Table of Contents

  1. Chebyshev’s Order Inequality
  2. The Rearrangement Inequality
  3. Nonlinear Rearrangement Inequality

对所有非负实数 $ a_ {k}, b_ {k}, k = 1,2, \ldots, n, 0 < m \le \frac{a_ {k}}{b_ {k}} \le M < \infty $,我们有如下边界

$ \left( \sum^{n}_ {k=1} a^{2}_ {k} \right)^{\frac{1}{2}} \left( \sum^{n}_ {k=1} b^{2}_ {k} \right)^{\frac{1}{2}} \le \frac{A}{G} \sum^{n}_ {k=1}a_ {k}b_ {k} $

其中 $ A = \frac{(m+M)}{2}, G = \sqrt{mM} $

Chebyshev’s Order Inequality

假设 $ f : \mathbb{R} \to \mathbb{R}, g: \mathbb{R} \to \mathbb{R} $ 为非递减且假设 $ p_ {j} \ge 0, j = 1,2, \ldots, n $,且满足 $ p_ {1} + p_ {2} + \cdots + p_ {n} = 1 $。则对于任意非递减序列 $ x_ {1} \le x_ {2} \le \cdots \le x_ {n} $,有不等式

$ \{ \sum^{n}_ {k=1}f(x_ {k})p_ {k} \}\{ \sum^{n}_ {k=1}g(x_ {k})p_ {k} \} \le \sum^{n}_ {k=1}f(x_ {k})g(x_ {k})p_ {k} $

该式子用概率论语言来说,则如果 X 是一个随机变量其有 $ P(X = x_ {k}) = p_ {k}, k = 1,2,\ldots,n $,则其有关期望的不等式如下:

$ E[f(X)]E[g(X)] \le E[f(X)g(X)] $

The Rearrangement Inequality

对每个有序实数列对 $ - \infty < a_ {1} \le a_ {2} \le \cdots \le a_ {n} < \infty, - \infty < b_ {1} \le b_ {2} \le \cdots \le b_ {n} \le \infty $

且对每个排列 $ \sigma: [n] \to [n] $,有

$ \sum^{n}_ {k=1}a_ {k}b_ {n-k+1} \le \sum^{n}_ {k=1}a_ {k}b_ {\sigma(k)} \le \sum^{n}_ {k=1}a_ {k}b_ {k} $

Nonlinear Rearrangement Inequality

设 $ f_ {1}, f_ {2}, \ldots, f_ {n} $ 是从区间 I 到 $ \mathbb{R} $ 的函数,有 $ f_ {k+1}(x) - f_ {k}(x) , 1 \le k \le n $ 是非递减的,设 $ b_ {1} \le b_ {2} \le \cdots \le b_ {n} $ 为区间 I 中一个有序数列,则对每个排列 $ \sigma: [n] \to [n] $,有如下边界

$ \sum^{n}_ {k=1}f_ {k}(b_ {n-k+1}) \le \sum^{n}_ {k=1}f_ {k}(b_ {\sigma(k)}) \le \sum^{n}_ {k=1}f_ {k}(b_ {k}) $