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Chebyshev's sum inequality : ウィキペディア英語版
Chebyshev's sum inequality

In mathematics, Chebyshev's sum inequality, named after Pafnuty Chebyshev, states that if
:a_1 \geq a_2 \geq \cdots \geq a_n
and
:b_1 \geq b_2 \geq \cdots \geq b_n,
then
: \sum_^n a_k \cdot b_k \geq \left(\sum_^n a_k\right)\left(\sum_^n b_k\right).
Similarly, if
:a_1 \leq a_2 \leq \cdots \leq a_n
and
:b_1 \geq b_2 \geq \cdots \geq b_n,
then
: \sum_^n a_kb_k \leq \left(\sum_^n a_k\right)\left(\sum_^n b_k\right).
==Proof==
Consider the sum
: S = \sum_^n \sum_^n (a_j - a_k) (b_j - b_k).
The two sequences are non-increasing, therefore and have the same sign for any . Hence .
Opening the brackets, we deduce:
: 0 \leq 2 n \sum_^n a_j b_j - 2 \sum_^n a_j \, \sum_^n b_k,
whence
: \frac \sum_^n a_j b_j \geq \left( \frac \sum_^n a_j\right) \, \left(\frac \sum_^n b_k\right).
An alternative proof is simply obtained with the rearrangement inequality.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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