[Lemma]: Hölder’s Inequality

Let $a,b\geq0$, and $p,q>1$ s.t. ${1\over p}+{1\over q}=1$

(可以稱 $p$ is a conjugate number of $q$, and vice versa)

Then we have

$$ ab\leq \frac{a^p}{p}+\frac{b^q}{q} $$

[Thm]: Hölder’s Inequality

Let $a_j,b_j\geq0$, $\forall j=1,...,n$, and $p,q>1$ s.t. ${1\over p}+{1\over q}=1$. Then

$$ \sum_{j=1}^n a_jb_j\leq \left(\sum_{j=1}^n a_j^p\right)^{1/p} \left(\sum_{j=1}^n b_j^q\right)^{1/q} $$

可以這麼記 $|\langle f,g \rangle|_1\leq\|f\|_p\cdot\|g\|_q$