Journal of Inequalities in Pure and Applied Mathematics ON A NEW MULTIPLE EXTENSION OF HILBERT’S INTEGRAL INEQUALITY volume 6, issue 2, article 39, 2005. BICHENG YANG Department of Mathematics, Guangdong Institute of Education, Guangzhou, Guangdong 510303, People’s Republic Of China. Received 04 June, 2004; accepted 18 March, 2005. Communicated by: B.G. Pachpatte EMail: bcyang@pub.guangzhou.gd.cn URL: http://page.gdei.edu.cn/~yangbicheng Abstract Contents JJ J II I Home Page Go Back Close c 2000 Victoria University ISSN (electronic): 1443-5756 114-04 Quit Abstract This paper gives a new multiple extension of Hilbert’s integral inequality with a best constant factor, by introducing a parameter λ and the Γ function. Some particular results are obtained. 2000 Mathematics Subject Classification: 26D15. Key words: Hilbert’s integral inequality; Weight coefficient , Γ function. Contents 1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 2 Some Lemmas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 3 Proof of the Theorem and Remarks . . . . . . . . . . . . . . . . . . . . . . 13 References On a New Multiple Extension of Hilbert’s Integral Inequality Bicheng Yang Title Page Contents JJ J II I Go Back Close Quit Page 2 of 18 J. Ineq. Pure and Appl. Math. 6(2) Art. 39, 2005 http://jipam.vu.edu.au 1. Introduction If f, g ≥ 0 satisfy Z 0< ∞ ∞ Z 2 f (x)dx < ∞ g 2 (x)dx < ∞, and 0 < 0 0 then ∞ Z ∞ Z (1.1) 0 0 f (x)g(y) dxdy < π x+y Z ∞ Z 2 2 f (x)dx 0 12 ∞ g (x)dx On a New Multiple Extension of Hilbert’s Integral Inequality , 0 where the constant factor π is the best possible (cf. Hardy et al. [2]). Inequality (1.1) is well known as Hilbert’s integral inequality, which had been extended by Hardy [1] as: If p > 1, p1 + 1q = 1, f, g ≥ 0 satisfy Z ∞ Z p f (x)dx < ∞ 0< 0 Title Page Contents JJ J ∞ and 0 < Bicheng Yang g q (x)dx < ∞, 0 II I Go Back then Z ∞ Z (1.2) 0 0 ∞ Close f (x)g(y) dxdy x+y < sin π π p Quit Z ∞ p p1 Z f (x)dx 0 ∞ q g (x)dx 1q Page 3 of 18 , 0 J. Ineq. Pure and Appl. Math. 6(2) Art. 39, 2005 http://jipam.vu.edu.au π where the constant factor sin(π/p) is the best possible. Inequality (1.2) is called Hardy- Hilbert’s integral inequality, and is important in analysis and its applications (cf. Mitrinović et al.[6]). Recently, by introducing a parameter λ, Yang [9] gave an extension of (1.2) as: If λ > 2 − min{p, q}, f, g ≥ 0 satisfy Z ∞ Z ∞ 1−λ p 0< x f (x)dx < ∞ and 0 < x1−λ g q (x)dx < ∞, 0 On a New Multiple Extension of Hilbert’s Integral Inequality 0 then Bicheng Yang Z ∞Z ∞ (1.3) 0 0 f (x)g(y) dxdy (x + y)λ Z < kλ (p) Title Page ∞ x1−λ f p (x)dx p1 Z ∞ x1−λ g q (x)dx 1q , 0 0 where the constant factor kλ (p) = B p+λ−2 , q+λ−2 is the best possible (B(u, v) p q is the β function). For λ = 1, inequality (1.3) reduces to (1.2). On the problem for multiple extension of (1.1), [3, 4] gave some new results and Yang [8] gave an improvement of their works as: P If n ∈ N\{1}, pi > 1, ni=1 p1i = 1, λ > n − min {pi }, fi ≥ 0, satisfy 1≤i≤n Z 0< 0 Contents JJ J II I Go Back Close Quit Page 4 of 18 ∞ xn−1−λ fipi (x)dx < ∞ (i = 1, 2, . . . , n), J. Ineq. Pure and Appl. Math. 6(2) Art. 39, 2005 http://jipam.vu.edu.au then Z ∞ Z ∞ ··· (1.4) 0 P n j=1 0 n Y 1 xj λ fi (xi )dx1 . . . dxn i=1 Z ∞ p1 n i 1 Y pi + λ − n n−1−λ pi < x fi (x)dx Γ , Γ(λ) i=1 pi 0 Qn pi +λ−n 1 where the constant factor Γ(λ) Γ is the best possible. For n = 2, i=1 pi inequality (1.4) reduces to (1.3). It follows that (1.4) is a multiple extension of (1.3), (1.2) and (1.1). In 2003, Yang et. al [11] provided an extensive account of the above results. The main objective of this paper is to build a new extension of (1.1) with a best constant factor other than (1.4), and give some new particular results. That is P Theorem 1.1. If n ∈ N\{1}, pi > 1, ni=1 p1i = 1, λ > 0, fi ≥ 0, satisfy Z ∞ 0< xpi −1−λ fipi (x)dx < ∞ (i = 1, 2, . . . , n), 0 ∞ Z ··· (1.5) 0 0 Bicheng Yang Title Page Contents JJ J II I Go Back then Z On a New Multiple Extension of Hilbert’s Integral Inequality ∞ n Y 1 P n j=1 xj λ Close fi (xi )dx1 . . . dxn Quit i=1 Page 5 of 18 Z ∞ p1 i 1 λ pi −1−λ pi < Γ x fi (x)dx , Γ(λ) i=1 pi 0 n Y J. Ineq. Pure and Appl. Math. 6(2) Art. 39, 2005 http://jipam.vu.edu.au where the constant factor 1 Γ(λ) Qn i=1 Γ λ pi is the best possible. In particular, (a) for λ = 1, we have Z ∞ Z ··· (1.6) 0 0 ∞ Qn i=1 fi (xi ) P dx1 . . . dxn n j=1 xj p1 Z ∞ n Y i 1 pi −2 pi < Γ x fi (x)dx ; pi 0 i=1 (b) for n = 2, using the symbol of (1.3) and setting e kλ (p) = B λp , λq , we have Z ∞Z ∞ f (x)g(y) (1.7) dxdy (x + y)λ 0 0 Z ∞ p1 Z ∞ 1q p−1−λ p q−1−λ q <e kλ (p) x f (x)dx x g (x)dx , 0 0 where the constant factors in (1.6) and (1.7) are still the best possible. On a New Multiple Extension of Hilbert’s Integral Inequality Bicheng Yang Title Page Contents JJ J II I Go Back Close In order to prove the theorem, we introduce some lemmas. Quit Page 6 of 18 J. Ineq. Pure and Appl. Math. 6(2) Art. 39, 2005 http://jipam.vu.edu.au 2. Some Lemmas Lemma 2.1. If k ∈ N, ri > 1 (i = 1, 2, . . . , k + 1), and ∞ Z ∞ Z ··· (2.1) 0 0 k Y 1 1+ Pk j=1 uj λ(k) r −1 uj j du1 Pk+1 i=1 ri = λ(k), then Qk+1 . . . duk = j=1 Γ(ri ) . Γ(λ(k)) i=1 Proof. We establish (2.1) by mathematical induction. For k = 1, since r1 +r2 = λ(1), and (see [7]) Z ∞ up−1 (2.2) B(p, q) = du = B(q, p) (p, q > 0), (1 + u)p+q 0 we have (2.1). Suppose for k ∈ N, that (2.1) Then for k + 1, since .is valid. Pk+1 Pk+1 r1 + i=2 ri = λ(k + 1), by setting v = u1 1 + j=2 uj , we obtain Z ∞ Z ∞ ··· (2.3) 0 0 Z ∞ Z ··· = 0 0 1+ ∞ 1 Pk+1 j=1 k+1 Y uj λ(k+1) r −1 uj j du1 . . . duk+1 j=1 r 1 Q P k+1 rj −1 v r1 −1 1 + k+1 u j=2 j j=2 uj dvdu2 . . . duk+1 λ(k+1) P λ(k+1) 1 + k+1 u (1 + v) j=2 j On a New Multiple Extension of Hilbert’s Integral Inequality Bicheng Yang Title Page Contents JJ J II I Go Back Close Quit Page 7 of 18 J. Ineq. Pure and Appl. Math. 6(2) Art. 39, 2005 http://jipam.vu.edu.au Z ∞ Z ∞ ··· = 0 0 Qk+1 r −1 uj j du . . . duk+1 Pk+1 λ(k+1)−r1 2 1 + j=2 uj Z ∞ v r1 −1 × dv. (1 + v)λ(k+1) 0 j=2 In view of (2.2) and the assumption of k, we have ! Z ∞ k+1 X v r1 −1 1 (2.4) dv = Γ ri Γ(r1 ); (1 + v)λ(k+1) Γ(λ(k + 1)) 0 i=2 Z ∞ Z ··· (2.5) 0 0 ∞ Qk+2 rj −1 Γ(ri ) j=2 uj du . . . duk+1 = i=2 Pk+1 . Pk+1 λ(k+1)−r1 2 Γ 1 + j=2 uj i=2 ri Qk+1 Then, by (2.5), (2.4) and (2.3), we find Qk+1 rj −1 Qk+2 Z ∞ Z ∞ j=1 uj i=1 Γ(ri ) ··· du . . . du = . 1 k+1 λ(k+1) Pk+1 Γ(λ(k + 1)) 0 0 1 + j=1 uj Hence (2.1) is valid for k ∈ N by induction. The lemma is proved. P Lemma 2.2. If n ∈ N\{1}, pi > 1 (i = 1, 2, . . . , n), ni=1 p1i = 1 and λ > 0, set the weight coefficient ω(xi ) as (λ−pj )/pj Z ∞ Qn λZ ∞ pj j=1(j6=i) xj (2.6) ω(xi ) := xi ··· dx1 . . . dxi−1 dxi+1 . . . dxn . P λ n 0 0 x j=1 j On a New Multiple Extension of Hilbert’s Integral Inequality Bicheng Yang Title Page Contents JJ J II I Go Back Close Quit Page 8 of 18 J. Ineq. Pure and Appl. Math. 6(2) Art. 39, 2005 http://jipam.vu.edu.au Then, each ω(xi ) is constant, that is n 1 Y λ (2.7) ω(xi ) = Γ , Γ(λ) j=1 pj (i = 1, 2, . . . , n). Proof. Fix i. Setting pen = pi , and pej = pj , uj = xj /xi , for j = 1, 2, . . . , i − 1; pej = pj+1 , uj = xj+1 /xi , for j = i, i + 1, . . . , n − 1 in (2.6), by simplification, we have Z ∞ Z ∞ n−1 Y −1+ pλ 1 j (2.8) ω(xi ) = ··· uj du1 . . . dun−1 . λ P n−1 0 0 j=1 1 + j=1 uj Substitution of n − 1 for k, λ for λ(k) and λ/pej for rj (j = 1, 2, . . . , n) into (2.1), in view of (2.8), we have n n 1 Y λ 1 Y λ ω(xi ) = Γ = Γ . Γ(λ) j=1 pej Γ(λ) j=1 pj Hence, (2.7) is valid. The lemma is proved. Lemma 2.3. As in the assumption of Lemma 2.2, for 0 < ε < λ, we have Z ∞ Z ∞ Qn (λ−pi −ε)/pi i=1 xi I := ε ··· P λ dx1 . . . dxn n 1 1 j=1 xj n 1 Y λ (2.9) ≥ Γ (ε → 0+ ). Γ(λ) i=1 pi On a New Multiple Extension of Hilbert’s Integral Inequality Bicheng Yang Title Page Contents JJ J II I Go Back Close Quit Page 9 of 18 J. Ineq. Pure and Appl. Math. 6(2) Art. 39, 2005 http://jipam.vu.edu.au Proof. Setting ui = xi /xn (i = 1, 2, . . . , n − 1) in the following, we find Z ∞ Qn−1 (λ−pi −ε)/pi Z ∞ Z ∞ i=1 ui ··· I=ε x−1−ε λ du1 . . . dun−1 dxn n P −1 −1 xn xn 1 1 + n−1 j=1 uj Z ∞ Z ∞ Z ∞ Qn−1 (λ−pi −ε)/pi i=1 ui ≥ε x−1−ε ··· λ du1 . . . dun−1 dxn n P 1 0 0 1 + n−1 j=1 uj Z ∞ n−1 X −1 (2.10) −ε xn Aj (xn )dxn , 1 On a New Multiple Extension of Hilbert’s Integral Inequality Bicheng Yang j=1 where, for j = 1, 2, . . . , n − 1, Aj (xn ) is defined by Z Z Qn−1 (λ−pi −ε)/pi i=1 ui (2.11) Aj (xn ) := · · · du1 . . . dun−1 , Pn−1 λ u ) Dj (1 + j j=1 satisfying Dj = {(u1 , u2 , . . . , un−1 )|0 < uj ≤ x−1 n , 0 < uk < ∞ (k 6= j)}. Without loss of generality, we estimate the integral Aj (xn ) for j = 1. (a) For n = 2, we have Title Page Contents JJ J II I Go Back Close x−1 n Z A1 (xn ) = 0 Z ≤ x−1 n 1 (λ−p −ε)/p1 u1 1 du1 λ (1 + u1 ) (λ−p1 −ε)/p1 u1 0 du1 = p1 −(λ−ε)/p1 x ; λ−ε n Quit Page 10 of 18 J. Ineq. Pure and Appl. Math. 6(2) Art. 39, 2005 http://jipam.vu.edu.au (b) For n ∈ N\{1, 2}, by (2.1), we have ∞ Z A1 (xn ) ≤ Z ··· 0 0 − λ−ε p 1 x n p1 ≤ λ−ε = ∞ Z Qn−1 ∞ i=2 ··· 0 − λ−ε p 1 x n p1 λ−ε i i=2 ui Pn−1 λ du1 . . . dun−1 1 + j=2 uj ∞ Z −1+ λ−ε p Qn−1 0 Qn · i=2 1+ j=2 Γ( λ−ε ) pi Γ((λ − ε)(1 − p−1 1 )) x−1 n λ−p1 −ε p1 u1 du1 0 −1+(λ−ε)/pi ui Pn−1 Z uj du1 . . . dun−1 (λ−ε)(1−p−1 1 ) On a New Multiple Extension of Hilbert’s Integral Inequality . Bicheng Yang By virtue of the results of (a) and (b), for j = 1, 2, . . . , n − 1,we have Aj (xn ) ≤ (2.12) pj −(λ−ε)/pj xn Oj (1) (ε → 0+ , n ∈ N\{1}). λ−ε + By (2.11), since for ε → 0 , Z ∞ Z ··· 0 0 ∞ −1+(λ−ε)/pi i=1 ui Pn−1 λ du1 1 + j=1 uj Qn Qn−1 . . . dun−1 = i=1 Γ Γ(λ) λ pi Title Page Contents JJ J II I Go Back + o(1); Close Quit Page 11 of 18 J. Ineq. Pure and Appl. Math. 6(2) Art. 39, 2005 http://jipam.vu.edu.au Z 1 ∞ x−1 n n−1 X Aj (xn )dxn = j=1 n−1 Z X j=1 ∞ x−1 n Aj (xn )dxn 1 Z ∞ n−1 X pj j ≤ Oj (1) x−1−(λ−ε)/p dxn n λ − ε 1 j=1 n−1 X p j 2 = Oj (1), λ−ε j=1 then by (2.10) , we find Qn I≥ → i=1 On a New Multiple Extension of Hilbert’s Integral Inequality Bicheng Yang Γ λ pi Γ(λ) Qn λ i=1 Γ pi Γ(λ) + o(1) − ε n−1 X j=1 pj λ−ε 2 Oj (1) Title Page Contents (ε → 0+ ). Thereby, (2.9) is valid and the lemma is proved. JJ J II I Go Back Close Quit Page 12 of 18 J. Ineq. Pure and Appl. Math. 6(2) Art. 39, 2005 http://jipam.vu.edu.au 3. Proof of the Theorem and Remarks Proof of Theorem 1.1. By Hölder’s inequality, we have Z ∞ 0 Z ∞ ··· = Z ∞ n Y 0 ≤ 0 Z n Y i=1 i=1 ∞ ∞ Z ··· 0 ∞ ··· J := (3.1) Z 0 P n j=1 0 n Y 1 xj λ fi (xi )dx1 . . . dxn i=1 p1 i λ−pj n (pi −λ)(1−p−1 ) Y pj i x xj i dx1 . . . dxn j=1 (j6=i) fi (xi ) P λ/pi n x j=1 j fipi (xi ) P n j=1 xj (pi −λ)(1−p−1 i ) λ x i n Y λ−pj pj xj dx1 . . . dxn 1 pi j=1 . If (3.1) takes the form of equality, then there exists constants C1 , C2 , . . . , Cn , such that they are not all zero and for any i 6= k ∈ {1, 2, . . . , n} (see [5]), (pi −λ)(1−p−1 i ) fipi (xi )xi Ci P n j=1 xj (3.2) n Y λ j=1 (j6=i) λ−pj pj xj (p −λ)(1−p−1 k ) fkpk (xk )xk k = Ck P n j=1 xj n Y λ λ−pj pj xj Bicheng Yang Title Page (j6=i) On a New Multiple Extension of Hilbert’s Integral Inequality Contents JJ J II I Go Back Close , Quit j=1 (j6=k) Page 13 of 18 a.e. in (0, ∞) × · · · × (0, ∞). J. Ineq. Pure and Appl. Math. 6(2) Art. 39, 2005 http://jipam.vu.edu.au Assume that Ci 6= 0. By simplification of (3.2), we find xpi i −λ fipi (xi ) = F (x1 , . . . , xi−1 , xi+1 , . . . , xn ) = constant a.e. in (0, ∞) × · · · × (0, ∞), R∞ which contradicts the fact that 0 < 0 xpi i −λ−1 fipi (x)dx < ∞. Hence by (2.6) and (3.1), we conclude p1 n Z ∞ Y i pi −1−λ pi (3.3) J< ω(xi )xi fi (xi )dxi . 0 i=1 Then by (2.7), we have (1.5). For 0 < ε < λ, setting fei (xi ) as: fei (xi ) = 0, for xi ∈ (0, 1); (λ−p −ε)/pi fei (xi ) = xi i , Bicheng Yang for xi ∈ [1, ∞) (i = 1, 2, . . . , n), ε (3.4) n Z Y ∞ xipi −1−λ feipi (xi )dxi JJ J p1 i = 1. 0 i=1 ∞ Z ··· 0 II I Go Back By (2.9), we find (3.5) ε Title Page Contents then we find Z On a New Multiple Extension of Hilbert’s Integral Inequality 0 ∞ n Y 1 P n j=1 xj λ Close fei (xi )dx1 . . . dxn Quit i=1 Page 14 of 18 n Y 1 λ =I≥ Γ Γ(λ) i=1 pi (ε → 0+ ). J. Ineq. Pure and Appl. Math. 6(2) Art. 39, 2005 http://jipam.vu.edu.au If the constant factor 1 Γ(λ) Qn i=1 Γ λ pi in (1.5) is not the best possible, then Qn 1 there exists a positive constant K < Γ(λ) i=1 Γ pλi , such that (1.5) is still Qn 1 λ valid if one replaces Γ(λ) Γ by K. In particular, one has i=1 pi Z ∞ ∞ Z ··· ε 0 P n j=1 0 n Y 1 xj λ fei (xi )dx1 . . . dxn i=1 < εK n Z Y i=1 ∞ xpi −1−λ feipi (x)dx On a New Multiple Extension of Hilbert’s Integral Inequality p1 i , 0 Qn 1 λ and in view of (3.4) and (3.5), it follows that Γ(λ) Γ ≤ K (ε → i=1 pi Qn λ 1 0+ ). This contradicts the fact K < Γ(λ) i=1 Γ pi . Hence the constant factor Qn 1 λ i=1 Γ pi in (1.5) is the best possible. Γ(λ) The theorem is proved. Remark 1. For λ = 1, inequality (1.7) reduces to (see [10]) Z ∞ Z (3.6) 0 0 ∞ f (x)g(y) dxdy x+y Z ∞ p1 Z ∞ 1q π p−2 p q−2 q < x f (x)dx x g (x)dx . 0 0 sin πp Bicheng Yang Title Page Contents JJ J II I Go Back Close Quit Page 15 of 18 J. Ineq. Pure and Appl. Math. 6(2) Art. 39, 2005 http://jipam.vu.edu.au For p = q = 2, both (3.6) and (1.2) reduce to (1.1). It follows that inequalities (3.6) and (1.2) are different extensions of (1.1). Hence, inequality (1.5) is a new multiple extension of (1.1). Since all the constant factors in the obtained inequalities are the best possible, we have obtained new results. On a New Multiple Extension of Hilbert’s Integral Inequality Bicheng Yang Title Page Contents JJ J II I Go Back Close Quit Page 16 of 18 J. Ineq. Pure and Appl. Math. 6(2) Art. 39, 2005 http://jipam.vu.edu.au References [1] G.H. HARDY, Note on a theorem of Hilbert concerning series of positive terms, Proc. Math. Soc., 23(2) (1925), Records of Proc. XLV-XLVI. [2] G.H. HARDY, J.E. LITTLEWOOD AND G. POLYA, Inequalities, Cambridge University Press, Cambridge, 1952. [3] YONG HONG, All-sided generalization about Hardy-Hilbert’s integral inequalities, Acta Math. Sinica, 44(4) (2001), 619–626. [4] LEPING HE, JIANGMING YU AND MINGZHE GAO, An extension of Hilbert’s integral inequality, J. Shaoguan University (Natural Science), 23(3) (YEAR), 25–29. [5] JICHANG KUANG, Applied Inequalities, Hunan Education Press, Changsha, 2004. [6] D.S. MITRINOVIĆ, J.E. PEČARIĆ AND A.M. FINK, Inequalities Involving Functions and Their Integrals and Derivatives, Kluwer Academic Publishers, Boston, 1991. [7] ZHUXI WANG AND DUNRIN GUO, An Introduction to Special Functions, Science Press, Beijing, 1979. [8] BICHENG YANG, On a multiple Hardy-Hilbert’s integral inequality, Chinese Annals of Math., 24A(6) (2003), 743–750. [9] BICHENG YANG, On Hardy-Hilbert’s integral inequality, J. Math. Anal. Appl., 261 (2001), 295–306. On a New Multiple Extension of Hilbert’s Integral Inequality Bicheng Yang Title Page Contents JJ J II I Go Back Close Quit Page 17 of 18 J. Ineq. Pure and Appl. Math. 6(2) Art. 39, 2005 http://jipam.vu.edu.au [10] BICHENG YANG, On the extended Hilbert’s integral inequality, J. Inequal. Pure and Appl. Math., 5(4) (2004), Art. 96. [ONLINE: http: //jipam.vu.edu.au/article.php?sid=451] [11] BICHENG YANG AND Th. M. RASSIAS, On the way of weight coefficient and research for the Hilbert-type inequalities, Math. Ineq. Appl., 6(4) (2003), 625–658. On a New Multiple Extension of Hilbert’s Integral Inequality Bicheng Yang Title Page Contents JJ J II I Go Back Close Quit Page 18 of 18 J. Ineq. Pure and Appl. Math. 6(2) Art. 39, 2005 http://jipam.vu.edu.au