+g|\cdot |f+g|^{p-1}\,\mathrm {d} \mu \\&\leq \int (|f|+|g|)|f+g|^{p-1}\,\mathrm {d} \mu \\&=\int |f||f+g|^{p-1}\,\mathrm {d} \mu +\int |g||f+g|^{p-1}\,\mathrm {d} \mu \\&\leq \left(\left(\int |f|^{p}\,\mathrm {d} \mu \right)^{\frac {1}{p}}+\left(\int |g|^{p}\,\mathrm {d} \mu \right)^{\frac {1}{p}}\right)\left(\int |f+g|^{(p-1)\left({\frac {p}{p-1}}\right)}\,\mathrm {d} \mu \right)^{1-{\frac {1}{p}}}&&{\text{ Hölder's inequality}}\\&=\left(\|f\|_{p}+\|g\|_{p}\right){\frac {\|f+g\|_{p}^{p}}{\|f+g\|_{p}}}\end{aligned}}}$

We obtain Minkowski's inequality by multiplying both sides by

${\displaystyle {\frac {\|f+g\|_{p}}{\|f+g\|_{p}^{p}}}.}$

Suppose that (S₁, μ₁) and (S₂, μ₂) are two σ-finite measure spaces and F : S₁ × S₂ → R is measurable. Then Minkowski's integral inequality is (Stein 1970, §A.1), (Hardy, Littlewood & Pólya 1988, Theorem 202) harv error: no target: CITEREFHardyLittlewoodPólya1988 (help):

${\displaystyle \left[\int _{S_{2}}\left|\int _{S_{1}}F(x,y)\,\mu _{1}(\mathrm {d} x)\right|^{p}\mu _{2}(\mathrm {d} y)\right]^{\frac {1}{p}}\leq \int _{S_{1}}\left(\int _{S_{2}}|F(x,y)|^{p}\,\mu _{2}(\mathrm {d} y)\right)^{\frac {1}{p}}\mu _{1}(\mathrm {d} x),}$

with obvious modifications in the case p = ∞. If p > 1, and both sides are finite, then equality holds only if |F(x, y)| = φ(x)ψ(y) a.e. for some non-negative measurable functions φ and ψ.

If μ₁ is the counting measure on a two-point set S₁ = {1,2}, then Minkowski's integral inequality gives the usual Minkowski inequality as a special case: for putting f_i(y) = F(i, y) for i = 1, 2, the integral inequality gives

${\displaystyle \|f_{1}+f_{2}\|_{p}=\left(\int _{S_{2}}\left|\int _{S_{1}}F(x,y)\,\mu _{1}(\mathrm {d} x)\right|^{p}\mu _{2}(\mathrm {d} y)\right)^{\frac {1}{p}}\leq \int _{S_{1}}\left(\int _{S_{2}}|F(x,y)|^{p}\,\mu _{2}(\mathrm {d} y)\right)^{\frac {1}{p}}\mu _{1}(\mathrm {d} x)=\|f_{1}\|_{p}+\|f_{2}\|_{p}.}$

This notation has been generalized to

${\displaystyle \|f\|_{p,q}=\left(\int _{\mathbb {R} ^{m}}\left[\int _{\mathbb {R} ^{n}}|f(x,y)|^{q}\mathrm {d} y\right]^{\frac {p}{q}}\mathrm {d} x\right)^{\frac {1}{p}}}$

for ${\displaystyle f:\mathbb {R} ^{m+n}\to E}$, with ${\displaystyle {\mathcal {L}}_{p,q}(\mathbb {R} ^{m+n},E)=\{f\in E^{\mathbb {R} ^{m+n}}:\|f\|_{p,q}<\infty \}}$. Using this notation, manipulation of the exponents reveals that, if ${\displaystyle p>q}$, then ${\displaystyle \|f\|_{p,q}\leq \|f\|_{q,p}}$.

When ${\displaystyle p<1}$ the reverse inequality holds:

${\displaystyle \|f+g\|_{p}\geq \|f\|_{p}+\|g\|_{p}}$

We further need the restriction that both ${\displaystyle f}$ and ${\displaystyle g}$ are non-negative, as we can see from the example ${\displaystyle f=-1,g=1}$ and ${\displaystyle p=1}$: ${\displaystyle \|f+g\|_{1}=0<2=\|f\|_{1}+\|g\|_{1}}$.

The reverse inequality follows from the same argument as the standard Minkowski, but uses that Holder's inequality is also reversed in this range. See also the chapter on Minkowski's Inequality in.[1]

Using the Reverse Minkowski, we may prove that power means with ${\displaystyle p\leq 1}$, such as the Harmonic Mean and the Geometric Mean are concave.

The Minkowski inequality can be generalized to other functions ${\displaystyle \phi (x)}$ beyond the power function ${\displaystyle x^{p}}$. The generalized inequality has the form

${\displaystyle \phi ^{-1}(\sum _{i=1}^{n}\phi (x_{i}+y_{i}))\leq \phi ^{-1}(\sum _{i=1}^{n}\phi (x_{i}))+\phi ^{-1}(\sum _{i=1}^{n}\phi (y_{i}))}$

Various sufficient conditions on ${\displaystyle \phi }$ have been found by Mulholland[2] and others. For example, for ${\displaystyle x\geq 0}$ one set of sufficient conditions from Mulholland is

1. ${\displaystyle \phi (x)}$ is continuous and strictly increasing with ${\displaystyle \phi (0)=0}$.
2. ${\displaystyle \phi (x)}$ is a convex function of ${\displaystyle x}$.
3. ${\displaystyle \log \phi (x)}$ is a convex function of ${\displaystyle \log(x)}$.

• Cauchy–Schwarz inequality
• Mahler's inequality
• Hölder's inequality

• Hardy, G. H.; Littlewood, J. E.; Pólya, G. (1952). Inequalities. Cambridge Mathematical Library (second ed.). Cambridge: Cambridge University Press. ISBN 0-521-35880-9.
• Minkowski, H. (1953). "Geometrie der Zahlen". Chelsea. Cite journal requires |journal= (help)CS1 maint: ref=harv (link).
• Stein, Elias (1970). "Singular integrals and differentiability properties of functions". Princeton University Press. Cite journal requires |journal= (help)CS1 maint: ref=harv (link).
• M.I. Voitsekhovskii (2001) [1994], "Minkowski inequality", Encyclopedia of Mathematics, EMS Press
• Arthur Lohwater (1982). "Introduction to Inequalities". Missing or empty |url= (help)