Inequality about exponentiations of 1+x
An illustration of Bernoulli's inequality, with the
graphs of
![{\displaystyle y=(1+x)^{r}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/f81f873f32704b69af5bb1b20bab77eb1585b485)
and
![{\displaystyle y=1+rx}](https://wikimedia.org/api/rest_v1/media/math/render/svg/15f3f88ab23c807a4fa8fade103e33a9dc297784)
shown in red and blue respectively. Here,
![r=3.](https://wikimedia.org/api/rest_v1/media/math/render/svg/912e3676e57f959c74b48dd6c19c8a7247d0900f)
In mathematics, Bernoulli's inequality (named after Jacob Bernoulli) is an inequality that approximates exponentiations of 1 + x. It is often employed in real analysis. It has several useful variants:[1]
for every integer r ≥ 0 and real number x ≥ −1. The inequality is strict if x ≠ 0 and r ≥ 2.
for every even integer r ≥ 0 and every real number x.
for every real number r ≥ 1 and x ≥ −1. The inequalities are strict if x ≠ 0 and r ≠ 0, 1.
for every real number 0 ≤ r ≤ 1 and x ≥ −1.
History[]
Jacob Bernoulli first published the inequality in his treatise "Positiones Arithmeticae de Seriebus Infinitis" (Basel, 1689), where he used the inequality often.[2]
According to Joseph E. Hofmann, Über die Exercitatio Geometrica des M. A. Ricci (1963), p. 177, the inequality is actually due to Sluse in his Mesolabum (1668 edition), Chapter IV "De maximis & minimis".[2]
Proof for integer exponent[]
Bernoulli's inequality can be proved for the case in which r is an integer, using mathematical induction in the following form:
- we prove the inequality for
,
- from validity for some r we deduce validity for r + 2.
For r = 0,
![{\displaystyle (1+x)^{0}\geq 1+0x}](https://wikimedia.org/api/rest_v1/media/math/render/svg/55e9c137dddddb1e2316e3666ba5f2c4884dda5e)
is equivalent to 1 ≥ 1 which is true.
Similarly, for r = 1 we have
![{\displaystyle (1+x)^{r}=1+x\geq 1+x=1+rx.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/2de438fd7f3ead209f6b3c3cf1773c9268a676bf)
Now suppose the statement is true for r = k:
![{\displaystyle (1+x)^{k}\geq 1+kx.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/3e8814035edd74872d7363aaf723b753fff28f6e)
Then it follows that
![{\displaystyle {\begin{aligned}(1+x)^{k+2}&=(1+x)^{k}(1+x)^{2}\\&\geq (1+kx)\left(1+2x+x^{2}\right)\qquad \qquad \qquad {\text{ by hypothesis and }}(1+x)^{2}\geq 0\\&=1+2x+x^{2}+kx+2kx^{2}+kx^{3}\\&=1+(k+2)x+kx^{2}(x+2)+x^{2}\\&\geq 1+(k+2)x\end{aligned}}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/b0f48b94c8ca07441f65ce00f011530f73f27fab)
since
as well as
. By the modified induction we conclude the statement is true for every non-negative integer r.
Generalizations[]
Generalization of exponent[]
The exponent r can be generalized to an arbitrary real number as follows: if x > −1, then
![{\displaystyle (1+x)^{r}\geq 1+rx}](https://wikimedia.org/api/rest_v1/media/math/render/svg/b8ab63ba9d8e48f2c0e5ca48f905ab59bcfd1f11)
for r ≤ 0 or r ≥ 1, and
![{\displaystyle (1+x)^{r}\leq 1+rx}](https://wikimedia.org/api/rest_v1/media/math/render/svg/490417959c7662ec66ccbff05c0f9370f0e0d132)
for 0 ≤ r ≤ 1.
This generalization can be proved by comparing derivatives. The strict versions of these inequalities require x ≠ 0 and r ≠ 0, 1.
Generalization of base[]
Instead of
the inequality holds also in the form
where
are real numbers, all greater than -1, all with the same sign. Bernoulli's inequality is a special case when
. This generalized inequality can be proved by mathematical induction.
Proof[]
In the first step we take
. In this case the inequality
is obviously true.
In the second step we assume validity of the inequality for
numbers and deduce validity for
numbers.
We assume that
![{\displaystyle (1+x_{1})(1+x_{2})\dots (1+x_{r})\geq 1+x_{1}+x_{2}+\dots +x_{r}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/ea4d72b339765913f799483e3518315337ab00c0)
is valid. After multiplying both sides with a positive number
![{\displaystyle (x_{r+1}+1)}](https://wikimedia.org/api/rest_v1/media/math/render/svg/136a6bb44985e6c58184908dfc88f9dbedc2de11)
we get:
As
all have the same sign, the products
are all positive numbers. So the quantity on the right-hand side can be bounded as follows:
![{\displaystyle (1+x_{1}+x_{2}+\dots +x_{r})+x_{r+1}+x_{1}x_{r+1}+x_{2}x_{r+1}+\dots +x_{r}x_{r+1}\geq 1+x_{1}+x_{2}+\dots +x_{r}+x_{r+1},}](https://wikimedia.org/api/rest_v1/media/math/render/svg/684bd2273c2c81fb9376c55746e4aadcd54a1d66)
what was to be shown.
Related inequalities[]
The following inequality estimates the r-th power of 1 + x from the other side. For any real numbers x, r with r > 0, one has
![{\displaystyle (1+x)^{r}\leq e^{rx},}](https://wikimedia.org/api/rest_v1/media/math/render/svg/0a34a41ae04cd07ac55936eb02d343c22765701f)
where e = 2.718.... This may be proved using the inequality (1 + 1/k)k < e.
Alternative form[]
An alternative form of Bernoulli's inequality for
and
is:
![{\displaystyle (1-x)^{t}\geq 1-xt.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/be1c08f5244f53f0ca48040dc425dd26b53e5325)
This can be proved (for any integer t) by using the formula for geometric series: (using y = 1 − x)
![{\displaystyle t=1+1+\dots +1\geq 1+y+y^{2}+\ldots +y^{t-1}={\frac {1-y^{t}}{1-y}},}](https://wikimedia.org/api/rest_v1/media/math/render/svg/c71948d502110e1589b1c19563f4f3feebb06fcb)
or equivalently
Alternative proof[]
Using AM-GM
An elementary proof for
and x ≥ -1 can be given using weighted AM-GM.
Let
be two non-negative real constants. By weighted AM-GM on
with weights
respectively, we get
![{\displaystyle {\dfrac {\lambda _{1}\cdot 1+\lambda _{2}\cdot (1+x)}{\lambda _{1}+\lambda _{2}}}\geq {\sqrt[{\lambda _{1}+\lambda _{2}}]{(1+x)^{\lambda _{2}}}}.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/9f459002fd2eda59b67e8883fe1c9964d7defa48)
Note that
![{\displaystyle {\dfrac {\lambda _{1}\cdot 1+\lambda _{2}\cdot (1+x)}{\lambda _{1}+\lambda _{2}}}={\dfrac {\lambda _{1}+\lambda _{2}+\lambda _{2}x}{\lambda _{1}+\lambda _{2}}}=1+{\dfrac {\lambda _{2}}{\lambda _{1}+\lambda _{2}}}x}](https://wikimedia.org/api/rest_v1/media/math/render/svg/47cef281534eeafb272985f1504d1f2906370b0a)
and
![{\displaystyle {\sqrt[{\lambda _{1}+\lambda _{2}}]{(1+x)^{\lambda _{2}}}}=(1+x)^{\frac {\lambda _{2}}{\lambda _{1}+\lambda _{2}}},}](https://wikimedia.org/api/rest_v1/media/math/render/svg/a83861318bcd3c34add033fb2d5a4dd04cb94b21)
so our inequality is equivalent to
![{\displaystyle 1+{\dfrac {\lambda _{2}}{\lambda _{1}+\lambda _{2}}}x\geq (1+x)^{\frac {\lambda _{2}}{\lambda _{1}+\lambda _{2}}}.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/af85574af30f7c9dd12ac00d5f716f919a6a0750)
After substituting
(bearing in mind that this implies
) our inequality turns into
![{\displaystyle 1+rx\geq (1+x)^{r}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/786fec35580bd09881379da3d8e410d3395162a6)
which is Bernoulli's inequality.
Using the formula for geometric series
Bernoulli's inequality
-
![{\displaystyle (1+x)^{r}\geq 1+rx}](https://wikimedia.org/api/rest_v1/media/math/render/svg/b8ab63ba9d8e48f2c0e5ca48f905ab59bcfd1f11)
|
|
(1)
|
is equivalent to
-
![{\displaystyle (1+x)^{r}-1-rx\geq 0,}](https://wikimedia.org/api/rest_v1/media/math/render/svg/1ec5ee20f403579cce3c81743926d220d0ee028c)
|
|
(2)
|
and by the formula for geometric series (using y = 1 + x) we get
-
![{\displaystyle (1+x)^{r}-1=y^{r}-1=\left(\sum _{k=0}^{r-1}y^{k}\right)\cdot (y-1)=\left(\sum _{k=0}^{r-1}(1+x)^{k}\right)\cdot x}](https://wikimedia.org/api/rest_v1/media/math/render/svg/dea44ba69d183401329fdc47fa24ea3f6ad2122c)
|
|
(3)
|
which leads to
-
![{\displaystyle (1+x)^{r}-1-rx=\left(\left(\sum _{k=0}^{r-1}(1+x)^{k}\right)-r\right)\cdot x=\left(\sum _{k=0}^{r-1}\left((1+x)^{k}-1\right)\right)\cdot x\geq 0.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/5334c7df05b3fbc3db0b6d6d6cd34bb22a632d9d)
|
|
(4)
|
Now if
then by monotony of the powers each summand
, and therefore their sum is greater
and hence the product on the LHS of (4).
If
then by the same arguments
and thus
all addends
are non-positive and hence so is their sum. Since the product of two non-positive numbers is non-negative, we get again
(4).
Using the binomial theorem
One can prove Bernoulli's inequality for x ≥ 0 using the binomial theorem. It is true trivially for r = 0, so suppose r is a positive integer. Then
Clearly
and hence
as required.
Notes[]
References[]
External links[]