Chebyshev's Sum Inequality
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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 \quad and \quad b_1 \geq b_2 \geq \cdots \geq b_n, then : \sum_^n a_k 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 \quad and \quad b_1 \geq b_2 \geq \cdots \geq b_n, then : \sum_^n a_k b_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_j, hence :\frac \sum_^n a_j b_j \geq \left( \frac \sum_^n a_j\right)\!\!\left(\frac \sum_^n b_j\right)\!. An alternative proof is simply obtained with the rearrangement inequality, writing that :\sum_^ a_i \sum_^ b_j = \sum_^ \sum_^ a_i b_j =\sum_^\sum_^ a_i b_ = \sum_^ \sum_^ a_i b_ \leq \s ...
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Probability Theory
Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event. Central subjects in probability theory include discrete and continuous random variables, probability distributions, and stochastic processes (which provide mathematical abstractions of non-deterministic or uncertain processes or measured quantities that may either be single occurrences or evolve over time in a random fashion). Although it is not possible to perfectly predict random events, much can be said about their behavior. Two major results in probability ...
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Mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them. These objects consist of either abstractions from nature orin modern mathematicsentities that are stipulated to have certain properties, called axioms. A ''proof'' consists of a succession of applications of deductive rules to already established results. These results include previously proved theorems, axioms, andin case of abstraction from naturesome basic properties that are considered true starting points of ...
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Pafnuty Chebyshev
Pafnuty Lvovich Chebyshev ( rus, Пафну́тий Льво́вич Чебышёв, p=pɐfˈnutʲɪj ˈlʲvovʲɪtɕ tɕɪbɨˈʂof) ( – ) was a Russian mathematician and considered to be the founding father of Russian mathematics. Chebyshev is known for his fundamental contributions to the fields of probability, statistics, mechanics, and number theory. A number of important mathematical concepts are named after him, including the Chebyshev inequality (which can be used to prove the weak law of large numbers), the Bertrand–Chebyshev theorem, Chebyshev polynomials, Chebyshev linkage, and Chebyshev bias. Transcription The surname Chebyshev has been transliterated in several different ways, like Tchebichef, Tchebychev, Tchebycheff, Tschebyschev, Tschebyschef, Tschebyscheff, Čebyčev, Čebyšev, Chebysheff, Chebychov, Chebyshov (according to native Russian speakers, this one provides the closest pronunciation in English to the correct pronunciation in old Russian), and ...
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Sequence
In mathematics, a sequence is an enumerated collection of objects in which repetitions are allowed and order matters. Like a set, it contains members (also called ''elements'', or ''terms''). The number of elements (possibly infinite) is called the ''length'' of the sequence. Unlike a set, the same elements can appear multiple times at different positions in a sequence, and unlike a set, the order does matter. Formally, a sequence can be defined as a function from natural numbers (the positions of elements in the sequence) to the elements at each position. The notion of a sequence can be generalized to an indexed family, defined as a function from an ''arbitrary'' index set. For example, (M, A, R, Y) is a sequence of letters with the letter 'M' first and 'Y' last. This sequence differs from (A, R, M, Y). Also, the sequence (1, 1, 2, 3, 5, 8), which contains the number 1 at two different positions, is a valid sequence. Sequences can be ''finite'', as in these examples, or ''infi ...
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Sequence
In mathematics, a sequence is an enumerated collection of objects in which repetitions are allowed and order matters. Like a set, it contains members (also called ''elements'', or ''terms''). The number of elements (possibly infinite) is called the ''length'' of the sequence. Unlike a set, the same elements can appear multiple times at different positions in a sequence, and unlike a set, the order does matter. Formally, a sequence can be defined as a function from natural numbers (the positions of elements in the sequence) to the elements at each position. The notion of a sequence can be generalized to an indexed family, defined as a function from an ''arbitrary'' index set. For example, (M, A, R, Y) is a sequence of letters with the letter 'M' first and 'Y' last. This sequence differs from (A, R, M, Y). Also, the sequence (1, 1, 2, 3, 5, 8), which contains the number 1 at two different positions, is a valid sequence. Sequences can be ''finite'', as in these examples, or ''infi ...
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Mathematical Proof
A mathematical proof is an inferential argument for a mathematical statement, showing that the stated assumptions logically guarantee the conclusion. The argument may use other previously established statements, such as theorems; but every proof can, in principle, be constructed using only certain basic or original assumptions known as axioms, along with the accepted rules of inference. Proofs are examples of exhaustive deductive reasoning which establish logical certainty, to be distinguished from empirical arguments or non-exhaustive inductive reasoning which establish "reasonable expectation". Presenting many cases in which the statement holds is not enough for a proof, which must demonstrate that the statement is true in ''all'' possible cases. A proposition that has not been proved but is believed to be true is known as a conjecture, or a hypothesis if frequently used as an assumption for further mathematical work. Proofs employ logic expressed in mathematical symbols ...
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Rearrangement Inequality
In mathematics, the rearrangement inequality states that x_n y_1 + \cdots + x_1 y_n \leq x_ y_1 + \cdots + x_ y_n \leq x_1 y_1 + \cdots + x_n y_n for every choice of real numbers x_1 \leq \cdots \leq x_n \quad \text \quad y_1 \leq \cdots \leq y_n and every permutation x_, \ldots, x_ of x_1, \ldots, x_n. If the numbers are different, meaning that x_1 < \cdots < x_n \quad \text \quad y_1 < \cdots < y_n, then the lower bound is attained only for the permutation which reverses the order, that is, \sigma(i) = n - i + 1 for all i = 1, \ldots, n, and the upper bound is attained only for the identity, that is, \sigma(i) = i for all i = 1, \ldots, n. Note that the rearrangement inequality makes no assumptions on the signs of the real numbers.


Applications

Many important inequalities can be proved by the rearrangement inequality, such as the
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Real Number
In mathematics, a real number is a number that can be used to measure a ''continuous'' one-dimensional quantity such as a distance, duration or temperature. Here, ''continuous'' means that values can have arbitrarily small variations. Every real number can be almost uniquely represented by an infinite decimal expansion. The real numbers are fundamental in calculus (and more generally in all mathematics), in particular by their role in the classical definitions of limits, continuity and derivatives. The set of real numbers is denoted or \mathbb and is sometimes called "the reals". The adjective ''real'' in this context was introduced in the 17th century by René Descartes to distinguish real numbers, associated with physical reality, from imaginary numbers (such as the square roots of ), which seemed like a theoretical contrivance unrelated to physical reality. The real numbers include the rational numbers, such as the integer and the fraction . The rest of the real number ...
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Integrable Function
In mathematics, an integral assigns numbers to functions in a way that describes displacement, area, volume, and other concepts that arise by combining infinitesimal data. The process of finding integrals is called integration. Along with differentiation, integration is a fundamental, essential operation of calculus,Integral calculus is a very well established mathematical discipline for which there are many sources. See and , for example. and serves as a tool to solve problems in mathematics and physics involving the area of an arbitrary shape, the length of a curve, and the volume of a solid, among others. The integrals enumerated here are those termed definite integrals, which can be interpreted as the signed area of the region in the plane that is bounded by the graph of a given function between two points in the real line. Conventionally, areas above the horizontal axis of the plane are positive while areas below are negative. Integrals also refer to the concept of a ...
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Inequality (mathematics)
In mathematics, an inequality is a relation which makes a non-equal comparison between two numbers or other mathematical expressions. It is used most often to compare two numbers on the number line by their size. There are several different notations used to represent different kinds of inequalities: * The notation ''a'' ''b'' means that ''a'' is greater than ''b''. In either case, ''a'' is not equal to ''b''. These relations are known as strict inequalities, meaning that ''a'' is strictly less than or strictly greater than ''b''. Equivalence is excluded. In contrast to strict inequalities, there are two types of inequality relations that are not strict: * The notation ''a'' ≤ ''b'' or ''a'' ⩽ ''b'' means that ''a'' is less than or equal to ''b'' (or, equivalently, at most ''b'', or not greater than ''b''). * The notation ''a'' ≥ ''b'' or ''a'' ⩾ ''b'' means that ''a'' is greater than or equal to ''b'' (or, equivalently, at least ''b'', or not less than ''b''). The re ...
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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 \mathbb 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 and g, respectively. The decreasing rearrangement f^* of f is defined via the property that for all r >0 the two super-level sets :E_f(r)=\left\ \quad and \quad E_(r)=\left\ have the same volume (n-dimensional Lebesgue measure) and E_(r) is a ball in \mathbb R^n centered at x=0, i.e. it has maximal symmetry. Proof The layer cake representation allows us to write the general functions f and g in the form f(x)= \int_0^\infty \chi_ \, dr \quad and \quad g(x)= \int_0^\infty \chi_ \, ds where r \mapsto \chi_ equals 1 for rs the indicator functions x \mapsto \chi_(x) and x \map ...
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Rearrangement Inequality
In mathematics, the rearrangement inequality states that x_n y_1 + \cdots + x_1 y_n \leq x_ y_1 + \cdots + x_ y_n \leq x_1 y_1 + \cdots + x_n y_n for every choice of real numbers x_1 \leq \cdots \leq x_n \quad \text \quad y_1 \leq \cdots \leq y_n and every permutation x_, \ldots, x_ of x_1, \ldots, x_n. If the numbers are different, meaning that x_1 < \cdots < x_n \quad \text \quad y_1 < \cdots < y_n, then the lower bound is attained only for the permutation which reverses the order, that is, \sigma(i) = n - i + 1 for all i = 1, \ldots, n, and the upper bound is attained only for the identity, that is, \sigma(i) = i for all i = 1, \ldots, n. Note that the rearrangement inequality makes no assumptions on the signs of the real numbers.


Applications

Many important inequalities can be proved by the rearrangement inequality, such as the
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