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单词 ProofOfPTAHInequality
释义

proof of PTAH inequality


In order to prove the PTAH inequality two lemmas are needed.The first lemma is quite general and does not depend on the specificP and Q that are defined for the PTAH inequality.

The setup for the first lemma is as follows:

We still have a measure spaceMathworldPlanetmath X with measure m.We have a subset Λn.And we have a function p:X×Λ which ispositive and is integrable in x for all λΛ.Also, p(x,λ)logp(x,λ) is integrable in x for eachpair λ,λΛ.

Define P:Λ by

P(λ)=p(x,λ)𝑑m(x)

and Q:Λ×Λ

by

Q(λ,λ)=p(x,λ)logp(x,λ)𝑑m(x).

Lemma 1 (1) P(λ)logP(λ)P(λ)Q(λ,λ)-Q(λ,λ)
(2) if Q(λ,λ)Q(λ,λ) thenP(λ)P(λ). If equality holds then p(x,λ)=p(x,λ) a.e [m].

Proof It is clear that (2) follows from (1), so we only need to prove (1). Define a measure dν(x)=p(x,λ)dm(x)P(λ).Then

𝑑ν(x)=1

so we can use Jensen’s inequalityMathworldPlanetmath for the logarithm.

Q(λ,λ)-Q(λ,λ)=p(x,λ)[logp(x,λ)-logp(x,λ)]𝑑m(x)
=p(x,λ)logp(x,λ)p(x,λ)dm(x)
=P(λ)logp(x,λ)p(x,λ)dν(x)
P(λ)logp(x,λ)p(x,λ)𝑑ν(x)
=P(λ)logp(x,λ)P(λ)𝑑m(x)
=P(λ)logP(λ)P(λ).

The next lemma uses the notation of the parent entry.

Lemma 2 Suppose ri0 for i=1,,n and θ=(θ1,,θn)σ. If jrj>0 then

i=1nθirii(rijrj)ri.

Proof. Let λ=(λi)σ. By the concavity of thelog function we have

iλilogxilogiλixi

where xi>0 for ı=1,,n.

so that

ixiλiiλixi=i(jλjxj)λi.(1)

It is enough to prove the lemma for the case where ri>0 for all i.We can also assume θi>0 for all i, otherwise the result is trivial.

Let ρ=jrj>0 and λi=riρ so thatρλi=ri.

Raise each side of (1) to the ρ power:

ixirii(jλjxj)ri(2)

so that

i(xijλjxj)ri1(3)

Multiply (3) by (riρ)ri to get:

i(rixijrjxj)rii(ri/ρ)ri.(4)

Claim: There exist xi>0, i=1,,n such that

θi=rixijrjxj.(5)

If so, then substituting into (4)

iθirii(riρ)ri=i(rijrj)ri

So it remains to prove the claim. We have to solve the system of equationsθijrjxj=rixi, i=1,,n for xi.Rewriting this in matrix form, let A=(aij), R=diag(r1,,rn),and x=diag(x1,,xn),where aii=θi-1 and aij=θi if ij, i,j=1,,n.The columns sums of A are 0, sinceθσ. Hence A is singularPlanetmathPlanetmath and the homogenous system ARx=0has a nonzero solution, say x. Since R is nonsingular, it follows thatRx0. It follows that rixi0 for some i and thereforejrjxj0. If necessary, we can replace x by -x so thatjrjxj>0. From (5) it follows that xj>0 for all j.

Now we can prove the PTAH inequality.Let ri(λ)=ai(x)jλjaj(x)dm(x).

We calculate Pλi by differentiatingunder the integral sign. If λi>0 then

Pλi=ri(λ)/λi.

Thus

λiPλi=ri(λ).(6)

If λi=0 then by writing

ri(λ)=Eai(x)𝑑m(x)+Ecλiai(x)𝑑m(x)

where E={xX|ai(x)=0}it is clear that each integral is 0, so that ri(λ)=0.So again, (6) holds. Therefore,

ri(λ)jrj(λ)=λiP/λijλjP/λj=λi¯.

Then

Q(λ,λ)=jλjaj(x)logi(λi)ai(x)dm(x)
=ilogλiai(x)jλjaj(x)dm(x)
=iri(λ)logλi
=logi(λi)ri(λ)
logi(ri(λ)jrj(λ))ri(λ)
=logi(λi¯)ri(λ)
=Q(λ,λ¯).

Now by Lemma 1, with λ¯=λ we getP(λ¯)P(λ).

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更新时间:2025/5/4 11:52:06