Muirhead's inequality

In mathematics, Muirhead's inequality, named after Robert Franklin Muirhead, also known as the "bunching" method, generalizes the inequality of arithmetic and geometric means.

For any real vector define the "a-mean" [a] of positive real numbers x1, ..., xn by where the sum extends over all permutations σ of { 1, ..., n }.

When the elements of a are nonnegative integers, the a-mean can be equivalently defined via the monomial symmetric polynomial

as where ℓ is the number of distinct elements in a, and k1, ..., kℓ are their multiplicities.

Notice that the a-mean as defined above only has the usual properties of a mean (e.g., if the mean of equal numbers is equal to them) if

A stochastic matrix is a square matrix of nonnegative real entries in which the sum of the entries in each column is 1.

Muirhead's inequality states that [a] ≤ [b] for all x such that xi > 0 for every i ∈ { 1, ..., n } if and only if there is some doubly stochastic matrix P for which a = Pb.

The latter condition can be expressed in several equivalent ways; one of them is given below.

The proof makes use of the fact that every doubly stochastic matrix is a weighted average of permutation matrices (Birkhoff-von Neumann theorem).

Because of the symmetry of the sum, no generality is lost by sorting the exponents into decreasing order: Then the existence of a doubly stochastic matrix P such that a = Pb is equivalent to the following system of inequalities: (The last one is an equality; the others are weak inequalities.)

A success in reducing an inequality in this form means that the only condition for testing it is to verify whether one exponent sequence (

monomials, for instance: Let and We have Then which is yielding the inequality.

We seek to prove that x2 + y2 ≥ 2xy by using bunching (Muirhead's inequality).

Similarly, we can prove the inequality by writing it using the symmetric-sum notation as which is the same as Since the sequence (3, 0, 0) majorizes the sequence (1, 1, 1), the inequality holds by bunching.