Carleman's inequality
Carleman's inequality is an inequality in mathematics, named after Torsten Carleman, who proved it in 1923 and used it to prove the Denjoy-Carleman theorem on quasi-analytic classes.
Statement
Let be a sequence of non-negative real numbers, thenThe constant e | in the inequality is optimal, that is, the inequality does not always hold if is replaced by a smaller number. The inequality is strict if some element in the sequence is non-zero.
Integral version
Carleman's inequality has an integral version, which states thatfor any f ≥ 0.
Carleson's inequality
A generalisation, due to Lennart Carleson, states the following:for any convex function g with g = 0, and for any -1 < p < ∞,
Carleman's inequality follows from the case p = 0.
Proof
Direct proof
An elementary proof is sketched below. From the inequality of arithmetic and geometric means applied to the numberswhere MG stands for geometric mean, and MA — for arithmetic mean. The Stirling-type inequality applied to implies
Therefore,
whence
proving the inequality. Moreover, the inequality of arithmetic and geometric means of non-negative numbers is known to be an equality if and only if all the numbers coincide, that is, in the present case, if and only if for. As a consequence, Carleman's inequality is never an equality for a convergent series, unless all vanish, just because the harmonic series is divergent.
By Hardy’s inequality
One can also prove Carleman's inequality by starting with Hardy's inequalityfor the non-negative numbers,,… and, replacing each with, and letting.