ELI5: Explain Like I'm 5

Hölder's inequality

Okay kiddo, let's talk about Hölder's inequality. It's a special math rule that helps us compare different numbers to see which ones are bigger or smaller.

Let's say we have two groups of numbers, call them A and B. The numbers in group A are raised to the power of p, and the numbers in group B are raised to the power of q. These powers can be any numbers we want.

Here's Hölder's inequality: when we multiply all the numbers in group A by all the numbers in group B, and then add up all these products, it will always be less than or equal to (that means not bigger than) the product of the sums of group A and group B, each raised to the powers of p and q respectively.

I know that might sound a bit confusing, so let's use an example. Say we have group A with the numbers 2, 3, and 4, and group B with the numbers 5, 6, and 7.

Let's choose p as 2, and q as 3. Now, we'll multiply each number in group A by the corresponding number in group B:

(2^2) x (5^3) = 250
(3^2) x (6^3) = 648
(4^2) x (7^3) = 1372

Now, we add up these products:

250 + 648 + 1372 = 2270

Next, we find the sum of group A raised to the power of p (2), and the sum of group B raised to the power of q (3):

(2 + 3 + 4)^2 = 81
(5 + 6 + 7)^3 = 5832

Finally, we multiply these sums together:

81 x 5832 = 472392

Now, we can use Hölder's inequality to compare the sum of the products (2270) to the product of the sums (472392):

2270 ≤ 472392

And it turns out the inequality is true! That means that Hölder's inequality works for this example.

Overall, Hölder's inequality is a way to compare different numbers and see which ones are bigger or smaller based on how they're raised to certain powers.