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Hardy–Littlewood inequality : ウィキペディア英語版
Hardy–Littlewood inequality
In mathematical analysis, the Hardy–Littlewood inequality, named after G. H. Hardy and John Edensor Littlewood, states that if ''f'' and ''g'' are nonnegative measurable real functions vanishing at infinity that are defined on ''n''-dimensional Euclidean space R''n'' then
:\int_ f(x)g(x) \, dx \leq \int_ f^
*(x)g^
*(x) \, dx
where ''f''
*
and ''g''
*
are the symmetric decreasing rearrangements of ''f''(''x'') and ''g''(''x''), respectively.〔

==Proof==
From layer cake representation we have:〔〔
:f(x)= \int_0^\infty \chi_ \, dr
:g(x)= \int_0^\infty \chi_ \, ds
where \chi_ denotes the indicator function of the subset ''E'' ''f'' given by
:E_f=\left\ \,
Analogously, \chi_ denotes the indicator function of the subset ''E'' ''g'' given by
:E_g=\left\ \,
:
\int_ f(x)g(x) \, dx = \displaystyle\int_\int_0^\infty \int_0^\infty \chi_\chi_ \, dr \, ds \, dx
:::= \int_0^\infty \int_0^\infty \int_\chi_ \, dx \, dr \, ds
:::= \int_0^\infty \int_0^\infty \mu\left(\left\\cap\left\\right) \, dr \, ds
:::\leq \int_0^\infty \int_0^\infty \min\left(\mu\left(f(x)>r\right);\mu\left(g(x)>s\right)\right) \, dr \, ds
:::= \int_0^\infty \int_0^\infty \min\left(\mu\left(f^
*(x)>r\right);\mu\left(g^
*(x)>s\right)\right) \, dr \, ds
:::= \int_0^\infty \int_0^\infty \mu\left(\left\\cap\left\\right) \, dr \, ds
:::= \int_ f^
*(x)g^
*(x) \, dx

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「Hardy–Littlewood inequality」の詳細全文を読む



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