TITLE: How does this inequality follow from Hölder's inequality?
QUESTION [8 upvotes]: In a paper that I am reading, an inequality is given and the justification is Hölder's inequality:
$$\left(\sum_{i=1}^n a_{ii}\right)^m \le n^{m-1} \sum_{i=1}^n a_{ii}^m$$
where $a_{ii}\ge0$ for all $i$.
However, I do not know why the justification works. I've tried justifying it by writing $a_{ii}$ as $a_{ii}\cdot1$, then applying the inequality. I get somewhat close, since $n$ raised to a power comes out as a factor, but unfortunately I'm not arriving at the above inequality.

REPLY [3 votes]: Holder's inequality in the discrete form is the following.
Let $a_1$, $a_2$,...,$a_n$, $b_1$, $b_2$,...,$b_n$, $\alpha$ and $\beta$ be positives. Prove that:
$$(a_1+a_2+...+a_n)^{\alpha}(b_1+b_2+...+b_n)^{\beta}\geq\left(\left(a_1^{\alpha}b_1^{\beta}\right)^{\frac{1}{\alpha+\beta}}+\left(a_2^{\alpha}b_2^{\beta}\right)^{\frac{1}{\alpha+\beta}}+...+\left(a_n^{\alpha}b_n^{\beta}\right)^{\frac{1}{\alpha+\beta}}\right)^{\alpha+\beta}$$
It's just homogenization of the Jensen inequality for $f(x)=x^k$, where $k>1$.
Now by Holder we obtain:
$$n^{m-1}\sum\limits_{i=1}^na_{ii}^m=\left(\sum\limits_{i=1}^n1\right)^{m-1}\sum\limits_{i=1}^na_{ii}^m\geq\left(\sum\limits_{i=1}^n\left(1^{m-1}a_{ii}^m\right)^{\frac{1}{m}}\right)^m=\left(\sum\limits_{i=1}^na_{ii}\right)^m$$