TITLE: Various proofs of Hardy's inequality
QUESTION [17 upvotes]: For any $p > 1$ and for any sequence $\{a_j\}_{j=1}^\infty$ of nonnegative numbers, a classical inequality
of Hardy states that
$$ \sum\limits_{k=1}^n\left(\frac{\sum_{i=1}^ka_i}{k}\right)^p\le \left(\frac{p}{p-1}\right)^p \sum\limits_{k=1}^n a_k^p$$ 
for each $n\in  N$.
There are now many many proofs of Hardy's inequality. Which proof is your favourite one, which would be the simplest proof? It is preferable if you could present the detailed proof here so that everyone can share it.

REPLY [3 votes]: I'd like to share this article. HARDY TYPE INEQUALITIES VIA CONVEXITY - THE JOURNEY SO FAR
http://ajmaa.org/searchroot/files/pdf/v7n2/v7i2p18.pdf 
It is refreshing!!!