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How do I show all p-norms on Euclidean space follow an order?
Feb 5, 2024
How do I show all p-norms on Euclidean space follow an order?
Solution by Steps
step 1
To show that all p-norms on Euclidean space follow an order, we need to understand the definition of p-norms. The p-norm of a vector xRn \mathbf{x} \in \mathbb{R}^n is defined as xp=(i=1nxip)1/p \|\mathbf{x}\|_p = \left( \sum_{i=1}^{n} |x_i|^p \right)^{1/p} for 1 \leq p < \infty
step 2
We need to prove that if 0 < p < q , then xpxq \|\mathbf{x}\|_p \geq \|\mathbf{x}\|_q for all xRn \mathbf{x} \in \mathbb{R}^n . This is known as the p-norm inequality
step 3
Apply Hölder's inequality, which states that for any two vectors a,bRn \mathbf{a}, \mathbf{b} \in \mathbb{R}^n and for 1/p+1/q=1 1/p + 1/q = 1 , we have i=1naibi(i=1naip)1/p(i=1nbiq)1/q \sum_{i=1}^{n} |a_i b_i| \leq \left( \sum_{i=1}^{n} |a_i|^p \right)^{1/p} \left( \sum_{i=1}^{n} |b_i|^q \right)^{1/q}
step 4
To use Hölder's inequality, set ai=xip a_i = |x_i|^p and bi=1 b_i = 1 for all i i , and let q=p/(p1) q = p/(p-1) . Then, i=1nxip=(i=1nxip)1/p(i=1n1q)1/q \sum_{i=1}^{n} |x_i|^p = \left( \sum_{i=1}^{n} |x_i|^p \right)^{1/p} \left( \sum_{i=1}^{n} 1^q \right)^{1/q}
step 5
Simplify the expression to get (i=1nxip)1/p(i=1nxip)1/q \left( \sum_{i=1}^{n} |x_i|^p \right)^{1/p} \geq \left( \sum_{i=1}^{n} |x_i|^p \right)^{1/q} because n1/q1 n^{1/q} \geq 1 and 1/p < 1/q implies 1/p - 1/q > 0
step 6
Raise both sides of the inequality to the power of p p to obtain i=1nxip(i=1nxip)p/q \sum_{i=1}^{n} |x_i|^p \geq \left( \sum_{i=1}^{n} |x_i|^p \right)^{p/q}
step 7
Take the p-th root of both sides to get xpxq \|\mathbf{x}\|_p \geq \|\mathbf{x}\|_q , which shows that the p-norms follow an order
Answer
To show that all p-norms on Euclidean space follow an order, we use the definition of p-norms and apply Hölder's inequality to prove that xpxq \|\mathbf{x}\|_p \geq \|\mathbf{x}\|_q for 0 < p < q .
Key Concept
p-norm inequality and Hölder's inequality
Explanation
The p-norm inequality is demonstrated by applying Hölder's inequality to show that for any vector in Euclidean space, its p-norms follow an order when 0 < p < q , meaning that as p increases, the p-norm does not increase.
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