If I define the integral for <msubsup> &#x222B;<!-- ∫ --> a b </msubsup> <m

Manteo2h

Manteo2h

Answered question

2022-06-17

If I define the integral for a b F ( t ) d t as ( a b F 1 ( t ) d t , a b F 2 ( t ) d t , , a b F n ( t ) d t ). How do I then show that
| a b F ( t ) d t | a b | F ( t ) | d t ?
If we write out the inequality we have
( a b F 1 ( t ) d t ) 2 + ( a b F 2 ( t ) d t ) 2 + + ( a b F n ( t ) d t ) 2 a b F 1 ( t ) 2 + F 2 ( t ) 2 + + F n ( t ) 2 d t .
attempt:
If I use Jenssen's inequality I get for the left side:
( a b F 1 ( t ) d t ) 2 + ( a b F 2 ( t ) d t ) 2 + + ( a b F n ( t ) d t ) 2 a b F 1 2 ( t ) d t + a b F 2 2 ( t ) d t + + a b F n 2 ( t ) d t = i = 1 n a b F i 2 ( t ) d t = a b i = 1 n F i 2 ( t ) d t .
The problem I have now is that the square root function is concave, so if I use Jenssen again, I get the opposite inequality as the one I need. Any idea on how to solve this?

Answer & Explanation

nuvolor8

nuvolor8

Beginner2022-06-18Added 32 answers

The linearity of the integral, that of the inner product and the Schwarz inequality imply, for any v R n ,,
(1) a b F ( t ) d t , v = a b F ( t ) , v d t a b | F ( t ) , v | d t a b | F ( t ) | v | | d t | v | a b | F ( t ) | d t .
(2) Taking v = a b F ( t ) d t , we get | v | 2 | v | a b | F ( t ) | d t
(3) which is | a b F ( t ) d t | a b | F ( t ) | d t .
Kassandra Ross

Kassandra Ross

Beginner2022-06-19Added 6 answers

This is slightly overkill, but this theorem is a consequence of the Minkowski integral inequality.

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