Tuesday, March 20, 2018

error function - Elegant proof for an inequality involving erf



I'm trying to prove the following inequality for $0 < x < 1$:




$$\operatorname{erf}\left(\frac{(1+x)\sqrt{\ln{(1+x)}}}{\sqrt{(1+x)^2 - 1}}\right) - \operatorname{erf}\left(\frac{\sqrt{\ln{(1+x)}}}{\sqrt{(1+x)^2 - 1}}\right) \geq \frac{x}{4}$$



Proof by WolframAlpha: http://goo.gl/15mrM



I could also construct a Proof by Mathematica, without too much trouble.



However, I'm looking for a more elegant proof of this inequality. My approach was going to involve showing that this holds for $x = 0$ and $x = 1$, and then show the function is concave. However, taking the second derivative yields the following monstrosity: http://goo.gl/fKxca



Is there a more elegant way to prove this? I wouldn't mind showing a weaker inequality of the form $\geq \frac{x}{c}$ (for some explicit $c$) if the proof was sufficiently simple.


Answer




I don't know if it's the elegant approach you're looking for, but here's a suggestion: fix any $x_0 > $, and define
$$
f_{x_0}\colon y > 0 \mapsto \operatorname{erf}\left(\frac{(1+y)\sqrt{\ln(1+x_0)}}{\sqrt{(1+x_0)^2-1}}\right)
$$
Now, what you want to prove is
$$\begin{equation}
f_{x_0}\!(x_0)-f_{x_0}\!(0) \geq \frac{x_0}{4} \tag{1}
\end{equation}$$
so it is sufficient to prove that for all $y\in[0,2x_0]$,
$$\begin{equation}

f_{x_0}\!(y)-f_{x_0}\!(0) \geq \frac{y}{4}
\end{equation}$$
i.e.
$$\begin{equation}
\frac{f_{x_0}\!(y)-f_{x_0}\!(0)}{y} \geq \frac{1}{4} \tag{2}
\end{equation}$$
Since $f_{x_0}$ is concave, you can use the usual arguments about concavity/convexity (eg, a concave function has a decreasing slope).



Does that make sense? (I'm not sure it is easy, but the whole point is "just" to reduce the problem to an actual concave function — for which (2) might be easier))


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