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$g(r)=e^{(1/r)(ln( \sum_{i = 1}^{n} |x_i|^r))}$, where all $x_k$ are non-zero. So I have to show that it's strictly decreasing on (0, $\infty$)

$g'(r)= (e^{(1/r)(ln( \sum_{i = 1}^{n} |x_i|^r))})((-1/p^2)ln(\sum_{i = 1}^{n} |x_i|^r)+(1/p)\sum_{i = 1}^{n} |x_i|^r ln(x_i))$

To show decreasing the first derivative must be less than 0 for all $x=(x_1,...,x_n)$, so the e part could be cancelled out, and then I would have

$(1/p^2)ln(\sum_{i = 1}^{n} |x_i|^r) > (1/p)ln(\sum_{i = 1}^{n} |x_i|^r ln(x_i))$,

Cancel out a p from both sides, then I get stuck

Maybe I did it all wrong so far, thanks in advance

Edit: I'm completely lost on right hand limit, although I tried using the definition and it didn't really work out at all

Jeff
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1 Answers1

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Observe that $g(r)$ is simply the $r$-norm of $x=(x_1,...,x_n)\in\mathbb{R}^n$: $g(r)=e^{\ln({\sum|x_i|^r})^{1/r}}=(\sum|x_i|^r)^{1/r}$. Then it suffices to show that the $r$-norm is decreasing in $r$; and that $\lim_{r\to\infty}g(r)=g(\infty)$, where, with consistent notation, $g(\infty):=\max_i |x_i|$ is the $\infty$-norm.

P.S.: These are well-known results, and both of them have proofs even here on Math SE (e.g. see here and here). If you can't figure them out, I'll record them here as well.


Edit: Sorry for the late completion, here is the proof done in the way your teacher wanted. Let $\forall r\in]0,\infty[: g(r):\mathbb{R^n}\setminus\{0\}\to\mathbb{R^n}\setminus\{0\}, g(r)((x_1,...,x_n)):=e^{\frac{1}{r}\ln{\sum_{i=1}^n}|x_i|^r}=\sum_{i=1}^n |x_i|^{r})^{1/r}$. A few remarks are in order: First, $\forall r\in]0,\infty[: g(r)$ is a well-defined function (of $x$), but for $r<0$, it fails to be a norm. Needless to say, you could also consider $g:]0,\infty[\times(\mathbb{R^n}\setminus\{0\})\to\mathbb{R^n}\setminus\{0\}$. Second, $g$ need not be strictly decreasing in $r$, for instance for $n:=1,x_1:=1$, $g$ is even constant in $r$.

$g$ is a differentiable function of $r$, since it is a composition of such functions. Then we may differentiate:

$g'= g\left[\dfrac{1}{r}\ln{(\sum|a_i|^r)}\right]'= g\left[\dfrac{-\ln{(\sum|a_i|^r)}}{r^2}+\dfrac{\sum(|a_i|^r\ln{|a_i|)}}{r\sum|a_i|^r}\right]= \dfrac{g}{r\sum|a_i|^r}\left[\sum{(|a_i|^r\ln{|a_i|})}-\dfrac{1}{r}\ln{(\sum|a_i|^r)}\sum|a_i|^r\right].$

Observe that $\dfrac{1}{r}\ln{(\sum|a_i|^r)}$ does not depend on $i$, so that we can take it inside the sum:

$\dfrac{g}{r\sum|a_i|^r}\left[\sum{(|a_i|^r\ln{|a_i|})}-\dfrac{1}{r}\ln{(\sum|a_i|^r)}\sum|a_i|^r\right]= \dfrac{g}{r\sum|a_i|^r}\left[\sum{(|a_i|^r\ln{|a_i|})}-\sum{\left(|a_i|^r \dfrac{1}{r}\ln{(\sum|a_i|^r)}\right)}\right]= \dfrac{g}{r\sum|a_i|^r}\left[\sum{|a_i|^r \left(\ln{|a_i|}-\dfrac{1}{r}\ln{(\sum|a_i|^r)}\right) }\right]= \dfrac{g}{r\sum|a_i|^r}\left[\sum{|a_i|^r \ln{\dfrac{|a_i|}{(\sum|a_i|^r)^{1/r}}} }\right].$

Note that $\forall i: |a_i|^r\leq \sum |a_i|^r \implies |a_i|\leq(\sum|a_i|^r)^{1/r} \implies \dfrac{|a_i|}{ (\sum|a_i|^r)^{1/r} }\leq 1 \implies \ln{ \dfrac{|a_i|}{ (\sum|a_i|^r)^{1/r} }} \leq0.$ Then any term inside the bracketed sum is $\leq0$, so that the bracketed sum itself is nonpositive. As the first functional factors are nonnegative, the result follows.

Note: I think you can also prove the same result by induction on the dimension $n$ of $\mathbb{R^n}$.

Alp Uzman
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  • Our teacher actually posed the question as g(p) being the r-norm of x, but then hinted that we should find the first derivative in the form I have written in the original question. The problem is that we haven't "learnt what an integral is" in our analysis class so we can't use it. The one for the limit works perfectly though so thanks! In always amazed at how people find these answers. Anyways, if a further explanation could be given for the first part of the problem I'd greatly appreciate it, thanks – Jeff Jan 28 '15 at 14:05
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    Integrals and (discrete) sums are not too off from one another. I'll add the proofs when I find the time (probably today). – Alp Uzman Jan 28 '15 at 17:39
  • Thanks! No rush. I'm sure I'll see the similarity this semester from a true analysis point of view – Jeff Jan 28 '15 at 19:54