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'''Carleman's inequality''' is an [[inequality (mathematics)|inequality]] in [[mathematics]], named after [[Torsten Carleman]], who proved it in 1923<ref>T. Carleman, ''Sur les fonctions quasi-analytiques'', Conférences faites au cinquième congres des mathématiciens Scandinaves, Helsinki (1923), 181-196.</ref> and used it to prove the Denjoy&ndash;Carleman theorem on [[quasi-analytic]] classes.<ref>{{cite journal|mr=2040885|last1=Duncan|first1=John|last2=McGregor|first2=Colin M.|title=
Carleman's inequality|journal=Amer. Math. Monthly |volume=110|year=2003|issue=5|pages= 424&ndash;431}}</ref><ref>{{cite journal|mr=1820809|last1=Pečarić|first1=Josip|last2=Stolarsky|first2=Kenneth B.|title=Carleman's inequality: history and new generalizations|journal=Aequationes Math.|volume=61| year=2001|issue=1&ndash;2|pages=49&ndash;62}}</ref>


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Let ''a''<sub>1</sub>, ''a''<sub>2</sub>, ''a''<sub>3</sub>, ... be a [[sequence]] of [[non-negative]] [[real number]]s, then
 
:<math> \sum_{n=1}^\infty \left(a_1 a_2 \cdots a_n\right)^{1/n} \le e \sum_{n=1}^\infty a_n.</math>
 
The constant ''[[e (mathematical constant)|e]]'' in the inequality is optimal, that is, the inequality does not always hold if ''e'' is replaced by a smaller number. The inequality is strict (it holds with "&lt;" instead of "&le;") if some element in the sequence is non-zero.
 
==Integral version==
 
Carleman's inequality has an integral version, which states that
 
:<math> \int_0^\infty \exp\left\{ \frac{1}{x} \int_0^x \ln f(t) dt \right\} dx \leq e \int_0^\infty f(x) dx </math>
 
for any ''f''&nbsp;≥&nbsp;0.
 
==Carleson's inequality==
 
A generalisation, due to [[Lennart Carleson]], states the following:<ref>{{cite journal|first=L.|last= Carleson|title=A proof of an inequality of Carleman|journal=Proc. Amer. Math. Soc.|volume=5|year=1954|pages=932&ndash;933|url=http://www.ams.org/journals/proc/1954-005-06/S0002-9939-1954-0065601-3/S0002-9939-1954-0065601-3.pdf}}</ref>
 
for any convex function ''g'' with ''g''(0)&nbsp;=&nbsp;0, and for any -1&nbsp;<&nbsp;''p''&nbsp;<&nbsp;&infin;,
 
:<math> \int_0^\infty x^p e^{-g(x)/x} dx \leq e^{p+1} \int_0^\infty x^p e^{-g'(x)} dx. \,</math>
 
Carleman's inequality follows from the case ''p''&nbsp;=&nbsp;0.
 
==Proof==
 
An elementary proof is sketched below. From the [[inequality of arithmetic and geometric means]] applied to the numbers <math>1\cdot a_1,2\cdot a_2,\dots,n \cdot a_n</math>
 
:<math>\mathrm{MG}(a_1,\dots,a_n)=\mathrm{MG}(1a_1,2a_2,\dots,na_n)(n!)^{-1/n}\le \mathrm{MA}(1a_1,2a_2,\dots,na_n)(n!)^{-1/n}\, </math>
 
where MG stands for geometric mean, and MA &mdash; for arithmetic mean. The [[Stirling formula|Stirling-type]] inequality <math>n!\ge  \sqrt{2\pi n}\, n^n e^{-n}</math> applied to <math>n+1</math> implies
 
:<math>(n!)^{-1/n} \le \frac{e}{n+1}</math> for all <math>n\ge1.</math>
 
Therefore
 
:<math>MG(a_1,\dots,a_n) \le \frac{e}{n(n+1)}\,  \sum_{1\le k \le n}  k a_k  \, ,</math>
 
whence
 
:<math>\sum_{n\ge1}MG(a_1,\dots,a_n) \le\,  e\, \sum_{k\ge1} \bigg( \sum_{n\ge k}  \frac{1}{n(n+1)}\bigg) \, k a_k =\, e\, \sum_{k\ge1}\,  a_k  \,  ,</math>
 
proving the inequality. Moreover, the inequality of arithmetic and geometric means of <math>n</math> non-negative numbers is known to be an equality if and only if all the numbers coincide, that is, in the present case, if and only if <math>a_k= C/k</math> for <math>k=1,\dots,n</math>. As a   consequence, Carleman's inequality is never an equality for a convergent series, unless all <math>a_n</math> vanish, just because the [[harmonic series (mathematics)|harmonic series]] is divergent.  
 
One can also prove Carleman's inequality by starting with [[Hardy's inequality]]
 
:<math>\sum_{n=1}^\infty \left (\frac{a_1+a_2+\cdots +a_n}{n}\right )^p\le \left (\frac{p}{p-1}\right )^p\sum_{n=1}^\infty a_n^p</math>
 
for the non-negative numbers ''a''<sub>1</sub>,''a''<sub>2</sub>,... and ''p''&nbsp;>&nbsp;1,  replacing each ''a''<sub>''n''</sub> with ''a''{{su|b=n|p=1/''p''}}, and letting ''p''&nbsp;&rarr;&nbsp;&infin;.
 
==Notes==
<references />
 
==References==
*{{cite book
| last      = Hardy
| first      = G. H.
| coauthors  = Littlewood. J.E.; Pólya, G.
| title      = Inequalities, 2nd ed
| publisher  = Cambridge University Press
| year      = 1952
| pages      =
| isbn      = 0-521-35880-9
}}
*{{cite book
| last      = Rassias
| first      = Thermistocles M., editor
| title      = Survey on classical inequalities
| publisher  = Kluwer Academic
| year      = 2000
| pages      =
| isbn      = 0-7923-6483-X
}}
*{{cite book
| last      = Hörmander
| first      = Lars
| title      = The analysis of linear partial differential operators I: distribution theory and Fourier analysis, 2nd ed
| publisher  = Springer
| year      = 1990
| pages      =
| isbn      = 3-540-52343-X
}}
 
==External links==
* {{springer|title=Carleman inequality|id=p/c020410}}
 
[[Category:Real analysis]]
[[Category:Inequalities]]

Revision as of 22:41, 30 January 2014

Carleman's inequality is an inequality in mathematics, named after Torsten Carleman, who proved it in 1923[1] and used it to prove the Denjoy–Carleman theorem on quasi-analytic classes.[2][3]

Statement

Let a1, a2, a3, ... be a sequence of non-negative real numbers, then

n=1(a1a2an)1/nen=1an.

The constant e in the inequality is optimal, that is, the inequality does not always hold if e is replaced by a smaller number. The inequality is strict (it holds with "<" instead of "≤") if some element in the sequence is non-zero.

Integral version

Carleman's inequality has an integral version, which states that

0exp{1x0xlnf(t)dt}dxe0f(x)dx

for any f ≥ 0.

Carleson's inequality

A generalisation, due to Lennart Carleson, states the following:[4]

for any convex function g with g(0) = 0, and for any -1 < p < ∞,

0xpeg(x)/xdxep+10xpeg(x)dx.

Carleman's inequality follows from the case p = 0.

Proof

An elementary proof is sketched below. From the inequality of arithmetic and geometric means applied to the numbers 1a1,2a2,,nan

MG(a1,,an)=MG(1a1,2a2,,nan)(n!)1/nMA(1a1,2a2,,nan)(n!)1/n

where MG stands for geometric mean, and MA — for arithmetic mean. The Stirling-type inequality n!2πnnnen applied to n+1 implies

(n!)1/nen+1 for all n1.

Therefore

MG(a1,,an)en(n+1)1knkak,

whence

n1MG(a1,,an)ek1(nk1n(n+1))kak=ek1ak,

proving the inequality. Moreover, the inequality of arithmetic and geometric means of n non-negative numbers is known to be an equality if and only if all the numbers coincide, that is, in the present case, if and only if ak=C/k for k=1,,n. As a consequence, Carleman's inequality is never an equality for a convergent series, unless all an vanish, just because the harmonic series is divergent.

One can also prove Carleman's inequality by starting with Hardy's inequality

n=1(a1+a2++ann)p(pp1)pn=1anp

for the non-negative numbers a1,a2,... and p > 1, replacing each an with aTemplate:Su, and letting p → ∞.

Notes

  1. T. Carleman, Sur les fonctions quasi-analytiques, Conférences faites au cinquième congres des mathématiciens Scandinaves, Helsinki (1923), 181-196.
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