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INEQUALITIES VIA CONVEX FUNCTIONS

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Internat. J. Math. & Math. Sci.<br />

Vol. 22, No. 3 (1999) 543–546<br />

S 0161-1712〈99〉22543-4<br />

© Electronic Publishing House<br />

<strong>INEQUALITIES</strong> <strong>VIA</strong> <strong>CONVEX</strong> <strong>FUNCTIONS</strong><br />

I. A. ABOU-TAIR and W. T. SULAIMAN<br />

(Received 25 May 1998)<br />

Abstract. A general inequality is proved using the definition of convex functions. Many<br />

major inequalities are deduced as applications.<br />

Keywords and phrases. Convex functions, inequalities.<br />

1991 Mathematics Subject Classification. 26A51, 26D15.<br />

1. Introduction. Kapur and Kumer (1986) have used the principle of dynamical<br />

programming to prove major inequalities due to Shannon, Renyi, and Hölder. See [1].<br />

In this note, we prove a general inequality using convex functions. As a result, the<br />

inequalities of Shannon, Renyi, Hölder, and others are all deduced.<br />

Let I be an interval in R, f : I → R is said to be convex if and only if, for all x, y ∈ I,<br />

all λ, 0≤ λ ≤ 1,<br />

f [ λx +(1−λ)y ] ≤ λf (x)+(1−λ)y. (1)<br />

Here, we give the following new definitions:<br />

(a) Let f and g be two functions and let I be an interval in R for which f ◦ g is<br />

defined, then f is said to be g-convex if and only if, for all x, y ∈ I, all λ,<br />

0 ≤ λ ≤ 1,<br />

f [ λg(x)+(1−λ)g(y) ] ≤ λf ◦g(x)+(1−λ)f ◦g(y). (2)<br />

(b) If the inequality is reversed, then f is said to be g-concave.<br />

If g(x) = x, the two definitions of g-convex and convex functions become identical.<br />

Theorem 1.1. Let f be g-convex, then<br />

(i) if g is linear, then f ◦g is convex, and<br />

(ii) if f is increasing and g is convex, then f ◦g is convex.<br />

Proof.<br />

(i)<br />

(ii)<br />

f ◦g [ λx +(1−λ)y ] = f [ λg(x)+(1−λ)g(y) ]<br />

≤ λf ◦g(x)+(1−λ)f ◦g(y).<br />

f ◦g [ λx +(1−λ)y ] ≤ f [ λg(x)+(1−λ)g(y) ]<br />

≤ λf ◦g(x)+(1−λ)f ◦g(y).<br />

(3)<br />

(4)


544 I. A. ABOU-TAIR AND W. T. SULAIMAN<br />

Lemma 1.1. Let f be g-convex and let ∑ n<br />

i=1 t i = T n = 1, t i ≥ 0, i = 1,2,...,n, then<br />

(<br />

∑ n<br />

f t i g ( ) ) n∑<br />

x i ≤ t i f ◦g ( )<br />

x i . (5)<br />

Proof.<br />

(<br />

∑ n<br />

f<br />

i=1<br />

i=1<br />

t i g ( ) ) n−1<br />

∑<br />

x i =f<br />

(T n−1<br />

≤T n−1 f<br />

=T n−2 f<br />

i=1<br />

i=1<br />

t i<br />

g ( )<br />

x i +tn g ( ) )<br />

x n<br />

T n−1<br />

( n−1 ∑ t i<br />

g ( ) )<br />

x i +t n f ◦g ( )<br />

x n<br />

T<br />

i=1 n−1<br />

(<br />

n−2<br />

Tn−2 ∑<br />

T n−1<br />

i=1<br />

( n−2 ∑ t i<br />

i=1<br />

t i<br />

g ( ) t n−1<br />

x i + g ( ) )<br />

x n−1 +t n f ◦g ( )<br />

x n<br />

T n−2 T n−1<br />

(6)<br />

≤T n−2 f<br />

g ( ) )<br />

x i +t n−1 f ◦g ( )<br />

x n−1 +tn f ◦g ( )<br />

x n<br />

T n−2 .<br />

n∑<br />

≤ t i f ◦g ( )<br />

x i .<br />

i=1<br />

Lemma 1.2. For any function g, the exponential function f(x)= e x is g-convex.<br />

Proof.<br />

Define<br />

F(x)= λe g(x) +(1−λ)e g(y) −e λg(x)+(1−λ)g(y) . (7)<br />

Let<br />

G(t) = (1−λ)+λt −t λ , t >0. (8)<br />

It follows that<br />

G ′ (t) = λ ( 1−t λ−1) , G ′′ (t) = λ(1−λ)t λ−2 . (9)<br />

Thus, G ′ (t) = 0 when t = 1 and G ′′ (1) = λ(1 − λ) > 0. Hence, G has its minimum<br />

value 0 at t = 1 and this implies G(t) ≥ 0, t>0. The result follows by putting F(x)=<br />

e g(y) G(e g(x)−g(y) ).<br />

Corollary 1.3. The function f(x) = ln(x) is concave for if h(x) = e x , then, by<br />

Lemma 1.2, h is f -convex. Hence,<br />

It follows that<br />

e λ(lnx)+(1−λ)lny ≤ λe lnx +(1−λ)e lny = λx +(1−λy). (10)<br />

λlnx +(1−λ)lny ≤ ln [ λx +(1−λ)y ] . (11)<br />

2. Main inequality<br />

Theorem 2.1.<br />

Proof.<br />

n∑<br />

m∏<br />

j=1 i=1<br />

(<br />

pij<br />

) qi<br />

/ ∑mi=1<br />

q i<br />

≤<br />

∑ m<br />

i=1<br />

∑ n<br />

j=1 p ij q i<br />

∑ m<br />

i=1 q i<br />

. (12)<br />

If f(x)= e x and g(x) = lnx, then f is g-convex. By Lemma 1.2, we have


<strong>INEQUALITIES</strong> <strong>VIA</strong> <strong>CONVEX</strong> <strong>FUNCTIONS</strong> 545<br />

m∏<br />

/<br />

( ) ∑mi=1 (<br />

/ ∑mi=1 ∏mi=1<br />

)<br />

qi q i pij = e ln (p ij ) q i q i<br />

Therefore,<br />

i=1<br />

j=1 i=1<br />

/<br />

∑ ∑mi=1<br />

mi=1<br />

ln(p<br />

= e<br />

ij ) q i q ∑ i mi=1<br />

/ ∑mi=1<br />

(q<br />

= e i q i )lnp ij<br />

( ∑ m∑<br />

m<br />

qi<br />

≤ ∑ m<br />

)e lnp ij i=1 q i p ij<br />

= ∑ m .<br />

i=1 q i i=1 q i<br />

i=1<br />

(13)<br />

n∑ m∏<br />

/<br />

( ) ∑mi=1<br />

∑ n ∑ m ∑ m ∑ n<br />

qi q i j=1 i=1 p ij q i i=1 j=1 p ij q i<br />

pij ≤ ∑ m = ∑ m . (14)<br />

i=1 q i i=1 q i<br />

3. Applications<br />

Theorem 3.1 (Shannon’s inequality). Given ∑ m<br />

i=1 a i = a, ∑ m<br />

m∑<br />

Proof.<br />

we have<br />

That is<br />

It follows that<br />

Hence, we get<br />

( ) a<br />

aln ≤<br />

b<br />

i=1<br />

Applying Theorem 2.1 by putting<br />

p ij = b i<br />

a i<br />

, j = 1, q i = a i ,<br />

m∏<br />

i=1<br />

i=1 b i = b, then<br />

( )<br />

ai<br />

a i ln , a i ,b i ≥ 0. (15)<br />

b i<br />

m∑<br />

a i = a,<br />

i=1<br />

m∑<br />

b i = b, (16)<br />

/<br />

( ) ∑mi=1<br />

ai a bi<br />

i<br />

∑ m<br />

i=1 b<br />

≤ ∑ i<br />

m . (17)<br />

a i i=1 a i<br />

m∏<br />

i=1<br />

i=1<br />

(<br />

bi<br />

a i<br />

) ai /a<br />

≤ b a . (18)<br />

a<br />

m<br />

b ≤ ∏ ( ) ai /a ai<br />

. (19)<br />

b i<br />

i=1<br />

( ) a<br />

aln ≤<br />

b<br />

m∑<br />

i=1<br />

( )<br />

ai<br />

a i ln . (20)<br />

b i<br />

Theorem 3.2 (Renyi’s inequality). Given ∑ m<br />

i=1 a i = a, ∑ m<br />

i=1 b i = b, then, for α>0,<br />

α ̸=1,<br />

1 (<br />

a α b 1−α −a ) m∑ 1 ( )<br />

≤ a<br />

α<br />

i<br />

α−1<br />

α−1<br />

b1−α i<br />

−a i , ai ,b i ≥ 0. (21)<br />

i=1<br />

Proof. Applying Theorem 2.1 with i = 2, p 1j = c j , p 2j = d j , q 1 = λ, q 2 = 1 − λ,<br />

0


546 I. A. ABOU-TAIR AND W. T. SULAIMAN<br />

/∑ m<br />

/∑ m<br />

On putting c j = (a j j=1 a j ) and d j = (b j j=1 b j ), inequality (22) implies<br />

( m∑<br />

m<br />

)<br />

∑ λ ( m<br />

)<br />

∑ 1−λ<br />

a λ j b1−λ j<br />

≤ a j b j , (23)<br />

and this gives<br />

j=1<br />

j=1<br />

a λ b 1−λ<br />

λ−1 ≤ 1<br />

λ−1<br />

m∑<br />

j=1<br />

j=1<br />

a λ j b1−λ j<br />

. (24)<br />

Thus, for the case 0


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