grandes-ecoles 2011 Q11

grandes-ecoles · France · centrale-maths1__pc Proof Deduction or Consequence from Prior Results
Show that the "P-L" inequality $$\int_{-\infty}^{+\infty} h(x)\,dx \geq \left(\int_{-\infty}^{+\infty} f(x)\,dx\right)^{\lambda} \left(\int_{-\infty}^{+\infty} g(x)\,dx\right)^{1-\lambda}$$ is satisfied (if you choose to use the dominated convergence theorem then carefully verify that its conditions of validity are satisfied).
Show that the "P-L" inequality
$$\int_{-\infty}^{+\infty} h(x)\,dx \geq \left(\int_{-\infty}^{+\infty} f(x)\,dx\right)^{\lambda} \left(\int_{-\infty}^{+\infty} g(x)\,dx\right)^{1-\lambda}$$
is satisfied (if you choose to use the dominated convergence theorem then carefully verify that its conditions of validity are satisfied).