One lower bound for $(1+x)log(1+x)-x$
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2
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Problem
When studying Chernoff bound, one result is used without proof and reference, which is
$$
(1+x)log(1+x)-xgeq frac{x^2}{frac{2}{3}x+2}
$$
I am wondering how this is proved.
What I Have Done
I checked the minimum of LHS and maximum of RHS, this indeed holds. But when it comes to prove this, this sort of check is far from enough.
Something I think relatable is doing some Taylor expansion of LHS, but I did not get the result.
Could someone help me, thank you in advance.
Edit
Take the second-order derivative of $f(x)=(1+x)log(1+x)-x-frac{x^2}{frac{2}{3}x+2}$ gives us $f''(x)=frac{x^2, left(x + 9right)}{left(x + 1right), {left(x + 3right)}^3}$, which shows the correctness of the answer below.
calculus inequality logarithms upper-lower-bounds
|
show 2 more comments
up vote
2
down vote
favorite
Problem
When studying Chernoff bound, one result is used without proof and reference, which is
$$
(1+x)log(1+x)-xgeq frac{x^2}{frac{2}{3}x+2}
$$
I am wondering how this is proved.
What I Have Done
I checked the minimum of LHS and maximum of RHS, this indeed holds. But when it comes to prove this, this sort of check is far from enough.
Something I think relatable is doing some Taylor expansion of LHS, but I did not get the result.
Could someone help me, thank you in advance.
Edit
Take the second-order derivative of $f(x)=(1+x)log(1+x)-x-frac{x^2}{frac{2}{3}x+2}$ gives us $f''(x)=frac{x^2, left(x + 9right)}{left(x + 1right), {left(x + 3right)}^3}$, which shows the correctness of the answer below.
calculus inequality logarithms upper-lower-bounds
For which $x$ is the inequality to hold? For all $x>-1$? [need at least that restriction because of $log(1+x)$]
– coffeemath
Nov 18 at 3:20
Yeah, if you solve the inequality for the log, you get that it's $ge dfrac{5x^2+6x}{2x^2+8x+6}$ whose limit as $x to infty$ is $dfrac 52$, and since $log$ is unbounded its easy to see that after some point the inequality must be true.
– Ovi
Nov 18 at 3:25
I don't think it is always true. Take x=9 for example. You get 1 on the left and 10.125 on the right. It is only true in (-1,0].
– NoChance
Nov 18 at 4:45
@NoChance. For $x=9$, $lhs=10log(10)-9=14.0259$
– Claude Leibovici
Nov 18 at 4:49
1
The rhs is the $[2,1]$ Padé approximant (built at $x=0$) of the lhs.
– Claude Leibovici
Nov 18 at 4:54
|
show 2 more comments
up vote
2
down vote
favorite
up vote
2
down vote
favorite
Problem
When studying Chernoff bound, one result is used without proof and reference, which is
$$
(1+x)log(1+x)-xgeq frac{x^2}{frac{2}{3}x+2}
$$
I am wondering how this is proved.
What I Have Done
I checked the minimum of LHS and maximum of RHS, this indeed holds. But when it comes to prove this, this sort of check is far from enough.
Something I think relatable is doing some Taylor expansion of LHS, but I did not get the result.
Could someone help me, thank you in advance.
Edit
Take the second-order derivative of $f(x)=(1+x)log(1+x)-x-frac{x^2}{frac{2}{3}x+2}$ gives us $f''(x)=frac{x^2, left(x + 9right)}{left(x + 1right), {left(x + 3right)}^3}$, which shows the correctness of the answer below.
calculus inequality logarithms upper-lower-bounds
Problem
When studying Chernoff bound, one result is used without proof and reference, which is
$$
(1+x)log(1+x)-xgeq frac{x^2}{frac{2}{3}x+2}
$$
I am wondering how this is proved.
What I Have Done
I checked the minimum of LHS and maximum of RHS, this indeed holds. But when it comes to prove this, this sort of check is far from enough.
Something I think relatable is doing some Taylor expansion of LHS, but I did not get the result.
Could someone help me, thank you in advance.
Edit
Take the second-order derivative of $f(x)=(1+x)log(1+x)-x-frac{x^2}{frac{2}{3}x+2}$ gives us $f''(x)=frac{x^2, left(x + 9right)}{left(x + 1right), {left(x + 3right)}^3}$, which shows the correctness of the answer below.
calculus inequality logarithms upper-lower-bounds
calculus inequality logarithms upper-lower-bounds
edited Nov 18 at 6:33
Martin Sleziak
44.5k7115268
44.5k7115268
asked Nov 18 at 3:07
Mr.Robot
1789
1789
For which $x$ is the inequality to hold? For all $x>-1$? [need at least that restriction because of $log(1+x)$]
– coffeemath
Nov 18 at 3:20
Yeah, if you solve the inequality for the log, you get that it's $ge dfrac{5x^2+6x}{2x^2+8x+6}$ whose limit as $x to infty$ is $dfrac 52$, and since $log$ is unbounded its easy to see that after some point the inequality must be true.
– Ovi
Nov 18 at 3:25
I don't think it is always true. Take x=9 for example. You get 1 on the left and 10.125 on the right. It is only true in (-1,0].
– NoChance
Nov 18 at 4:45
@NoChance. For $x=9$, $lhs=10log(10)-9=14.0259$
– Claude Leibovici
Nov 18 at 4:49
1
The rhs is the $[2,1]$ Padé approximant (built at $x=0$) of the lhs.
– Claude Leibovici
Nov 18 at 4:54
|
show 2 more comments
For which $x$ is the inequality to hold? For all $x>-1$? [need at least that restriction because of $log(1+x)$]
– coffeemath
Nov 18 at 3:20
Yeah, if you solve the inequality for the log, you get that it's $ge dfrac{5x^2+6x}{2x^2+8x+6}$ whose limit as $x to infty$ is $dfrac 52$, and since $log$ is unbounded its easy to see that after some point the inequality must be true.
– Ovi
Nov 18 at 3:25
I don't think it is always true. Take x=9 for example. You get 1 on the left and 10.125 on the right. It is only true in (-1,0].
– NoChance
Nov 18 at 4:45
@NoChance. For $x=9$, $lhs=10log(10)-9=14.0259$
– Claude Leibovici
Nov 18 at 4:49
1
The rhs is the $[2,1]$ Padé approximant (built at $x=0$) of the lhs.
– Claude Leibovici
Nov 18 at 4:54
For which $x$ is the inequality to hold? For all $x>-1$? [need at least that restriction because of $log(1+x)$]
– coffeemath
Nov 18 at 3:20
For which $x$ is the inequality to hold? For all $x>-1$? [need at least that restriction because of $log(1+x)$]
– coffeemath
Nov 18 at 3:20
Yeah, if you solve the inequality for the log, you get that it's $ge dfrac{5x^2+6x}{2x^2+8x+6}$ whose limit as $x to infty$ is $dfrac 52$, and since $log$ is unbounded its easy to see that after some point the inequality must be true.
– Ovi
Nov 18 at 3:25
Yeah, if you solve the inequality for the log, you get that it's $ge dfrac{5x^2+6x}{2x^2+8x+6}$ whose limit as $x to infty$ is $dfrac 52$, and since $log$ is unbounded its easy to see that after some point the inequality must be true.
– Ovi
Nov 18 at 3:25
I don't think it is always true. Take x=9 for example. You get 1 on the left and 10.125 on the right. It is only true in (-1,0].
– NoChance
Nov 18 at 4:45
I don't think it is always true. Take x=9 for example. You get 1 on the left and 10.125 on the right. It is only true in (-1,0].
– NoChance
Nov 18 at 4:45
@NoChance. For $x=9$, $lhs=10log(10)-9=14.0259$
– Claude Leibovici
Nov 18 at 4:49
@NoChance. For $x=9$, $lhs=10log(10)-9=14.0259$
– Claude Leibovici
Nov 18 at 4:49
1
1
The rhs is the $[2,1]$ Padé approximant (built at $x=0$) of the lhs.
– Claude Leibovici
Nov 18 at 4:54
The rhs is the $[2,1]$ Padé approximant (built at $x=0$) of the lhs.
– Claude Leibovici
Nov 18 at 4:54
|
show 2 more comments
2 Answers
2
active
oldest
votes
up vote
3
down vote
accepted
Hint: Study the function $f(x) = LHS-RHS$ and show it is non-negative
Detailed hint: $f$ is infinitely differentiable on $(-1,infty)$. Derive $f$ (twice): $f''$ is easy to handle, as it is a rational function (no more logarithms); it has a single root at $0$ and is always non-negative. This means $f'$ is non-decreasing; since $f'(0)=0$, we have $f$ decreasing on $(-1,0)$ and increasing on $(0,infty)$. But $f(0)=0$, and thus $f(x)geq f(0)=0$ for all $x$.
1
Thank you, but I think we can do this because we know RHS. I am wondering how something like RHS is derived from LHS using certain techniques.
– Mr.Robot
Nov 18 at 5:04
1
Then you can for instance look at Taylor series to have an idea of a possible approximation by polynomials. For things like this one (not a polynomial), you would look at another type of approximation by the "best function in a simple class" (e.g., this: en.wikipedia.org/wiki/Pad%C3%A9_approximant)
– Clement C.
Nov 18 at 6:04
add a comment |
up vote
0
down vote
Also, we can make the following.
We need to prove that $f(x)geq0,$ where
$$f(x)=ln(1+x)-frac{5x^2+6x}{2(x^2+4x+3)}.$$
We see that
$$f'(x)=frac{x^3}{(x^2+4x+3)^2},$$ which says that $$f(x)geq f(0)=0$$ and we are done!
add a comment |
2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
3
down vote
accepted
Hint: Study the function $f(x) = LHS-RHS$ and show it is non-negative
Detailed hint: $f$ is infinitely differentiable on $(-1,infty)$. Derive $f$ (twice): $f''$ is easy to handle, as it is a rational function (no more logarithms); it has a single root at $0$ and is always non-negative. This means $f'$ is non-decreasing; since $f'(0)=0$, we have $f$ decreasing on $(-1,0)$ and increasing on $(0,infty)$. But $f(0)=0$, and thus $f(x)geq f(0)=0$ for all $x$.
1
Thank you, but I think we can do this because we know RHS. I am wondering how something like RHS is derived from LHS using certain techniques.
– Mr.Robot
Nov 18 at 5:04
1
Then you can for instance look at Taylor series to have an idea of a possible approximation by polynomials. For things like this one (not a polynomial), you would look at another type of approximation by the "best function in a simple class" (e.g., this: en.wikipedia.org/wiki/Pad%C3%A9_approximant)
– Clement C.
Nov 18 at 6:04
add a comment |
up vote
3
down vote
accepted
Hint: Study the function $f(x) = LHS-RHS$ and show it is non-negative
Detailed hint: $f$ is infinitely differentiable on $(-1,infty)$. Derive $f$ (twice): $f''$ is easy to handle, as it is a rational function (no more logarithms); it has a single root at $0$ and is always non-negative. This means $f'$ is non-decreasing; since $f'(0)=0$, we have $f$ decreasing on $(-1,0)$ and increasing on $(0,infty)$. But $f(0)=0$, and thus $f(x)geq f(0)=0$ for all $x$.
1
Thank you, but I think we can do this because we know RHS. I am wondering how something like RHS is derived from LHS using certain techniques.
– Mr.Robot
Nov 18 at 5:04
1
Then you can for instance look at Taylor series to have an idea of a possible approximation by polynomials. For things like this one (not a polynomial), you would look at another type of approximation by the "best function in a simple class" (e.g., this: en.wikipedia.org/wiki/Pad%C3%A9_approximant)
– Clement C.
Nov 18 at 6:04
add a comment |
up vote
3
down vote
accepted
up vote
3
down vote
accepted
Hint: Study the function $f(x) = LHS-RHS$ and show it is non-negative
Detailed hint: $f$ is infinitely differentiable on $(-1,infty)$. Derive $f$ (twice): $f''$ is easy to handle, as it is a rational function (no more logarithms); it has a single root at $0$ and is always non-negative. This means $f'$ is non-decreasing; since $f'(0)=0$, we have $f$ decreasing on $(-1,0)$ and increasing on $(0,infty)$. But $f(0)=0$, and thus $f(x)geq f(0)=0$ for all $x$.
Hint: Study the function $f(x) = LHS-RHS$ and show it is non-negative
Detailed hint: $f$ is infinitely differentiable on $(-1,infty)$. Derive $f$ (twice): $f''$ is easy to handle, as it is a rational function (no more logarithms); it has a single root at $0$ and is always non-negative. This means $f'$ is non-decreasing; since $f'(0)=0$, we have $f$ decreasing on $(-1,0)$ and increasing on $(0,infty)$. But $f(0)=0$, and thus $f(x)geq f(0)=0$ for all $x$.
answered Nov 18 at 3:52
Clement C.
48.9k33784
48.9k33784
1
Thank you, but I think we can do this because we know RHS. I am wondering how something like RHS is derived from LHS using certain techniques.
– Mr.Robot
Nov 18 at 5:04
1
Then you can for instance look at Taylor series to have an idea of a possible approximation by polynomials. For things like this one (not a polynomial), you would look at another type of approximation by the "best function in a simple class" (e.g., this: en.wikipedia.org/wiki/Pad%C3%A9_approximant)
– Clement C.
Nov 18 at 6:04
add a comment |
1
Thank you, but I think we can do this because we know RHS. I am wondering how something like RHS is derived from LHS using certain techniques.
– Mr.Robot
Nov 18 at 5:04
1
Then you can for instance look at Taylor series to have an idea of a possible approximation by polynomials. For things like this one (not a polynomial), you would look at another type of approximation by the "best function in a simple class" (e.g., this: en.wikipedia.org/wiki/Pad%C3%A9_approximant)
– Clement C.
Nov 18 at 6:04
1
1
Thank you, but I think we can do this because we know RHS. I am wondering how something like RHS is derived from LHS using certain techniques.
– Mr.Robot
Nov 18 at 5:04
Thank you, but I think we can do this because we know RHS. I am wondering how something like RHS is derived from LHS using certain techniques.
– Mr.Robot
Nov 18 at 5:04
1
1
Then you can for instance look at Taylor series to have an idea of a possible approximation by polynomials. For things like this one (not a polynomial), you would look at another type of approximation by the "best function in a simple class" (e.g., this: en.wikipedia.org/wiki/Pad%C3%A9_approximant)
– Clement C.
Nov 18 at 6:04
Then you can for instance look at Taylor series to have an idea of a possible approximation by polynomials. For things like this one (not a polynomial), you would look at another type of approximation by the "best function in a simple class" (e.g., this: en.wikipedia.org/wiki/Pad%C3%A9_approximant)
– Clement C.
Nov 18 at 6:04
add a comment |
up vote
0
down vote
Also, we can make the following.
We need to prove that $f(x)geq0,$ where
$$f(x)=ln(1+x)-frac{5x^2+6x}{2(x^2+4x+3)}.$$
We see that
$$f'(x)=frac{x^3}{(x^2+4x+3)^2},$$ which says that $$f(x)geq f(0)=0$$ and we are done!
add a comment |
up vote
0
down vote
Also, we can make the following.
We need to prove that $f(x)geq0,$ where
$$f(x)=ln(1+x)-frac{5x^2+6x}{2(x^2+4x+3)}.$$
We see that
$$f'(x)=frac{x^3}{(x^2+4x+3)^2},$$ which says that $$f(x)geq f(0)=0$$ and we are done!
add a comment |
up vote
0
down vote
up vote
0
down vote
Also, we can make the following.
We need to prove that $f(x)geq0,$ where
$$f(x)=ln(1+x)-frac{5x^2+6x}{2(x^2+4x+3)}.$$
We see that
$$f'(x)=frac{x^3}{(x^2+4x+3)^2},$$ which says that $$f(x)geq f(0)=0$$ and we are done!
Also, we can make the following.
We need to prove that $f(x)geq0,$ where
$$f(x)=ln(1+x)-frac{5x^2+6x}{2(x^2+4x+3)}.$$
We see that
$$f'(x)=frac{x^3}{(x^2+4x+3)^2},$$ which says that $$f(x)geq f(0)=0$$ and we are done!
answered Nov 18 at 8:33
Michael Rozenberg
94.5k1588183
94.5k1588183
add a comment |
add a comment |
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For which $x$ is the inequality to hold? For all $x>-1$? [need at least that restriction because of $log(1+x)$]
– coffeemath
Nov 18 at 3:20
Yeah, if you solve the inequality for the log, you get that it's $ge dfrac{5x^2+6x}{2x^2+8x+6}$ whose limit as $x to infty$ is $dfrac 52$, and since $log$ is unbounded its easy to see that after some point the inequality must be true.
– Ovi
Nov 18 at 3:25
I don't think it is always true. Take x=9 for example. You get 1 on the left and 10.125 on the right. It is only true in (-1,0].
– NoChance
Nov 18 at 4:45
@NoChance. For $x=9$, $lhs=10log(10)-9=14.0259$
– Claude Leibovici
Nov 18 at 4:49
1
The rhs is the $[2,1]$ Padé approximant (built at $x=0$) of the lhs.
– Claude Leibovici
Nov 18 at 4:54