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Minkowski inequality : ウィキペディア英語版
Minkowski inequality

In mathematical analysis, the Minkowski inequality establishes that the L''p'' spaces are normed vector spaces. Let ''S'' be a measure space, let 1 ≤ ''p'' ≤ ∞ and let ''f'' and ''g'' be elements of L''p''(''S''). Then ''f'' + ''g'' is in L''p''(''S''), and we have the triangle inequality
:\|f+g\|_p \le \|f\|_p + \|g\|_p
with equality for 1 < ''p'' < ∞ if and only if ''f'' and ''g'' are positively linearly dependent, i.e., ''f'' = ''λg'' for some ''λ'' ≥ 0 or ''g'' = 0. Here, the norm is given by:
:\|f\|_p = \left( \int |f|^p d\mu \right)^}
if ''p'' < ∞, or in the case ''p'' = ∞ by the essential supremum
:\|f\|_\infty = \operatorname_|f(x)|.
The Minkowski inequality is the triangle inequality in L''p''(''S''). In fact, it is a special case of the more general fact
:\|f\|_p = \sup_ \int |fg| d\mu, \qquad \tfrac + \tfrac = 1
where it is easy to see that the right-hand side satisfies the triangular inequality.
Like Hölder's inequality, the Minkowski inequality can be specialized to sequences and vectors by using the counting measure:
:\left( \sum_^n |x_k + y_k|^p \right)^} \le \left( \sum_^n |x_k|^p \right)^} + \left( \sum_^n |y_k|^p \right)^}
for all real (or complex) numbers ''x''1, ..., ''x''''n'', ''y''1, ..., ''y''''n'' and where n is the cardinality of S (the number of elements in S).
==Proof==
First, we prove that ''f''+''g'' has finite ''p''-norm if ''f'' and ''g'' both do, which follows by
:|f + g|^p \le 2^(|f|^p + |g|^p).
Indeed, here we use the fact that h(x)=x^p is convex over (for ) and so, by the definition of convexity,
:\left|\tfrac f + \tfrac g\right|^p\le\left|\tfrac |f| + \tfrac |g|\right|^p \le \tfrac|f|^p + \tfrac |g|^p.
This means that
:|f+g|^p \le \tfrac|2f|^p + \tfrac|2g|^p=2^|f|^p + 2^|g|^p.
Now, we can legitimately talk about (\|f + g\|_p). If it is zero, then Minkowski's inequality holds. We now assume that (\|f + g\|_p) is not zero. Using the triangle inequality and then Hölder's inequality, we find that
:\begin
\|f + g\|_p^p &= \int |f + g|^p \, \mathrm\mu \\
&= \int |f + g| \cdot |f + g|^ \, \mathrm\mu \\
&\le \int (|f| + |g|)|f + g|^ \, \mathrm\mu \\
&=\int |f||f + g|^ \, \mathrm\mu+\int |g||f + g|^ \, \mathrm\mu \\
&\le \left( \left(\int |f|^p \, \mathrm\mu\right)^} + \left (\int |g|^p \,\mathrm\mu\right)^} \right) \left(\int |f + g|^\right)} \, \mathrm\mu \right)^} && \text \\
&= \left (\|f\|_p + \|g\|_p \right )\frac
\end
We obtain Minkowski's inequality by multiplying both sides by
:\frac.

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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