I'm having trouble with an exercise in the Cauchy Schwarz Master Class by Steele. Exercise 1.3b asks to prove or disprove this generalization of the Cauchy-Schwarz inequality:
The following is the solution at the end of the book:
After struggling to understand the solution for a few hours, I still cannot see why the substitution c2k/(c21+…+c2n) would bring the target inequality to the solvable inequality. Neither do I understand what the n2<n3 bound has to do with anything or how it allows us to take a "cheap shot".
Thanks!
Edit: I'm also wondering, is there a name for this generalization of Cauchy-Schwarz? Any known results in this direction?
Answer
I have reason to believe the text has a typo; maybe someone can correct me on this point. Because, to my mind, the definition of the ˆci's would apply to the sum ∑|akbkc2k|. I suspect it should read
ˆci=ci√c21+c22+⋯+c2n.
If my hunch is correct, we would argue as follows (using the ˆci's defined right above):
|n∑k=1akbkˆck|≤n∑k=1|akbkˆck|≤n∑k=1|akbk|=|n∑k=1|ak|⋅|bk||≤(n∑k=1|ak|2)1/2(n∑k=1|bk|2)1/2
Above:
- ≤: Follows from triangle inequality
- ≤: Follows from |ˆck|≤1, k=1,⋯,n.
- =: Follows because x=|x| for x≥0.
- ≤: Cauchy-Schwarz applied to |ak|,|bk|.
Now take the far left and far right side of this, square, and multiply by c21+c22⋯+c2n (apply to ˆci).
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