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The Prehistory of the Hardy Inequality Author(s): Alois Kufner, Lech Maligranda and Lars-Erik Persson Reviewed work(s):

Source: The American Mathematical Monthly, Vol. 113, No. 8 (Oct., 2006), pp. 715-732 Published by: Mathematical Association of America Stable URL: http://www.jstor.org/stable/27642033 . Accessed: 18/12/2012 02:30
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The Prehistory
Alois Kufner,

of the Hardy

Inequality
Persson

Lech Maligranda,

and Lars-Erik

The development of the famous Hardy inequality (in both its 1. INTRODUCTION. has its own history or, as discrete and continuous forms) during the period 1906-1928 we have called it, prehistory. Contributions of mathematicians other than G. H. Hardy, such as E. Landau, G. P?lya, I. Schur, and M. Riesz, are important here. In this article we describe some of those contributions. We also include and comment upon several facts and early proofs that are not available inmany references on this subject. We consider the following statement of theHardy inequality-, the discrete inequality asserts that if p > 1 and {ak}^? is a sequence of nonnegative real numbers, then
oo / i n

(1)
the continuous inequality informs us that if p > 1 and / is a nonnegative p-integrable function on (0, oo), then / is integrable over the interval (0, x) for each positive x and

F
Several introductory (i) Inequalities be found inmany

(x~f f(t)dt) dx-(~~[) f


remarks are in order:

f^)Pdx'

(2)

(1) and (2) are the standard forms of the Hardy inequalities that can textbooks on analysis and were highlighted first in the famous book and P?lya [16]. Inequalities by Hardy, Littlewood, to the class of step functions one proves easily that (2) implies (ii) By restricting (2) seems to been mentioned fact have first by Landau (see [11, p. 154] This (1). important and section 8 of the present paper). ? l))p in both (1) and (2) is sharp: it cannot be replaced (iii) The constant (p/(p with a smaller number such that (1) and (2) remain true for all r?v?lant sequences and
functions, respectively.

> ?^=i an < ?? and an 0, thenJ27=\ (?ELi

(iv) Inequalities

(1) and (2) imply

the following

< f(x)p dx < oo ak)P ??> and if f0??

weak forms

of (1) and

(2): if

ter dx < oo, respectively. We adopt Hardy's and f(x) > 0, then /0?? Q f* f(t)dt)p in the historical development because it has been significant that we are minology going to describe (see, for example, the comments at the end of Hardy's paper [9]). (1) and (2) together with statement (iii) imply the important in (v) Inequalities formation that the discrete Hardy operator h and the continuous Hardy operator H, defined by

n h({an})=\-Yjak\, { k=\ J
map

Hf(x) = -f x Jo f(t)dt,

= the spaces lp into lp and Lp into Lp, respectively (p > 1), and each has norm p! ? spaces consisting of 1). Here, as usual, the spaces lp and Lp are the Lebesgue p/(p the prehistory of the hardy

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all sequences a ? almost everywhere

classes modulo equality [an} of real numbers and all (equivalence functions / on (0, oo), respectively, such that of) measurable

Ml/, :=
We mention Riesz [32].

(?>?r)

< oo, ||/||Lp := (j


were lp and Lp introduced

\f(x)\?dx
and investigated

<

oo.

that the spaces

in 1910 by F.

and applied in analysis and in (vi) Inequalities (1) and (2) have been generalized the theory of differential equations. A lot of these developments, and generalizations, in have been discussed more books [16], and, [22], [29]) applications (e.g., recently, in the historical survey paper [21]. The aim of this paper is to complement the existing to this literature devoted describ instance, what is described in, say, [16], [21], [22], or [29]?by subject?for that finally led G. H. Hardy ing some important steps in the scientific developments to (2) and, subsequently, to the proof of (1) in his famous 1925 paper [11]. The story that we are going to relate ismuch more dramatic and intricate then we ever imagined. We hope that the reader will find it equally captivating. The tale begins over a hundred years ago and plays itself out in the period 1906-1928.

2. HARDY'S ORIGINAL MOTIVATION: THE HILBERT INEQUALITY. In


this section we briefly discuss an inequality that was discovered in the early 1900s by David Hilbert (see his paper [18] from 1906) and is closely related to the discrete Hardy inequality (1). Moreover, we confirm that this inequality was, in fact, the main source of motivation for Hardy when he started the research described in this paper. < In itsmost basic form theHilbert inequality reads: ifYlm=\ am < ?? anc^ Yl =\ b\ > > 0 and bn oo, where am 0, then the double series
am on

EE converges (the weak form). More


GO

n=\

.m + m= \

precisely,
i OO /OO

the inequality
\ ' / OO \ '

n?\

m? \

\ra=l

\?=1

of the sharp constant tz, as well holds, with re as the sharp constant. The determination as the integral analogue of (3), are due to Schur [35] (in Hilbert's version of (3) the constant 2tt appears in place of n). We remark that the following more general form of (3) is sometimes referred to in the literature as the Hilbert inequality:
oo oo , / oo \ {/P I oo \ XIP'

EL?t^i?)
,= ,- 1 ni= \

fe<
\m

= \

M
/

\n

? \

? where p > 1 and p' ? p/(p 1). Hilbert himself was not even close to considering this case (the //?-spaces appeared only in 1910). It was M. Riesz and G. H. Hardy who took the first steps towards a proof of (4). In fact, Hardy acknowledged in [12] that Riesz had pointed out to him that his result in the paper [10] (see Theorem 3) actually 716 THE MATHEMATICAL ASSOCIATION OF AMERICA

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implied the weak form of (4). In any event, the Hilbert inequality and its evaluation into what today are called Hilbert-type inequalities have their own interesting history, of which we recall here only a few basic facts from the beginning of the story. In his research on solutions to certain integral equations Hilbert was led to study special bilinear forms with sequences of real or complex numbers as entries. For details we refer the reader to the book [19] or to the section on integral equations edited by in Hilbert's Collected Works [20]. Moreover, several ideas [17, pp. 94-145] Hellinger can be found inHermann Weyl's from Hilbert's lectures around the period 1906-1908 1908 dissertation the [39]. In particular, on page 83 Weyl presented and discussed following remarkable formula that had been discovered by Hilbert:
yv N yv N / n + i 1 + = 1 ra=l m n ? m ambn

271J-n

1r

'
y^(?1)*
k=\

(ak sinkt

bk coskt)

dt

(5)
the finite

? = m, then m) is understood (if n l/(n version of the Hilbert inequality

to be zero). This

formula

implies

\~~^ \~^

N N n h umun
\

1/2

1/2

LE"? =1 m =

m + n

^*

E*?

E^2

(6)

The derivation of (6) from (5) is found in [16, pp. 235-236]. Other proofs of the Hilbert inequality were given by Wiener (the latter proved it with the help of the so-called Schur test). We Toeplitz's method, which is based on the identity
yv N N yv i ' r 271

[38] and Schur [35] should also mention

?-s n m ?-? n? \ m = \ +

~ 2n J0

(t-Ji)

dt

?aBe/n'X>me''m' n=\

([37]; see also [36, p. 165]). In addition, Fej?r and Riesz [5] (see also [16, p. 235]) and P?lya and Szeg? [31] gave proofs that exploited the theory of analytic functions. We are most interested, however, inHardy's method for proving (3). Note that (6) implies both (3) and a weaker cousin that was of special interest to > 0), then the double series Hardy: if^2^=x a2 < oo (an
am au

EE In fact, Hardy wrote


by Hilbert, (a" ?

m + n to [10]:
that the double series equations, ^s convergent. Of this theorem,

converges.
It was Y^n/=\ which

in the introduction
of his theory whenever

proved

in the course 0)

of integral Y^=\ in the an

and most beautiful series of positive simplest theory of double own proof, which at least five essentially different Hilbert's proofs have been published. is outlined in his Inaugural-Dissertation series, upon the theory of Fourier's by Weyl depends [38], and two more by Schur [35]; but none of these [39]. Another proof was given by Wiener as as and be desired. is might simple elementary proofs terms,

]L/T=i ^7T?7 is one of the

^s convergent

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To

these

four

proofs

I added first

I observed simplicity. seems of some which

a fifth, recently that Hubert's theorem in itself.

which

seemed

to me

is an immediate

corollary

to lack nothing of another

of

this

theorem

interest

(See Theorem A in [9] but note that this result was already proved in the 1915 paper [8]; compare with Theorem 2 in the next section.) in some of the other papers that we are now Hardy made similar pronouncements seems to it discuss. Therefore going completely clear that Hardy's original motivation when he began the research that culminated in his discovery of inequalities (1) and was to weak the Hilbert (2) prove (the form of) inequality. 3. THE 1915 PAPER. has obvious connections Theorem In [8] Hardy stated and applied to the Hilbert theorem: the following theorem, which

1. Let an > 0 and An = YH=\


oo 4 oo

ak- The convergence


/ a \ 2 oooo

of any of the three series

(l) >
^?f implies that of the others. Hardy actually proved

> (ll) *?

!\ n

? 1

1
J

(ill) >

>

? ,n + m

the equivalence

of the convergence

of the three integrals

?a

*
OO /?OO

Ja /W/W,
-dx Ja

\ ,
dy,

-n

Ja

x+ y

where

a > 0, / is nonnegative the estimates establishing

and integrable

on (a, oo), and F(x)

fx f(t)

dt, by

and observing that I\ < h < 2IX. In the proof of the sequence case he said only that "the proof of this theorem is much like that for integrals" [8, p. 164], but he probably realized later that the sequence case is more delicate, because he considered it again in the 1919 paper [9]. However, the estimation of (iii) by (i) can be done, in a manner similar to what Hardy did in [8] for integrals, as follows:
N ^-\ N ^-^v ? ? N aman ^?\ \ n ^-?\ \ i n aman ^?\ m?1 ^?n N = <2)an-)am 1 i 2)an ? \ ^?> an

n= \ ?-!^m

+ m n~~ =

?-??-im n?\ m ?
N

+ ? n n~
n

?-f m -f
a .

Moreover,

the following Hardy also established = 2: case of for the p precursor (1)

result, which may

be regarded

as a

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Theorem J27=\ Proof.

2. The

(An/n)2, Let

convergence of the series YH?=\?yi = where An ak. ??=1 the nonincreasing rearrangement

w^tn an > 0

implies

that of

{a*} denote

that J27=\ (A*Jn)2 is convergent. Thus, we may assume without loss of generality that the sequence 1, it is enough according to Theorem {an} is nonincreasing. Moreover, is convergent. The last series can be written in the form to prove that Y^L\ anAn/n ^ ? Y1T=\ Ylm=\ aman/n, and itwill be convergent ifY1T=\ ^ < ??' wnere (k=l,2,...).

ELi

at- SinceK

- An andE^li

al

of the sequence

{an} and put

L^i?)2>

xt is sufficient to prove

S*=EE~ k<%<k+\ Moreover, find that by making obvious estimates

and using
?? 1 i1 ^r-^\ am m= \

the Cauchy-Schwarz

inequality, we

i \"^v v~a k<^<k+\

aman

^?a k<lL<k+X

! oo
ra=l

! / oo
\m =1

\
/

1/2

/ oo
\ra=l

\
/

J/2

n(x>?)
\m

= l

(?[x>?) =?2>
\ m? \ / OO i oo oo

ra=l

Therefore
OO

/:=1

k=\

m= \

m?\

so S < co and the proof

is complete. is not sufficient inequality


??

1. We see that the foregoing argument Remark = 2 directly. It gives only the (weaker) (1) for p
00 n ?

to deliver

a proof of

n?\

n=\

with C = Remark

?(3/2)

2.61, where

? denotes

the Riemann

zeta-function.

him to do this work, 2. Hardy also pointed out the fact that had motivated theorem (Theorem 1), Theorem 2 is essen namely, that, by virtue of the equivalence theorem in the case p = 2. tially equivalent to (the weak form of) Hilbert's

3. In this paper, as we have already mentioned, Hardy also stated and proved Remark 1 and 2. However, he formulated his results for in continuous versions of Theorems or > a He continued this or of in the final form 0 instead with tegrals f f*. f0?? /* we no but have clear and [10], explanation for why he first practice in the papers [9] in formulated his result in the case. he In the 1925 studied only this paper any event, to the earlier formulation. connection the natural way and also explained the prehistory of the hardy 719

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4. THE 1919 PAPER. Probably the most important contribution of [9] was the new 2 it contained. In fact, the paper also includes a first proof of Theorem that of proof ? 2 and even case the for p (1) gives the best constant 4 (see Remark 4), inequality not did make mention of this fact. although Hardy explicit New proof of Theorem 2. It is clear that

An\2

?an -\-

An -

\2
an\ <2al

+ 2l

( ? An

x2
-an

= Aa +2

-4

Hence,

/ A \2

/ A \2

E(?)
for each N. Moreover, -2anAn

?4E*^?(^
= (A2n A2n_{) a2

-iv
< (A2n A2n_{), so

(7)

N n A

(A2 -

A2

^
A2 1-2
N V???

n
A2 2-3
1 A2

A2 (N-l)-N n

A2 N

w=1 n(n + By substituting this estimate

l)

into (7) we obtain

N ? A \2

N /A \2

-j

-?E^E;^:.
which yields

/7=1

X'

/2==1

Obviously

(8) implies

the statement

in Theorem

2.

Remark 4. Hardy had plainly not yet realized that inequality (8) can be used to derive the discrete Hardy inequality (1) for p = 2 and do so with the sharp constant 4 (more on this in section 6).

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Remark 5. In [9] Hardy also stated some results for the continuous case (e.g., a gen the most important point for the history of the eralization of Theorem 1). However, was his claim that Hardy inequality

dx<A i f2(x)dx j (- j f(t)dt\


when a > 0 and that 4 is the best constant. In fact, it can be shown that this estimate ? 2. Hardy did not give a proof of this assertion but only referred to implies (2) for p the proof in the discrete case that we have just presented. This can seem a little curious if we take into account the information in Remark 4.

5. AN IMPORTANT CONTRIBUTION FROM RIESZ. In his paper [10] from


1920 Hardy
Dr. M. which

referred to a letter from Marcel


to whom to mine proof I recently in simplicity naturally communicated and which

Riesz

and wrote

[10, p. 315]:
found natural another and proof, therefore

Riesz

Theorem seems to both

2 at once of us more viz.

is equal His preferable.

suggests

an interesting

generalization,

Hardy

proceeded

to formulate

the Riesz

result in the following Y1T an

weak

form: convergent, then

Theorem Y^

> 0, and 3 (M. Riesz). If p > I, an = (An/n)p is convergent, where An YH=\ ak (n + 2)~p +

= Proof. Let <$>n n~p + (n + l)~p + we have for each N (with A0 = 0)

.Then,

by partial

summation,

En=\ \ = 1 ^ // /<7 (v)P

= a? En=\ n=\
N < n=\

- *?+ > = <-.)*? A^+i E<A? n=\ n=\


N n=\

Moreover, / oo n-(p-(P-D

4>n < n~p +

/ Jn

x~p dx = n~p H

P inequality,1
i m \ i/<?

< -t?n-i'-?.

T-

From

these estimates

and the Holder


Up

t^-iP)
Landau.

(P:)

("l-J+H-

and referred to a paper [23] by 'in [101 Hardy remarked that inequality (9) was probably due to Holder book it is said that "Holder states the theorem in a less symmetrical In the Hardy-Littlewood-P?lya form given a little earlier by Rogers" [16, p. 25] and uses the name Holder inequality. We believe that these later began to call (9) the Holder words by Hardy could have been important when mathematicians inequality. The in 1888, one second author pointed out in [28] that an equivalent variant of (9) had been proved by Rogers is again only an equivalent variant of (9) and is different year earlier than Holder produced his version, which from Rogers's. this classical [32]. Therefore Inequality (9) in this precise form was proved in 1910 by F. Riesz inequality or the H?lder-Rogers-Riesz inequality. inequality could have been called the Holder-Rogers

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it follows

that

EM

?tt?E?.(v

Hence

(10)

tm*fc)'?<
6. Riesz's Remark Theorem 3; namely, in place of (p/(p 6. THE argument actually yields more than what Hardy (10) implies the correctness of (1) with the constant l))p. in formulated ? l))p (p2/(p

In [10] Hardy observed that estimates in the proof of (10) were 1920 PAPER. ? constant Cp = that the could be improved merely by and fairly rough (p2/(p l))P out In he the Riesz estimates. that Cp could be replaced particular, pointed refining The argument that confirms this fact he with the strictly smaller constant (p?(p))p. received in a letter from Schur [34]. Obviously, Hardy already believed by then that ? \))p was the sharp constant, even if he did not claim so explicitly (see [11, p. (pl(p reason for this was surely Schur's remark in the same letter that this was at One 154]).
least true for ? p 2.

Hardy himself did not directly observe that inequality (8) from his 1919 paper could ? 2 with the best constant C == 4. We actually be used to derive inequality (1) for p don't know for certain what Schur's argument was, but the information in the next as follows: Let cn ? 1 ? 2/(n + 1) section convinces us that it went approximatively
and for m ? 2, = 3, ... let *

ai

?2

am

? =

b\,

am+i

= =

am+2

= =

= =

a2m bN.

b2,

..

<2(/V-l)m + l

?(/V-l)m+2

a^m

Then

from inequality

(8) with Nm

in place of N we obtain

4m J2bl

> (Cl+---+Cm)iyj
+ {C(N-\)m+\ +

N /B \2

+(cm +

/B \2 l+---+C2w)iyJ

+'"

''* + CNm) ( "TT ) ,

where

Bn

YH=\

bk- Dividing

-+ oo, we find that by m and letting m


(ci +c2-\-\-cm)/m -+ 1,

(cm+1 + cm+2 H-h


etc.

c2m)/m ->

1,

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Accordingly,

= 2 with the best constant. which, in particular, implies (1) for p A significant element in the paper is the formulation of the following version of (2) (see also [11, p. 150]): Theorem 4. If p > 1, a > 0, f(x) > 0, and f f(x)pdx is convergent,

preliminary

then

and the constant

(p/(p

l))pis

sharp.

he pointed out the Hardy did not prove inequality (11) in the 1920 paper. However, fact that from consideration of the function f(x) = x~(1//?)~6, where 6 is a sufficiently ? small positive constant, it follows that the constant (p/(p l))p is sharp. He also best constant in the discrete case claimed that he could prove that the corresponding ? to assert could not be strictly less than (p/(p l))p, but he hesitated for the moment that (1) held with the constant (p/(p l))p. The letter [24] from Landau to TO HARDY. FROM LANDAU 7. A LETTER that this letter was officially pub It is 1921. June from dates 21, surprising Hardy lished in [26] five years later than the letter of Landau to Schur (see also Remark 8). The reason for this long delay is not obvious, but it is clear that the contents of the let ? ter [24] are of interest, for it gives a proof of (1) with the sharp constant (p/(p l))p and this had not been published prior to that time. The main result proved in this letter
reads:

Theorem

5. Let p >

= 1, an > 0, andAn YH=\

ak- Then

the inequality

holds for all N Inequality Proof

inN or N =

oo. Moreover, called

the constant

is sharp for N = inequality

oo.

(12) is sometimes

the Hardy-Landau

(see [27, p. 188]).

For y > 0 we have yp py + p i > o.

This is seen to be the so-called Bernoulli inequality when we write it in the form ? = > 1+ yx/y2 we find that 1). By using this elementary inequality with y yp p(y

yf
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We

set yi ?

= bn and y2

(p

\)Bn/(pn),

where

Bn

JZ/Ui ^'

anc^ ^earn tnat

so

??-?^rE^?fr?.f^yE^r.o.
H=l \ ^ / ?=1 Moreover, pbnBp~l = pBp~x(Bn ??_!) > ?? #?_,,

whence

by

partial

summa

tion N / f? \ p~1 N 1

E*(t)

^k-c,)? /v > E'K^-srrW)^'-"^'^


the two inequalities we discover that

Combining

? where cn = p(\ + p + ^)~p the previous section, putting


b\ = b2 ? = bm =

1 ->

1when

n -> oo. Next we use the argument

from

au ?

bm+i ^(W-l)m+2

= =

bm+2 =

= =

= Z?2m <2/v

a2,

...

b(N-\)m+[

?>^m

and replacing m

TV with P

m to conclude TV N /

that A \ P

(^iySo,i(c,+C2...+0(^y
+ (cm+i + cw+2 H-h ? c2m) (
-l2

'

(C(7V-l)m+l

C(#-l)m+2

"' " +

?? <WVm) (

+ cm)/m ?> 1, Dividing by m and then letting m ?> oo we note that (cj + c2 + + c2m)/m -> 1, and so forth, which means that (12) holds for all (cm+i + cm+2 + finite N (hence remains valid when N -> oo). In order to prove that (p/(p ? l))p is the sharp constant for N = oo we consider ? 1 = n~]/p~? (0 < s < 1 an /p). For this choice of an
n nn

An=?Jk-^-s> fr?1 k=\


1

^1

x-1,p-edx

l-l/p-eV

.(?l-l/^_1)>_P_(nl-l/P-i_1))

'

p-\

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implying

that
p Ar. / ?

n J

>

\p >

I)

I n~{-ep

( 1

\
V )

n{-]/P-?

P
nl-l/p-e)

p
(n-l-ep

pn~2+i/"+s-sp).

Furthermore,

.,4?)'(t-:-^).
where CNi? -> C as N -> oo for any s > 0 because 2? l/p

e+

ep >

I. Thus

?(^/?<>(^)'(-^/?<)-(^)'
since 5Zn=i 0. a? = 5Z?=i ^~1_e/? ~> ooasN-^ oo and e ? 0+. The sharpness asser

tion is thereby
e =

established.

Note

that the foregoing

calculation

still works

when

Remark sequently, n. Remark

7.

con In his letter [24] Landau also mentioned that equality in (12)?and, if and only if an = 0 for all in the discrete Hardy inequality (1)?occurs

8. It is not evident how the letter [24] from Landau to Hardy (dated June 21, and the letter [26] from Landau to Schur (dated June 22, 1921) are related, but 1921) to judge by the information that Hardy provides in [11] and the published form that appears in [26], they must be very similar, perhaps even the same. 8. THE 1925 PAPER. and wrote the following: In the introduction to [11] Hardy first formulated Theorem 4

the corresponding with theorem for infinite I did not give a proof, being occupied primarily are sense E. Prof. Landau state in what effected. did not the has and series, recently integrations to this note and I give here a proof of the theorem form. in a more precise recalled my attention

(see Theorem [11, p. 154]:


In a letter (1), which

6). Later on in the paper he also volunteered

the following

information

[24]

dated

gives integral theorem were value of the constant, .... 1 <x <2,

the correct

to me a direct proof of Prof. E. Landau communicated ? constant. the He out that if the of also \))p (p/(p pointed to the case a = 0, then the theorem for series, with the correct extended ? = < at once by taking /(jc) a2, \, f(x) ai,0<je may be deduced 21 June 1921, value

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Indeed, assuming, without function / or, equivalently, the function

that we are dealing with a decreasing loss of generality, > a2 > a decreasing and observing that sequence ax

x Jo
is decreasing on [n ?

f(t)dt

= r^ak+a?X-n

+ 1)

1, n], we obtain
-n-\

XLi^V^v^r

/Tl=\ak

+ ??(^-w +1),

, 1x\

E(%*)

sE/ =r(?i/<')'i')<"?(^T)'r/wp<" 00
P1/

E<
a different letter [11, p. 154]:
how to deduce the integral theorem so and reduce P?lya) for the

Hardy

adds a comment
recent

concerning

In a more a=0 series

letter (13 Dec. [25], he shows 1924) that for a > 0 (by a method resembling to dependence of the latter. theorem from

that of Prof.

With this information inmind, Hardy in the following form: Theorem f* f(t)dt 6. Let p > 1 and let f(x) < 00 for every x > 0 and

formulated

and proved his famous

inequality

(2)

> 0 be p-integrable

on (0, 00). Then F(x)

The constant

(p/(p

l))pis

sharp.

= 0 when x < a, then his Hardy himself remarked in [11, p. 150] that if f(x) in follows from Theorem 6. Hardy's original proof version [10] (Theorem 4) previous to the but in a postscript contained fairly many technical details and explanations, a an out We here essential he suggested by P?lya. present simplification pointed proof ideas but avoids technical details follows that many by Hardy's original closely proof appealing to P?lya's simplification. = (F(x)p) Proof By partial integration and the identity d/dx pF(x)p~x f(x), which holds for almost all x in (0, 00), we obtain for arbitrary a and A with 0 < a < A < 00:

Ja V X

) P
P -

- 1 Ja

dx + -^? P

AF(a)p-^-F(A)p 1 1 P

f 1 Ja

xl-p^-(F(x)p)dx dx

--F(a)p
P-l
726

ax-p

+ -t--\
P-l

fA/F(x)Y~x (-^) * J Ja \

f(x)dx.
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Moreover,

invoking

the continuous

version

of the Holder

inequality

(9), we

see that

< < A and ? ? such that a applying Choosing ? F F(x) (a) instead of F(x), we find that

the preceding

two inequalities

to

A a

'F(x)-F(a)Y

^ .FM-W

P-

1 Ja

mdK

Hence

"'W-??)V,\"'S f(
and a fortiori

_?_///"

In this inequality we first let a -> 0+ and observe To finish the proof we let A -> oo and ? -? 0+. Remark

that F(x)

? F (a) increases

to F(x).

9. Hardy had already drawn attention to the sharpness of the constant it as part \))p in his 1920 paper. In that paper he decided not to mention (p/(p of the theorem that he stated, but he did include the details of the proof of the sharp ness (by using a modified form of the example he had considered in the 1920 paper). ?

9. FURTHER CONTRIBUTIONS FROM THE 1925 PAPER. In addition to the


main result (Theorem 6), the 1925 paper included a number of interesting results that In have exerted significant influence on research related to Hardy-type inequalities. particular, Hardy proved that the following variant of (1) holds even if the standard arithmetic mean (l/n) Yll=\ ak is replaced with amore general arithmetic means (with general weights): Theorem
and An =

7. Suppose
X\ + X2 +

that an > 0 and kn > 0, that An =


+ kn for n = 1,2, ..., and that

Xxa\ +
Y^=\

A.2a2+
^n^n

+ Xnan

*5 convergent.

Then

October

2006]

the prehistory

of the hardy

inequality

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6 to suitable step functions (see Hardy proved this theorem by applying Theorem that was mentioned Landau's observation just prior to Theorem 6). Hardy also no ticed that if one replaces an with axJp in the inequality (14) and lets p -* oo, then l))p -> e and (p/(p

p^oo \

+ ''' + + Ka?,P\P lim ?Xiax?P X2a2?P


xx + x2 -\-h K

(^ ^

-*-VMfl

^y=(?N22-..^)'
mean. Therefore Hardy arrived

to the geometric The scale of power means decreases at the following limit result of his Theorem 7: Theorem 8. IfY^Lx ^nan is convergent,
oo

then
oo

J^Ki^'^2 n=\
and the constant e is sharp.

...axn"y/A"<e^2xnan, n?\

(15)

In the standard case where

each \n

1 (15) becomes < ejT^an,

(axa2...an)x,n

(16)

which is the natural limit inequality of (1). Inequality (16) was first proved by Car its name: the Carleman leman in 1922 (see [1]), whence inequality. This inequality and applied in several ways and has its own interesting history. has been generalized It Carleman's original proof, which was quite long, involved Lagrange multipliers. must have come as a big surprise for him to see the simple proof derived from the Hardy inequalities. He no doubt learned of it quickly, because Hardy was engaged in a collaboration with Carleman at the time (see, for example, their joint paper [2]). By carrying out a similar limiting process in (2) we obtain the following inequality:

exp(-

i Inf(t)dt\dx <e J f(x)dx,

(17)

on each finite interval (0, x). We should is strictly positive and measurable where f(x) in that the mention original paper [11] inequality (17) appears without the constant e in place of f(x). and with exp f(x) that it was P?lya who made him aware of the elegant lim Hardy acknowledged that (15), (16), and (17). Sometimes directly implied the inequalities iting argument called the is (17) Knopp inequality, although Knopp's paper on the subject dates from in the 1928. The name P?lya-Knopp inequality seems now to have gained acceptance literature (see [22] and the references given there).

10. ELLIOT'S AND INGHAM'S PROOFS; THE COPSON INEQUALITY. In


1926 Elliott [6, p. 50]): [4] gave a simple and very elegant proof of (1) (see also [16, p. 240] and if we set an = An/n and a0 = 0, then from the Young inequality

uv

<-1

p'

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we obtain ol?
p-\ 7*Pn-l?n=*Pn p-\ [nan (n l)a?_i]o^ P-i

.tfn-jL)^"-1^-. p-i/

p-i

<x?

a?-i

^'('-^)
T[(n-lX,
Summing from 1 to Af yields

7^r
-??;].

K'-"?-'+?'-'l

E^y-^Ei^r?^.o,
so from Holder's inequality (9) we infer that

E(t)
Division Two years

i^E(v)
by the last factor leads to (1). later Grandjot [7] derived ^??? _

'-'-7 ^?*nm
the identity AN V^/ A\ ( n An-\ \

~
Ell
n?\ x ,\n)

r* v^

?-flT 7 n=

~~~?~ \

?-t v /n?L

\n~

n-l)

by observing

that
2anAn i An

Al
n

A1 -'
n ? \

+(?-!)

,A"
n

A-y
n ? 1

when

n > 2. This gives rise to another proof of (1) in the case p ? 2. Ingham also found a simple proof of (2) (see [16, p. 243]). Since

Hf(x) = x f f(t)dt= [ f(tx)dt, Jo Jo


it follows from theMinkowski
i/p

integral inequality

that

f Jo

(Hf(x))p dx\

=||#/||,=

jo /'JO

f(tx)dt
/?l / roo \ 1//?

<J

= ?\U \\f(tx)\\pdt J Up

f(tx)"dx\ dt

-jior^v-October 2006] the prehistory

11

'
p-\ or

mpds

of the hardy

inequality

This content downloaded on Tue, 18 Dec 2012 02:30:26 AM All use subject to JSTOR Terms and Conditions

In 1927 Copson [3] proved Hardy's Theorem 7 by adapting Elliott's proof and by bringing into play the dual to Hardy's inequality, a result now known as the Copson > 0, kn > 0, and *s convergent, then inequality, if p > 1, an J27=\ ^nan
OO /OO "\ s* \ P ??

EME^rV
n= \ \k=n

2^m = \ ^m /

^PE?>

n= \

(20)
in the case where Xn = 1

and the constant pp is best possible. for each n asserts that

The Copson \ P
/

inequality OO

OO / OO

E Ef
n=l \&=?

^'E<

pu
??1

when

p > 1 and that the constant pp is sharp. Hardy [9] had earlier stated a weak version of (21) in the case p = 2, and therefore (21) is sometimes called the Copson Hardy inequality. Hardy [13] was the first to remark upon the duality between (20) and (14). 11. FINAL DISCUSSION. present results in a clear and Usually mathematicians and further research. Nonetheless, it polished form that is well suited for applications is also well known that a lot of creative work, questening, collaboration, and sometimes even failure arise during the process of coming to the final formulations of results. The history that we have described of the evolution of Hardy's famous inequalities can serve as an unusually good illustration of this fact. We ourselves were quite surprised and fascinated by several of the details we have presented here. In particular, we feel that as a by-product of writing this article we have acquired improved insight into of and Hardy's way thinking acting, and we hope that we have been able to communi cate to the reader at least some flavor of this experience. this understanding it has become clear to us that G. H. Hardy (a) had Through contacts with other mathematicians who were interested in the subject and who good to him in various ways (e.g., via private or formal information passed along significant a was master at real letters), (b) developing important parts of the theory himself, (c) was very good at cleverly synthesizing knowledge gained from numerous sources, and (d) played a central role in the developments described in this paper. In particular, it is totally appropriate that his name adorns inequalities it has (1) and (2). However, to be said that other mathematicians also made very important contributions to this (e.g., E. Landau, G. P?lya, M. Riesz, and I. Schur). For example, if the development results of these individuals had been published in a different way, we might today refer to the discrete inequality (1) as the Riesz or the Landau-Riesz or the Hardy-Landau Riesz inequality.
We dedicate supported this paper to the memory by the grant # A1019305 of Godfrey Harold Hardy (1877-1947). of the Grant Agency of of the Academy

ACKNOWLEDGMENTS. The first named Sciences of the Czech

author has been Republic.

REFERENCES
1. 2. Sur les fonctions in Fifth Scandinavian quasi-analytiques, 1923, pp. 181-196. (Helsinki, 1922), Akadem. Buchh., Helsinki, T. Carleman and and G. H. Hardy, Fourier series and analytic functions, 124-133. T. Carleman, Congress Proc. Royal of Mathematicians Soc. A 101 (1922)

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3. 4. 5. 6. 7. 8. 9. -,

E. T. Copson, Note on series of positive terms, J. London Math. Soc. 2 (1927) 9-12. J. London Math. of some recently proved facts as to convergency, E. B. Elliott, A simple exposition 1(1926)93-96. L. Fej?r and F. Riesz, ?ber einige E. C. Francis and J. E. Littlewood, K. Grandjot, 114-117. On some identities funktionaltheoretische

Soc.

Math. Z. 11 (1925) 305-314. Ungleichungen, in Infinite Series, Deighton 1928. Bell, Cambridge, Examples theorem, J. London Math. Soc. 3 (1928) relating to Hardy's convergence of certain integrals and some of Math.

G. H. Hardy, Notes on some points in the integral calculus, XLI. On the convergence and series, Messenger of Math. 45 (1915) 163-166. double-series Notes on some points in the integral calculus, LI. On Hubert's connected 48(1919) theorems 107-112. Notes Notes of Math. 54 Note on a theorem on some points (1925) 150-156. on a theorem of Hubert, Math. in the integral of Hubert Z. 6(1920) 314-317. LX. An inequality series of positive between concerning the convergence of infinite series and

theorem,

integrals, Messenger

10. -, 11. -, 12. -, 13. -,

calculus,

integrals, Messenger London Math. Soc.

concerning

terms, Proc.

14. -,

in the journal, J. London Math. Soc. 3 (1928) 166-169. to a chapter on inequalities, J. London Math. Soc. 4 (1929) 61-78. Prolegomena and G. P?lya, The maximum of a certain bilinear form, Proc. 15. G. H. Hardy, J. E. Littlewood, 265-282. Math. Soc. 25(1926) 16. -, 17. 18. 19. -, 1912.

23(1925)45-46. Remarks

on three recent notes

London

1967. 2nd ed., Cambridge University Press, Cambridge, Inequalities, in und unendliche ?ber Integralgleichungssysteme E. Hellinger, Huberts Arbeiten Gleichungssysteme, vol. 3, Springer-Verlag, David Hubert, Gesammelte Berlin, 1979, pp. 94-145. Abhandlungen, Nachr. der linearen Integralgleichungen, einer allgemeinen Theorie D. Hubert, Grundz?ge G?ttingen (1906)157-227. Grundz?ge einer allgemeinen Theorie der linearen Integralgleichungen, Teubner, Leipzig,

20. -, 21. 22. 23. 24. -, 25. -, 26. -, 27. 28. 29. 30. 31. 32. 33. 34. 35. -, 36. 37. 38. 39.

1979. vol. 3, Springer-Verlag, Gesammelte Berlin, Abhandlungen, its history and some related and L. E. Persson, The Hardy inequality-About A. Kufner, L. Maligranda, of Technology, Lule?, 2006. results, research report, Lule? University 2003. A. Kufner and L. E. Persson, Weighted of Hardy Type, World Scientific, Inequalities Singapore, E. Landau, ?ber einen Konvergenzsatz, G?ttingen Nachr. (1907) 25-21. Letter Letter 13, 1924. series of positive terms: Extract from a letter of Prof. E. Landau concerning to Prof. I. Schur, J. London Math. Soc. 1 (1926) 38-39. in Real Analy Selected Problems B. M. Makarov, M. G. Goluzina, A. A. Lodkin, and A. N. Podkorytov, American Mathematical 1992. sis, Transi, of Math. Monographs, Society, Providence, A note on a theorem L. Maligranda, Why Holder's inequality should be called Rogers' Notes inequality, Math. Inequal. Appl. 1(1998)69-83. B. Opic and A. Kufner, Hardy-Type Inequalities, man Scientific & Technical, Harlow, 1990. to G. H. Hardy, June 21, to G. H. Hardy, December 1921.

Pitman Research

inMathematics,

no. 219, Long

G. P?lya, Proof of an inequality, Proc. London Math. Soc. (2) 24 (1926) 57. und Lehrs?tze aus der Analysis, 1925. G. P?lya and G. Szeg?, Aufgaben Berlin, Springer-Verlag, ?ber Systeme F. Riesz, Untersuchungen integrierbarer Funktionen, Math. Ann. 69 (1910) 449^4-97. M. Riesz, Letter to G. H. Hardy, 1919 or 1920. I. Schur, Letter Bemerkungen Math. Ver?nderlichen,/. to G. H. Hardy, zur 1918 or 1919. Theorie 1-28. der beschr?nkten Bilinearformen mit unendlich vielen

140(1911)

to the Art of Mathematical Master Class. An Introduction J.M. Steele, The Cauchy-Schwarz Inequalities, 2004. Press, Cambridge, Cambridge University und bilinearen Formen von unendlich vielen Ver?nderlichen, O. Toeplitz, Zur Theorie der quadratischen G?ttingen Nachr. (1910) 489-506. von Herrn Hubert, Math. Ann. 68 (1910) eines Reihensatzes Beweis F. Wiener, Elementarer mit besonderer Ber?cksichtigung des Fourierschen H. Weyl, Singul?re Integralgleichungen 1908. orems, Ph.D. dissertation, G?ttingen, 361-366. Integralthe

ALOIS Institute

KUFNER

received

his Ph. D. from

the Czech

of the former Czechoslovak

(now Czech)

Academy

in 1965. He has worked at the Mathematical Academy of Sciences, serving as deputy director ( 1974?

October

2006]

the prehistory

of the hardy

inequality

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he taught at the Charles University institute. Simultaneously, and the ofthat 1978) and director (1978-1990) of West Bohemia in Pilsen, where he was both in Prague, and at the University Czech Technical University, In 1983 he received the Doctor of Sciences head of the Department of Mathematics (1977-1990). degree at the Academy was Prize elected of of Sciences and became member corresponding the Czech Republic spaces. He is the author or coauthor Inequalities (Longman, of Sciences a full professor at the University of West Bohemia in 1985. In 1988, he of Sciences. He was awarded the National of the Czechoslovak Academy in 1985. His main fields of interests are differential and theory of equations of about 120 mathematical papers and eight monographs, Type among 1990) and Weighted Inequalities Zitn? of Hardy (World Scientific, 1, Czech Republic

function

them, Hardy-Type 2003). Mathematical

Institute, Academy

of the Czech Republic,

25, 115 67 Praha

kufner@math.cas.cz

LECH

in Poznan received his Ph. D. from the Adam Mickiewicz (Poland) in University at the Polish Academy Orlicz. He has held appointments of Sciences of Wladyslaw the supervision in Caracas, the Venezuelan Institute for Scientific Research Central of Venezuela in Poznan, University (IVIC) at Lule? he is in the Department of Mathematics and Claremont McKenna in Caracas, Currently College. in 1991 he completed the Doctor of Sciences of Technology (Sweden), where degree (=Docent University MALIGRANDA 1979 under He received the Stefan Banach Prize of the Polish became professor of mathematics. in Venezuela in 1990, and the Ad?lie Prize in 1982, the State Prize from CONICIT Society in 2001. His research interests include functional of Technology for the Best Teacher at the Lule? University He is the author or coauthor of and sometimes the history of mathematics. real analysis, inequalities, analysis, and in 2000 papers Lule? and the monograph University Orlicz Spaces SE-971 and Interpolation 87 Lule?, Sweden (Campinas SP Brasil, 1989). Department of Mathematics, lech@sm.luth.se of Technology,

in Sweden) Mathematical

one hundred mathematical

in 1974 under the super received his Ph. D. from the Urnea University PERSSON (Sweden) at Ume? University, the Lule? University of Technology, of Ingemar Wik. He has held appointments at the Lule? Since 1994 he has been a full professor of mathematics and Uppsala University. Narvik University, a member of He was president of the Swedish Mathematical of Technology. (1996-1998), Society University at the Royal Academy of Sciences from 1995, and director of of Mathematics the Swedish National Committe at Lule? University of Technology from 1995. His research interests in the Center of Applied Mathematics LARS-ERIK vision He and homogenization the interpolation of operators, Fourier analysis, function spaces, inequalities, theory. The Homogenization Method is the author or coauthor of 120 mathematical papers and three monographs: Lund 1993), Weighted An Introduction 2003), (Studentlitteratur, Inequalities of Hardy Type (World Scientific, clude and Convex Functions and their Applications Lule? University (Springer, 2006). SE-971 87 Lule?, Sweden of Technology,

Department of Mathematics, larserik@ sm.luth.se

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