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For any $p > 1$ and for any sequence $\{a_j\}_{j=1}^\infty$ of nonnegative numbers, a classical inequality of Hardy states that $$ \sum\limits_{k=1}^n\left(\frac{\sum_{i=1}^ka_i}{k}\right)^p\le \left(\frac{p}{p-1}\right)^p \sum\limits_{k=1}^n a_k^p$$ for each $n\in N$.

There are now many many proofs of Hardy's inequality. Which proof is your favourite one, which would be the simplest proof? It is preferable if you could present the detailed proof here so that everyone can share it.

  • 7
    Check out the book "The Cauchy-Schwarz Master Class" by Michael Steele.2011-06-09
  • 0
    A good reference.2011-06-09
  • 0
    I have posted a proof below. Note that it uses Minkowski's inequality on convolutions.2011-06-10
  • 4
    Why is this community wiki?2011-06-25

2 Answers 2