Muirhead's inequality


In mathematics, Muirhead's inequality, named after Robert Franklin Muirhead, also known as the "bunching" method, generalizes the inequality of arithmetic and geometric means.

Preliminary definitions

''a''-mean

For any real vector
define the "a-mean" of positive real numbers x1,..., xn by
where the sum extends over all permutations σ of.
When the elements of a are nonnegative integers, the a-mean can be equivalently defined via the monomial symmetric polynomial as
where l is the number of distinct elements in a, and k1,..., kl are their multiplicities.
Notice that the a-mean as defined above only has the usual properties of a mean if. In the general case, one can consider instead, which is called a Muirhead mean.
; Examples
An n × n matrix P is doubly stochastic precisely if both P and its transpose PT are stochastic matrices. A stochastic matrix is a square matrix of nonnegative real entries in which the sum of the entries in each column is 1. Thus, a doubly stochastic matrix is a square matrix of nonnegative real entries in which the sum of the entries in each row and the sum of the entries in each column is 1.

Statement

Muirhead's inequality states that ≤ for all x such that xi > 0 for every i ∈ if and only if there is some doubly stochastic matrix P for which a = Pb.
Furthermore, in that case we have = if and only if a = b or all xi are equal.
The latter condition can be expressed in several equivalent ways; one of them is given below.
The proof makes use of the fact that every doubly stochastic matrix is a weighted average of permutation matrices.

Another equivalent condition

Because of the symmetry of the sum, no generality is lost by sorting the exponents into decreasing order:
Then the existence of a doubly stochastic matrix P such that a = Pb is equivalent to the following system of inequalities:
The sequence is said to majorize the sequence.

Symmetric sum notation

It is convenient to use a special notation for the sums. A success in reducing an inequality in this form means that the only condition for testing it is to verify whether one exponent sequence majorizes the other one.
This notation requires developing every permutation, developing an expression made of n! monomials, for instance:

Examples

Arithmetic-geometric mean inequality

Let
and
We have
Then
which is
yielding the inequality.

Other examples

We seek to prove that x2 + y2 ≥ 2xy by using bunching.
We transform it in the symmetric-sum notation:
The sequence majorizes the sequence, thus the inequality holds by bunching.
Similarly, we can prove the inequality
by writing it using the symmetric-sum notation as
which is the same as
Since the sequence majorizes the sequence, the inequality holds by bunching.