ON AN INTEGRAL INEQUALITY OF R. BELLMAN
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Abstract
We prove: if $u$ and $v$ are non-negative, concave functions defined on $[0, 1]$ satisfying
\[\int_0^1 (u(x))^{2p} dx =\int_0^1 (v(x))^{2q} dx=1, \quad p>0, \quad q>0,\]
then
\[\int_0^1(u(x))^p (v(x))^q dx\ge\frac{2\sqrt{(2p+1)(2q+1)}}{(p+1)(q+1)}-1.\]
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References
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