Let $x_1, y_1, \ldots, x_N, y_N \in [0, \infty)$ each be an
D4767: Unsigned real number.
Let $\lambda_1, \ldots, \lambda_N \in [0, \infty)$ each be an
D4767: Unsigned real number such that
(i) |
\begin{equation}
\sum_{n = 1}^N \lambda_n
= 1
\end{equation}
|
Let $p, q \in (0, \infty)$ each be a
D5407: Positive real number such that
(i) |
\begin{equation}
\frac{1}{p} + \frac{1}{q}
= 1
\end{equation}
|
Then
(1) |
\begin{equation}
\sum_{n = 1}^N \lambda_n x_n y_n
\leq \left( \sum_{n = 1}^N \lambda_n x_n^p \right)^{1 / p} \left( \sum_{n = 1}^N \lambda_n y_n^q \right)^{1 / q}
\end{equation}
|
(2) |
\begin{equation}
\sum_{n = 1}^N \lambda_n x_n y_n
= \left( \sum_{n = 1}^N \lambda_n x_n^p \right)^{1 / p} \left( \sum_{n = 1}^N \lambda_n y_n^q \right)^{1 / q}
\quad \iff \quad
\exists \, c \in [0, \infty) : x = c y \text{ or } y = c x
\end{equation}
|