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Inequalities

My favorite topic, saved for last.

Trivial Inequality

For any real x, x^2\ge 0, with equality iff x=0.

Proof: We proceed by contradiction. Suppose there exists a real x such that x^2<0. We can have either x=0, x>0, or x<0. If x=0, then there is a clear contradiction, as x^2 = 0^2 \not < 0. If x>0, then x^2 < 0 gives x < \frac{0}{x} = 0 upon division by x (which is positive), so this case also leads to a contradiction. Finally, if x<0, then x^2 < 0 gives x > \frac{0}{x} = 0 upon division by x (which is negative), and yet again we have a contradiction.

Therefore, x^2 \ge 0 for all real x, as claimed.

Arithmetic Mean/Geometric Mean Inequality

For any set of real numbers S, \frac{S_1+S_2+S_3....+S_{k-1}+S_k}{k}\ge \sqrt[k]{S_1\cdot S_2 \cdot S_3....\cdot S_{k-1}\cdot S_k} with equality iff S_1=S_2=S_3...=S_{k-1}=S_k.


Cauchy-Schwarz Inequality

For any real numbers a_1,a_2,...,a_n and b_1,b_2,...,b_n, the following holds:

\left(\sum a_i^2\right)\left(\sum b_i^2\right) \ge \left(\sum a_ib_i\right)^2

Cauchy-Schwarz Variation

For any real numbers a_1,a_2,...,a_n and positive real numbers b_1,b_2,...,b_n, the following holds:

\sum\left({{a_i^2}\over{b_i}}\right) \ge {{\sum a_i^2}\over{\sum b_i}}.

Power Mean Inequality

Take a set of functions m_j(a) = \left({\frac{\sum a_i^j}{n}}\right)^{1/j}.

Note that m_0 does not exist. The geometric mean is m_0 = \lim_{k \to 0} m_k. For non-negative real numbers a_1,a_2,\ldots,a_n, the following holds:

m_x \le m_y for reals x<y.

, if m_2 is the quadratic mean, m_1 is the arithmetic mean, m_0 the geometric mean, and m_{-1} the harmonic mean.

RSM-AM-GM-HM Inequality

For any positive real numbers x_1,\ldots,x_n:

\sqrt{\frac{x_1^2+\cdots+x_n^2}{n}} \ge\frac{x_1+\cdots+x_n}{n}\ge\sqrt[n]{x_1\cdots x_n}\ge\frac{n}{\frac{1}{x_1}+\cdots+\fr...

with equality iff x_1=x_2=\cdots=x_n.

Chebyshev's Inequality

Given real numbers a_1 \ge a_2 \ge ... \ge a_n \ge 0 and b_1 \ge b_2 \ge ... \ge b_n, we have

{\frac{\sum a_ib_i}{n}} \ge {\frac{\sum a_i}{n}}{\frac{\sum b_i}{n}}.

Minkowski's Inequality

Given real numbers a_1,a_2,...,a_n and b_1,b_2,\ldots,b_n, the following holds:

\sqrt{\sum a_i^2} + \sqrt{\sum b_i^2} \ge \sqrt{\sum (a_i+b_i)^2}

Nesbitt's Inequality

For all positive real numbers a, b and c, the following holds:

{\frac{a}{b+c}} + {\frac{b}{c+a}} + {\frac{c}{a+b}} \ge {\frac{3}{2}}.

Schur's inequality

Given positive real numbers a,b,c and real r, the following holds:

a^r(a-b)(a-c)+b^r(b-a)(b-c)+c^r(c-a)(c-b)\ge 0.

Jensen's Inequality

For a convex function f(x) and real numbers a_1,a_2,a_3,a_4\ldots,a_n and x_1,x_2,x_3,x_4\ldots,x_n, the following holds:

\sum_{i=1}^{n}a_i\cdot f(x_i)\ge f(\sum_{i=1}^{n}a_i\cdot x_i)

Holder's Inequality

For positive real numbers a_{i_{j}}, 1\le i\le m, 1\le j\le n, the following holds:

\prod_{i=1}^{m}\left(\sum_{j=1}^{n}a_{i_{j}}\right)\ge\left(\sum_{j=1}^{n}\sqrt[m]{\prod_{i=1}^{m}a_{i_{j}}}\right)^{m}

Muirhead's Inequality

For a sequence A that majorizes a sequence B, then given a set of positive integers x_1,x_2,\ldots,x_n, the following holds:

\sum_{sym} {x_1}^{a_1}{x_2}^{a_2}\ldots {x_n}^{a_n}\geq \sum_{sym} {x_1}^{b_1}{x_2}^{b_2}\cdots {x_n}^{b_n}

Rearrangement Inequality

For any multi sets {a_1,a_2,a_3\ldots,a_n} and {b_1,b_2,b_3\ldots,b_n}, a_1b_1+a_2b_2+\ldots+a_nb_n is maximized when a_k is greater than or equal to exactly i of the other members of A, then b_k is also greater than or equal to exactly i of the other members of B.

Newton's Inequality

For non-negative real numbers x_1,x_2,x_3\ldots,x_n and 0 < k < n the following holds:

d_k^2 \ge d_{k-1}d_{k+1},

with equality exactly iff all x_i are equivalent.

MacLaurin's Inequality

For non-negative real numbers x_1,x_2,x_3 \ldots, x_n, and d_1,d_2,d_3 \ldots, d_n such that d_k = \frac{\sum\limits_{ 1\leq i_1 < i_2 < \cdots < i_k \leq n}x_{i_1} x_{i_2} \cdots x_{i_k}}{{n \choose k}}, for k\subset [1,n] the following holds:

d_1 \ge \sqrt[2]{d_2} \ge \sqrt[3]{d_3}\ldots \ge \sqrt[n]{d_n}

with equality iff all x_i are equivalent.

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