Exercise 1992Algebra › InequalitiesOlympiadAdded 5 Nov 2026
Hölder's inequality for three sequences
#Hölder#AM-GM#normalisation
Statement
Let for . Prove Hölder's inequality
Deduce that for .
Hint
Divide each sum by its total so that the three sums become . Then apply AM-GM to (after normalisation) for each and add.
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Solution
Idea. Normalise, then use AM-GM on each triple.
Normalisation. Let , , . If one of them is , both sides vanish. Otherwise, for each AM-GM on three non-negative numbers gives
Summation. Summing over , the left side is , so
which is the claim after cubing.
Consequence. Take and : , i.e. .
Remark. Equality holds iff the three sequences are proportional.
Lesson. To prove a product-of-sums inequality, normalise every factor to and let AM-GM do the work term by term.