Prove or Verify an Algebraic Inequality (AM-GM, Cauchy-Schwarz, etc.)
The question asks to prove that an algebraic inequality holds, typically using classical inequality techniques such as AM-GM, Cauchy-Schwarz, or completing the square.
We place ourselves in the particular case where $E = \mathbb{R}_{2m}[X]$, with $m \geq 2$ a fixed natural integer. This vector space is equipped with the scalar product $$\forall (P,Q) \in E^2, \quad (P \mid Q) = \int_{-1}^{1} P(t)Q(t)\,dt$$ We set $$\mathbb{R}_{2m-1}^0[X] = \{P \in \mathbb{R}_{2m-1}[X] \mid P(-1) = 0 \text{ and } P(1) = 0\}$$ Show that $$\forall P \in \mathbb{R}_{2m-1}^0[X], \quad (P \mid P) \leq 4 (P' \mid P')$$ with strict inequality if $P$ is non-zero.
Show that $\lambda ^ { \alpha } \leq 1 + \lambda$ for all real $\lambda > 0$ and deduce the inequality: $$\left| x - \frac { k } { n } \right| ^ { \alpha } \leq n ^ { - \alpha / 2 } \left( 1 + \sqrt { n } \left| x - \frac { k } { n } \right| \right)$$ for all $x \in ]0,1[ , n \in \mathbb { N } ^ { * }$ and $k \in \{ 0 , \ldots , n \}$.
Let $X : \Omega \rightarrow \mathbb{R}$ be a real-valued random variable. We assume that there exist two strictly positive reals $a$ and $b$ such that, for all non-negative real $t$, $$\mathbb{P}(|X| \geqslant t) \leqslant a \exp(-bt^{2})$$ Let $\delta$ be a real such that $0 \leqslant |\delta| \leqslant \sqrt{\frac{a}{b}}$. Show that, for all real $t$, $$-b(t - |\delta|)^{2} \leqslant a - \frac{1}{2}bt^{2}$$
Let $X : \Omega \rightarrow \mathbb{R}$ be a real-valued random variable. We assume that there exist two strictly positive reals $a$ and $b$ such that, for all non-negative reals $t$, $$\mathbb{P}(|X| \geqslant t) \leqslant a \exp(-bt^{2})$$ Let $\delta$ be a real such that $0 \leqslant |\delta| \leqslant \sqrt{\frac{a}{b}}$. Show that, for all reals $t$, $$-b(t - |\delta|)^{2} \leqslant a - \frac{1}{2}bt^{2}$$
We consider a convex function $f \in \mathcal{C}(\mathbb{R})$, admitting a minimizer $x_* \in \mathbb{R}$, and $\tau > 0$. The sequence $(x_n)_{n \in \mathbb{N}}$ is defined by $x_{n+1} := p_f(x_n)$. Show that for all $M, N \in \mathbb{N}$ $$|x_N - x_M| \leq \sqrt{2\tau|N-M|}\sqrt{\left|f(x_M) - f(x_N)\right|}$$