# Bunyakovskii inequality

An inequality in mathematical analysis, established by V.Ya. Bunyakovskii [1] for square-integrable functions $f$ and $g$ :

$\left[ \int_{a}^{b}f(x)g(x)\,dx\right]^2 \le \int_{a}^{b}f^2(x)\,dx \int_{a}^{b}g^2(x)\,dx.$

This inequality is analogous to Cauchy's algebraic inequality

$(a_1 b_1 + \dots + a_n b_n)^2 \le (a_1^2 + \dots + a_n^2)(b_1^2 + \dots + b_n^2).$

The Bunyakovskii inequality is also known as the Schwarz inequality; however, Bunyakovskii published his study as early as 1859, whereas in H.A. Schwarz' work this inequality appeared as late as 1884 (without any reference to the work of Bunyakovskii).

#### References

1. W. [V.Ya. Bunyakovskii] Bounjakowsky, "Sur quelques inegalités concernant les intégrales aux différences finis" Mem. Acad. Sci. St. Petersbourg (7) , 1 (1859) pp. 9

2. W. Rudin, "Principles of mathematical analysis" , McGraw-Hill (1953)

In Western literature this inequality is often called the Cauchy inequality, or the Cauchy Schwarz inequality. Its generalization to a function $f$ in $L_p$ and a function $g$ in $L_q$, $1/p + 1/q = 1$, is called the Hölder inequality.
Cauchy's algebraic inequality stated above holds for real numbers $a_i, b_i, \quad i = 1, \dots, n$. For complex numbers $a_i, b_i, \quad i = 1, \dots, n$, it reads
$\left| a_1 \overline{b_1} + \dots + a_n \overline{b_n}\right|^2 \le (|a_1^2| + \dots + |a_n^2|) \cdot (|b_1^2| + \dots + |b_n^2|).$