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''for derivatives of algebraic polynomials''
 
''for derivatives of algebraic polynomials''
  
An equality giving an estimate of the uniform norm of the derivative in terms of the uniform norm of the polynomial itself. Let <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/m/m062/m062470/m0624701.png" /> be an algebraic polynomial of degree not exceeding <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/m/m062/m062470/m0624702.png" /> and let
+
An equality giving an estimate of the uniform norm of the derivative in terms of the uniform norm of the polynomial itself. Let $  P _ {n} ( x) $
 +
be an algebraic polynomial of degree not exceeding $  n $
 +
and let
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/m/m062/m062470/m0624703.png" /></td> </tr></table>
+
$$
 +
= \max _ {a \leq  x \leq  b }  | P _ {n} ( x) | .
 +
$$
  
Then for any <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/m/m062/m062470/m0624704.png" /> in <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/m/m062/m062470/m0624705.png" />,
+
Then for any $  x $
 +
in $  [ a , b ] $,
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/m/m062/m062470/m0624706.png" /></td> <td valign="top" style="width:5%;text-align:right;">(*)</td></tr></table>
+
$$ \tag{* }
 +
| P _ {n} ^ { \prime } ( x) |  \leq 
 +
\frac{2 M n  ^ {2} }{b - a }
 +
.
 +
$$
  
Inequality (*) was obtained by A.A. Markov in 1889 (see [[#References|[1]]]). The Markov inequality is exact (best possible). Thus, if <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/m/m062/m062470/m0624707.png" />, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/m/m062/m062470/m0624708.png" />,
+
Inequality (*) was obtained by A.A. Markov in 1889 (see [[#References|[1]]]). The Markov inequality is exact (best possible). Thus, for  $  a = - 1 $,  
 +
$  b = 1 $,  
 +
considering the [[Chebyshev polynomials]]
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/m/m062/m062470/m0624709.png" /></td> </tr></table>
+
$$
 +
P _ {n} ( x)  = \cos \{ n \,  \mathop{\rm arc}  \cos  x \} ,
 +
$$
  
 
then
 
then
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/m/m062/m062470/m06247010.png" /></td> </tr></table>
+
$$
 +
= 1 ,\ \
 +
P _ {n} ^ { \prime } ( 1)  = n  ^ {2} ,
 +
$$
  
 
and inequality (*) becomes an equality.
 
and inequality (*) becomes an equality.
  
For derivatives of arbitrary order <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/m/m062/m062470/m06247011.png" />, Markov's inequality implies that
+
For derivatives of arbitrary order $  r \leq  n $,  
 +
Markov's inequality implies that
 +
 
 +
$$
 +
| P _ {n}  ^ {(r)} ( x) |  \leq 
 +
\frac{M 2  ^ {r} }{( b - a )  ^ {r} }
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/m/m062/m062470/m06247012.png" /></td> </tr></table>
+
n  ^ {2} \dots ( n - r + 1 )  ^ {2} ,\ \
 +
a \leq  x \leq  b ,
 +
$$
  
which already for <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/m/m062/m062470/m06247013.png" /> is not exact. An exact inequality for <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/m/m062/m062470/m06247014.png" /> was obtained by V.A. Markov [[#References|[2]]]:
+
which already for $  r \geq  2 $
 +
is not exact. An exact inequality for $  P _ {n}  ^ {(r)} ( x) $
 +
was obtained by V.A. Markov [[#References|[2]]]:
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/m/m062/m062470/m06247015.png" /></td> </tr></table>
+
$$
 +
| P _ {n}  ^ {(r)} ( x) |  \leq  \
 +
 
 +
\frac{M 2  ^ {r} n  ^ {2} ( n  ^ {2} - 1  ^ {2} ) \dots ( n  ^ {2} -( r- 1)  ^ {2} ) }{( b - a )  ^ {r} ( 2 r - 1 ) !! }
 +
,\  a \leq  x \leq  b .
 +
$$
  
 
====References====
 
====References====
 
<table><TR><TD valign="top">[1]</TD> <TD valign="top">  A.A. Markov,  "Selected works" , Moscow-Leningrad  (1948)  (In Russian)</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top">  W.A. [V.A. Markov] Markoff,  "Ueber die Funktionen, die in einem gegebenen Intervall möglichst wenig von Null abweichen"  ''Math. Ann.'' , '''77'''  (1916)  pp. 213–258</TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top">  I.P. Natanson,  "Constructive theory of functions" , '''1–2''' , F. Ungar  (1964–1965)  (Translated from Russian)</TD></TR></table>
 
<table><TR><TD valign="top">[1]</TD> <TD valign="top">  A.A. Markov,  "Selected works" , Moscow-Leningrad  (1948)  (In Russian)</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top">  W.A. [V.A. Markov] Markoff,  "Ueber die Funktionen, die in einem gegebenen Intervall möglichst wenig von Null abweichen"  ''Math. Ann.'' , '''77'''  (1916)  pp. 213–258</TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top">  I.P. Natanson,  "Constructive theory of functions" , '''1–2''' , F. Ungar  (1964–1965)  (Translated from Russian)</TD></TR></table>
 
 
  
 
====Comments====
 
====Comments====
 
  
 
====References====
 
====References====
 
<table><TR><TD valign="top">[a1]</TD> <TD valign="top">  E.W. Cheney,  "Introduction to approximation theory" , Chelsea, reprint  (1982)</TD></TR><TR><TD valign="top">[a2]</TD> <TD valign="top">  R.J. Duffin,  A.C. Schaeffer,  "A refinement of an inequality of the brothers Markoff"  ''Trans. Amer. Math. Soc.'' , '''50'''  (1941)  pp. 517–528</TD></TR><TR><TD valign="top">[a3]</TD> <TD valign="top">  A. Schönhage,  "Approximationstheorie" , de Gruyter  (1971)</TD></TR></table>
 
<table><TR><TD valign="top">[a1]</TD> <TD valign="top">  E.W. Cheney,  "Introduction to approximation theory" , Chelsea, reprint  (1982)</TD></TR><TR><TD valign="top">[a2]</TD> <TD valign="top">  R.J. Duffin,  A.C. Schaeffer,  "A refinement of an inequality of the brothers Markoff"  ''Trans. Amer. Math. Soc.'' , '''50'''  (1941)  pp. 517–528</TD></TR><TR><TD valign="top">[a3]</TD> <TD valign="top">  A. Schönhage,  "Approximationstheorie" , de Gruyter  (1971)</TD></TR></table>

Latest revision as of 10:55, 6 February 2021


for derivatives of algebraic polynomials

An equality giving an estimate of the uniform norm of the derivative in terms of the uniform norm of the polynomial itself. Let $ P _ {n} ( x) $ be an algebraic polynomial of degree not exceeding $ n $ and let

$$ M = \max _ {a \leq x \leq b } | P _ {n} ( x) | . $$

Then for any $ x $ in $ [ a , b ] $,

$$ \tag{* } | P _ {n} ^ { \prime } ( x) | \leq \frac{2 M n ^ {2} }{b - a } . $$

Inequality (*) was obtained by A.A. Markov in 1889 (see [1]). The Markov inequality is exact (best possible). Thus, for $ a = - 1 $, $ b = 1 $, considering the Chebyshev polynomials

$$ P _ {n} ( x) = \cos \{ n \, \mathop{\rm arc} \cos x \} , $$

then

$$ M = 1 ,\ \ P _ {n} ^ { \prime } ( 1) = n ^ {2} , $$

and inequality (*) becomes an equality.

For derivatives of arbitrary order $ r \leq n $, Markov's inequality implies that

$$ | P _ {n} ^ {(r)} ( x) | \leq \frac{M 2 ^ {r} }{( b - a ) ^ {r} } n ^ {2} \dots ( n - r + 1 ) ^ {2} ,\ \ a \leq x \leq b , $$

which already for $ r \geq 2 $ is not exact. An exact inequality for $ P _ {n} ^ {(r)} ( x) $ was obtained by V.A. Markov [2]:

$$ | P _ {n} ^ {(r)} ( x) | \leq \ \frac{M 2 ^ {r} n ^ {2} ( n ^ {2} - 1 ^ {2} ) \dots ( n ^ {2} -( r- 1) ^ {2} ) }{( b - a ) ^ {r} ( 2 r - 1 ) !! } ,\ a \leq x \leq b . $$

References

[1] A.A. Markov, "Selected works" , Moscow-Leningrad (1948) (In Russian)
[2] W.A. [V.A. Markov] Markoff, "Ueber die Funktionen, die in einem gegebenen Intervall möglichst wenig von Null abweichen" Math. Ann. , 77 (1916) pp. 213–258
[3] I.P. Natanson, "Constructive theory of functions" , 1–2 , F. Ungar (1964–1965) (Translated from Russian)

Comments

References

[a1] E.W. Cheney, "Introduction to approximation theory" , Chelsea, reprint (1982)
[a2] R.J. Duffin, A.C. Schaeffer, "A refinement of an inequality of the brothers Markoff" Trans. Amer. Math. Soc. , 50 (1941) pp. 517–528
[a3] A. Schönhage, "Approximationstheorie" , de Gruyter (1971)
How to Cite This Entry:
Markov inequality. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Markov_inequality&oldid=18236
This article was adapted from an original article by N.P. KorneichukV.P. Motornyi (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article