Show that ∫01 ∫01 |f(x) + f(y)| dx dy ≥ ∫01 |f(x)| dx for any continuous real-valued function on [0,1].
Solution
Let A be the set of values with f(x) ≥ 0, B the values with f(x) < 0. Put IA = ∫A f(x) dx, IB = -∫B f(x) dx, a = |A|, b = |B|. Then rhs = IA + IB. We have ∫A ∫A |f(x) + f(y)| dx dy = ∫ (af(x) + ∫ f(y) dy) dx = ∫ (af(x) + IA) dx = 2aIA. Similarly ∫B ∫B = 2bIB.
wlog a ≥ b. If IA ≥ IB, then (a-b)(IA-IB) ≥ 0, so aIA + bIB ≥ bIA + aIB and hence 2aIA + 2bIB ≥ (a+b)(IA+IB) = IA + IB = rhs. So we are already done.
So assume IA < IB. Then ∫x∈A ∫y∈B ≥ ∫x∈A ∫y∈B -f(x) - f(y) dy dx = ∫x∈A(-bf(x) + IB) dx = aIB - bIA. But 2bIB + (aIB - bIA) = (a+b)IB + b(IB - IA) ≥ IB and 2aIA ≥ (a+b)IA = IA. So we have lhs ≥ rhs.
© John Scholes
jscholes@kalva.demon.co.uk
8 Dec 2003
Last corrected/updated 8 Dec 03