Hardy's Inequality
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Hardy's inequality is an inequality in
mathematics Mathematics is a field of study that discovers and organizes methods, Mathematical theory, theories and theorems that are developed and Mathematical proof, proved for the needs of empirical sciences and mathematics itself. There are many ar ...
, named after
G. H. Hardy Godfrey Harold Hardy (7 February 1877 – 1 December 1947) was an English mathematician, known for his achievements in number theory and mathematical analysis. In biology, he is known for the Hardy–Weinberg principle, a basic principle of pop ...
. Its discrete version states that if a_1, a_2, a_3, \dots is a
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 cal ...
of
non-negative In mathematics, the sign of a real number is its property of being either positive, negative, or 0. Depending on local conventions, zero may be considered as having its own unique sign, having no sign, or having both positive and negative sign. ...
real number In mathematics, a real number is a number that can be used to measure a continuous one- dimensional quantity such as a duration or temperature. Here, ''continuous'' means that pairs of values can have arbitrarily small differences. Every re ...
s, then for every real number ''p'' > 1 one has :\sum_^\infty \left (\frac\right )^p\leq\left (\frac\right )^p\sum_^\infty a_n^p. If the right-hand side is finite, equality holds
if and only if In logic and related fields such as mathematics and philosophy, "if and only if" (often shortened as "iff") is paraphrased by the biconditional, a logical connective between statements. The biconditional is true in two cases, where either bo ...
a_n = 0 for all ''n''. An
integral In mathematics, an integral is the continuous analog of a Summation, sum, which is used to calculate area, areas, volume, volumes, and their generalizations. Integration, the process of computing an integral, is one of the two fundamental oper ...
version of Hardy's inequality states the following: if ''f'' is a
measurable function In mathematics, and in particular measure theory, a measurable function is a function between the underlying sets of two measurable spaces that preserves the structure of the spaces: the preimage of any measurable set is measurable. This is in ...
with non-negative values, then :\int_0^\infty \left (\frac\int_0^x f(t)\, dt\right)^p\, dx\le\left (\frac\right )^p\int_0^\infty f(x)^p\, dx. If the right-hand side is finite, equality holds
if and only if In logic and related fields such as mathematics and philosophy, "if and only if" (often shortened as "iff") is paraphrased by the biconditional, a logical connective between statements. The biconditional is true in two cases, where either bo ...
''f''(''x'') = 0
almost everywhere In measure theory (a branch of mathematical analysis), a property holds almost everywhere if, in a technical sense, the set for which the property holds takes up nearly all possibilities. The notion of "almost everywhere" is a companion notion to ...
. Hardy's inequality was first published and proved (at least the discrete version with a worse constant) in 1920 in a note by Hardy. The original formulation was in an integral form slightly different from the above.


Statements


General discrete Hardy inequality

The general weighted one dimensional version reads as follows: if a_n \ge 0, \lambda_n>0 and p > 1, : \sum_^\infty \lambda_n \Bigl( \frac \Bigr)^p \le \Bigl(\frac \Bigr)^p \sum_^\infty \lambda_n a_n^p.


General one-dimensional integral Hardy inequality

The general weighted one dimensional version reads as follows: * If \alpha + \tfrac < 1, then :\int_0^\infty \biggl(y^ \int_0^y x^ f(x)\,dx \biggr)^p \,dy \le \frac \int_0^\infty f(x)^p\, dx * If \alpha + \tfrac > 1, then :\int_0^\infty \biggl(y^ \int_y^\infty x^ f(x)\,dx \biggr)^p\,dy \le \frac \int_0^\infty f(x)^p\, dx.


Multidimensional Hardy inequalities with gradient


Multidimensional Hardy inequality around a point

In the multidimensional case, Hardy's inequality can be extended to L^-spaces, taking the form :\left\, \frac\right\, _\le \frac\, \nabla f\, _, 2\le n, 1\le p where f\in C_^(\mathbb^), and where the constant \frac is known to be sharp; by density it extends then to the
Sobolev space In mathematics, a Sobolev space is a vector space of functions equipped with a norm that is a combination of ''Lp''-norms of the function together with its derivatives up to a given order. The derivatives are understood in a suitable weak sense ...
W^ (\mathbb^n). Similarly, if p > n \ge 2, then one has for every f\in C_^(\mathbb^) : \Big(1 - \frac\Big)^p \int_ \frac dx \le \int_ \vert \nabla f\vert^p.


Multidimensional Hardy inequality near the boundary

If \Omega \subsetneq \mathbb^n is an nonempty
convex Convex or convexity may refer to: Science and technology * Convex lens, in optics Mathematics * Convex set, containing the whole line segment that joins points ** Convex polygon, a polygon which encloses a convex set of points ** Convex polytop ...
open set, then for every f \in W^ (\Omega), : \Big(1 - \frac\Big)^p\int_ \frac\,dx \le \int_\vert \nabla f \vert^p, and the constant cannot be improved.


Fractional Hardy inequality

If 1 \le p < \infty and 0 < \lambda < \infty, \lambda \ne 1, there exists a constant C such that for every f : (0, \infty) \to \mathbb satisfying \int_0^\infty \vert f (x)\vert^p/x^ \,dx < \infty, one has : \int_0^\infty \frac \,dx \le C \int_0^\infty \int_0^\infty \frac \,dx \, dy.


Proof of the inequality


Integral version (integration by parts and Hölder)

Hardy’s original proof begins with an integration by parts to get : \begin \int_0^\infty \left(\frac \int_0^x f(t)\, dt \right)^p dx &= \int_0^\infty \left(\int_0^x f(t)\, dt \right)^p \frac dx \\ .2em&= \frac \int_0^\infty \left(\int_0^x f(t)\, dt \right)^ \frac dx \\ .2em&= \frac \int_0^\infty \left(\frac\int_0^x f(t)\, dt \right)^ f (x) dx \end Then, by
Hölder's inequality In mathematical analysis, Hölder's inequality, named after Otto Hölder, is a fundamental inequality (mathematics), inequality between Lebesgue integration, integrals and an indispensable tool for the study of Lp space, spaces. The numbers an ...
, : \int_0^\infty \left(\frac \int_0^x f(t)\, dt \right)^p dx \le \frac \left( \int_0^\infty \left(\frac \int_0^x f(t)\, dt \right)^p dx \right)^ \left( \int_0^\infty f (x)^p \, dx \right)^\frac, and the conclusion follows.


Integral version (scaling and Minkowski)

A
change of variables In mathematics, a change of variables is a basic technique used to simplify problems in which the original variables are replaced with functions of other variables. The intent is that when expressed in new variables, the problem may become si ...
gives :\left(\int_0^\infty\left(\frac\int_0^x f(t)\,dt\right)^p\ dx\right)^=\left(\int_0^\infty\left(\int_0^1 f(sx)\,ds\right)^p\,dx\right)^, which is less or equal than \int_0^1\left(\int_0^\infty f(sx)^p\,dx\right)^\,ds by Minkowski's integral inequality. Finally, by another change of variables, the last expression equals :\int_0^1\left(\int_0^\infty f(x)^p\,dx\right)^s^\,ds=\frac\left(\int_0^\infty f(x)^p\,dx\right)^.


Discrete version: from the continuous version

Assuming the right-hand side to be finite, we must have a_n\to 0 as n\to\infty. Hence, for any positive integer , there are only finitely many terms bigger than 2^. This allows us to construct a decreasing sequence b_1\ge b_2\ge\dotsb containing the same positive terms as the original sequence (but possibly no zero terms). Since a_1+a_2+\dotsb +a_n\le b_1+b_2+\dotsb +b_n for every , it suffices to show the inequality for the new sequence. This follows directly from the integral form, defining f(x)=b_n if n-1 and f(x)=0 otherwise. Indeed, one has :\int_0^\infty f(x)^p\,dx=\sum_^\infty b_n^p and, for n-1, there holds :\frac\int_0^x f(t)\,dt=\frac \ge \frac (the last inequality is equivalent to (n-x)(b_1+\dots+b_)\ge (n-1)(n-x)b_n, which is true as the new sequence is decreasing) and thus :\sum_^\infty\left(\frac\right)^p\le\int_0^\infty\left(\frac\int_0^x f(t)\,dt\right)^p\,dx.


Discrete version: Direct proof

Let p > 1 and let b_1 , \dots , b_n be positive real numbers. Set S_k = \sum_^k b_i. First we prove the inequality Let T_n = \frac and let \Delta_n be the difference between the n-th terms in the right-hand side and left-hand side of , that is, \Delta_n := T_n^p - \frac b_n T_n^. We have: :\Delta_n = T_n^p - \frac b_n T_n^ = T_n^p - \frac (n T_n - (n-1) T_) T_n^ or :\Delta_n = T_n^p \left( 1 - \frac \right) + \frac T_ T_n^p . According to Young's inequality we have: :T_ T_n^ \leq \frac + (p-1) \frac , from which it follows that: :\Delta_n \leq \frac T_^p - \frac T_n^p . By telescoping we have: : \begin \sum_^N \Delta_n &\leq 0 - \frac T_1^p + \frac T_1^p - \frac T_2^p + \frac T_2^p - \\ & \qquad - \frac T_3^p + \dotsb + \frac T_^p - \frac T_N^p \\ & \qquad = - \frac T_N^p < 0 \end proving . Applying
Hölder's inequality In mathematical analysis, Hölder's inequality, named after Otto Hölder, is a fundamental inequality (mathematics), inequality between Lebesgue integration, integrals and an indispensable tool for the study of Lp space, spaces. The numbers an ...
to the right-hand side of we have: :\sum_^N \frac \leq \frac \sum_^N \frac \leq \frac \left( \sum_^N b_n^p \right)^ \left( \sum_^N \frac \right)^ from which we immediately obtain: :\sum_^N \frac \leq \left( \frac \right)^p \sum_^N b_n^p . Letting N \rightarrow \infty we obtain Hardy's inequality.


See also

* Carleman's inequality


Notes


References

* * * . *


External links

* {{springer, title=Hardy inequality, id=p/h046340 Inequalities (mathematics) Theorems in real analysis