Page 61 - DMTH505_MEASURE_THEOREY_AND_FUNCTIONAL_ANALYSIS
P. 61

Measure Theory and Functional Analysis




                    Notes          and using the inequality
                                               1
                                              q q
                                          (1 t )  1,  t (0, 1],
                                   We immediately get f (t) < f (0),    t   (0, 1],
                                   and the Lemma again follows.

                                   For the remainder of the proof we are going to assume that u, v > 0.
                                   Obviously f is differentiable on (0, 1) and the solutions of the equation (3)
                                                           f  (t) = 0
                                   Let s be defined as in (1), so under the assumption that u, v > 0, we clearly have 0 < s < 1.

                                   We are going to prove first that s is the unique solution in (0, 1) of the equation (3).
                                   We have

                                                                             1
                                                                      1    q q  1  q 1
                                                           f  (t) =  u v  (1 t )  q t                      … (4)
                                                                      q
                                                                        t q
                                                               =  u v       , t (0, 1)
                                                                      1 t q
                                   so the equation (3) reads


                                                          t  q
                                                    u v        = 0.
                                                         1 t q
                                   Equivalently, we have

                                                              1
                                                          t q  p
                                                               = u/v,
                                                        1 t  q
                                                           t q
                                                                     p
                                                               = (u/v) ,
                                                          1 t q
                                                                   (u/v) p   u p
                                                              2
                                                             t =                 ,
                                                                 1 (u/v) p  u p  v p
                                   Having shown that the “candidates” for the maximum point are 0, 1 and s let us show that s is the
                                   only maximum point.
                                   For this purpose, we go back to (4) and we observe that f  is also continuous on (0, 1).

                                   Since                lim f (t) = u > 0 and
                                                        t  0
                                                        lim f (t) = –
                                                        t  1

                                   and the equation (3) has exactly one solution in (0, 1), namely s, this forces
                                                           f  (t) > 0    t   (0, s)





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