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Majorization

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Definition

We say a nonincreasing sequence of real numbers majorizes another nonincreasing sequence , and write Image:succ.gif if and only if all for all , \sum_{i=1}^{k}a_i \ge \sum_{i=1}^{k}b_i, with equality when . If and are not necessarily nonincreasing, then we still write Image:succ.gif if this is true after the sequences have been sorted in nonincreasing order.

Minorization

We will occasionally say that minorizes , and write Image:prec.gif, if Image:succ.gif.

Alternative Criteria

It is also true that Image:succ.gif if and only if for all , \sum_{i=k}^n a_i \le \sum_{i=k}^n b_i, with equality when . An interesting consequence of this is that the finite sequence majorizes if and only if majorizes .

We can also say that this is the case if and only if for all ,

\sum_{i=1}^{n}|t-a_i| \ge \sum_{i=1}^{n}|t-b_i|.

Both of these conditions are equivalent to our original definition.

See Also

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