Solution

ID: past-exam-of-the-mathematics-course-of-the-year-1-of-the-natural-sciences-course-of-the-university-of-cambridge/2014/paper-2/20/a/solution

Assume real square-integrable functions on the same integration domain. Put , , and . If , then almost everywhere, so and the claim follows. If , nonnegativity of a square gives
Multiplying by proves the integral form of the Cauchy-Schwarz inequality:
For nonzero functions, equality holds exactly when they are proportional almost everywhere. The zero-function cases also give equality.

New to topics? Read the docs here!