A Variance Representation Formula for Hölder's Inequality
Abstract
We establish an exact representation formula for the deficit in H\"older's inequality. Rather than estimating the deficit by auxiliary quantities, we show that it can be represented as an accumulated variance along the natural exponential interpolation connecting the two endpoint densities. More precisely, the logarithmic H\"older deficit is expressed as the integral of the variance of the logarithmic density ratio weighted by the Green kernel associated with the one-dimensional interpolation parameter. This identity reveals that H\"older's inequality is a consequence of the convexity of a logarithmic partition function and provides an intrinsic interpretation of the deficit as an interpolation energy. The representation suggests a broader framework for studying functional inequalities through variance identities.
Cite
@article{arxiv.2607.23255,
title = {A Variance Representation Formula for Hölder's Inequality},
author = {Li-Chang Hung},
journal= {arXiv preprint arXiv:2607.23255},
year = {2026}
}