TITLE: How do you show monotonicity of the $\ell^p$ norms?
QUESTION [64 upvotes]: I can't seem to work out the inequality $(\sum |x_n|^q)^{1/q} \leq (\sum |x_n|^p)^{1/p}$ for $p \leq q$ (which I'm assuming is the way to go about it).

REPLY [2 votes]: For completeness I will add this as an answer (it is a slight adaptation of the argument from AD.):
For $a\in[0,1]$ and any $y_i\geq 0, i\in\mathbb N$, with at least one $y_i\neq0$ and the convention that $y^0=1$ for any $y\geq0$, \begin{equation}\label{*}\tag{*}\sum_{i=1}^\infty \frac{y_i^a}{\left(\sum_{j=1}^\infty y_j\right)^a}=\sum_{i=1}^\infty \left(\frac{y_i}{\sum_{j=1}^\infty y_j}\right)^a\geq \sum_{i=1}^\infty \frac{y_i}{\sum_{j=1}^\infty y_j}=1,\end{equation}
where I have used $y^a\geq y$ whenever $y\in[0,1]$ and $a\in[0,1]$. (This can be derived for instance from the concavity of $y\mapsto y^a$.)
For $p=q$, there is nothing to prove. For $1\le p< q\le\infty$ and $x=(x_i)_{i\in\mathbb N}\in \ell^q$, set $a\overset{\text{Def.}}=\frac pq\in[0,1]$ and $y_i\overset{\text{Def.}}=\lvert x_i\rvert^q\ge0$. Then \eqref{*} yields
\begin{equation*}
\sum_{i=1}^\infty \lvert x_i\rvert^p\geq\left(\sum_{i=1}^\infty \lvert x_i\rvert^{q}\right)^{\frac pq},
\end{equation*}
i.e.
\begin{equation*}
\lVert x\rVert_{\ell^q}\le\lVert x\rVert_{\ell^p}.
\end{equation*}