Difference between revisions of "Markov inequality"
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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 | + | 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 | + | 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 [[#References|[1]]]). The Markov inequality is exact (best possible). Thus, for | + | 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]] | ||
− | + | $$ | |
+ | P _ {n} ( x) = \cos \{ n { \mathop{\rm arc} \cos } x \} , | ||
+ | $$ | ||
then | then | ||
− | + | $$ | |
+ | M = 1 ,\ \ | ||
+ | P _ {n} ^ { \prime } ( 1) = n ^ {2} , | ||
+ | $$ | ||
and inequality (*) becomes an equality. | and inequality (*) becomes an equality. | ||
− | For derivatives of arbitrary order | + | 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 | + | 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]]]: | ||
− | + | $$ | |
+ | | P _ {n} ^ {(} r) ( x) | \leq \ | ||
+ | |||
+ | \frac{M 2 ^ {r} n ^ {2} ( n ^ {2} - 1 ^ {2} ) \dots ( n ^ {2} -( r- 1) ^ {2} ) }{( b - a ) ^ {r} ( 2 r - 1 ) !! } | ||
+ | ,\ a \leq x \leq b . | ||
+ | $$ | ||
====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> |
Revision as of 07:59, 6 June 2020
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) |
Markov inequality. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Markov_inequality&oldid=37566