Exercise 2.1. Using Bernoulli's inequality and substitute and to prove
Solution:
Bernoulli's inequality: , where .
Put , then by Bernoulli's inequality, we have
Taking root both side as , we get
Put for , then by Bernoulli's inequality, we have
Reciprocal rule as , we obtain
Taking root both side, we have
This is equivalent to
Therefore,
Exercise 2.2. Using Bernoulli's inequality and substitute and to prove that
Solution:
Bernoulli's inequality: , where
Put , then by Bernoulli's inequality, we have
Taking root both side as , we get
Put for , then by Bernoulli's inequality, we have
This is equivalent to
Reciprocal rule as , , we obtain:
Taking root both side, we have:
Or
Therefore,
Exercise 2.3. Let be positive numbers. Prove that
Solution:
The given inequality is equivalent to
or
By Bernoulli's inequality, we have
From and , we have
or
On the other hand,
Hence
This is equivalent to
2.2. The Cauchy–Schwarz inequality: 2.2.1. Theorem (Cauchy-Schwarz inequality)
Let and , be real numbers. Then we have
i.e.
Equality occurs if and only if the sequences and , ) are proportional, i.e. .
Proof 1:
The given inequality is equivalent to
Let .
If then clearly , and inequality (4. ) is true.
So let us assume that .
Inequality (4.4) is homogenous, so we may normalize with
i.e. we need to prove that
Since (following AM – GM inequality), we have
as required.
Equality occurs if and only if
Proof 2:
Consider the quadratic trinomial
This trinomial is non-negative for all , so its discriminant is not positive, i.e.
as required. Equality holds if and only if , i.e.
Now we'll give several consequences of the Cauchy-Schwarz inequality which have broad use in proving other inequalities.
Let be real numbers and . Then we have
2.2.2. Corollary:
Proof :
(1) The given inequality is equivalent to
which is clearly true.
Equality occurs iff i.e. .
(2) If we apply inequality from the first part twice, we get
Equality occurs iff .
Also as you can imagine there must be some generalization of the previous corollaries. Namely the following result is true.
Let be real numbers such that . Then
with equality if and only if .
2.2.3. Corollary:
Proof :
The proof is a direct consequence of the Cauchy-Schwarz inequality.
2.2.4. Corollary:
Let be real numbers. Then
Proof:
By induction by .
For we have equality.
For we have
which is the Cauchy-Schwarz inequality.
For , let the given inequality hold, i.e.
For we have
So the given inequality holds for every positive integer .
The next result is due to Walter Janous, and is considered by the author to be a very important result, which has broad use in proving inequalities.
2.2.5. Theorem (Chebishev's inequality)
Let and be real numbers. Then we have
i.e.
Equality occurs if and only if or .
Proof:
For all we have
i.e.
By (4.4) we get
Equality holds iff we have equality in (4.3), i.e.
or .
Note Chebishev's inequality is also true in the case when and But if (or the reverse) then we have
2.2.6. Exercises:
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