Abel's inequality explained

In mathematics, Abel's inequality, named after Niels Henrik Abel, supplies a simple bound on the absolute value of the inner product of two vectors in an important special case.

Mathematical description

Let be a sequence of real numbers that is either nonincreasing or nondecreasing, and let be a sequence of real or complex numbers. If is nondecreasing, it holds that

\left

n
|\sum
k=1

akbk\right|\le\operatorname{max}k=1,...,n|Bk|(|an|+an-a1),

and if is nonincreasing, it holds that

\left

n
|\sum
k=1

akbk\right|\le\operatorname{max}k=1,...,n|Bk|(|an|-an+a1),

where

Bk=b1+ … +bk.

In particular, if the sequence is nonincreasing and nonnegative, it follows that

\left

n
|\sum
k=1

akbk\right|\le\operatorname{max}k=1,...,n|Bk|a1,

Relation to Abel's transformation

Abel's inequality follows easily from Abel's transformation, which is the discrete version of integration by parts: If and are sequences of real or complex numbers, it holds that

n
\sum
k=1

akbk=anBn-

n-1
\sum
k=1

Bk(ak+1-ak).

References