Mathematical Inequalities  

Bernoulli Inequality
$ Def: If x –1, then (1+x)n 1 + nx for all n N; Can be proved by induction, or using the binomial theorem.

Cauchy-Schwarz Inequality
$ Def: The Schwarz inequality in L2[a, b], i.e., for any two functions f, g L2[a, b],

|ab dx f *(x) g(x)|2 [ab dx |f(x)|2] [ab dx |g(x)|2] .

Minkowski Inequality
$ Def: For functions f, g Lp, p > 1, f + g p f p + g p.
* Relationships: It is a consequence of the Hölder inequality, and a generalization of the triangle inequality.

Schwarz Inequality
$ Def: If V is an inner product space, x, y V, |(x, y)|2 (x, x) (y, y).
@ References: Bhatia & Davis CMP(00) [operator versions].

Triangle Inequality
* In C: For all z1 and z2, z1 + z2 z1 + z2 .
* In a general metric space: For all x, y, z X, d(x, y) + d(y, z) d(x, z).

Other > see Hölder Inequality; Orlicz Inequality; quantum states.


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