A Proof of Hölder’s Inequality Using the Layer Cake Representation

Posted byCalvin Wooyoung ChinPosted inNotesTags:, , , , ,

We prove Hölder’s inequality using the so-called layer cake representation and the tensor power trick. The heart of the proof is the following one line: \{fg \ge t\} \subset \{f \ge t^{1/p}\} \cup \{g \ge t^{1/q}\}.

holder-using-layer-cakeDownload

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