Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 105 / 3 / a / Solution

The condition ${\sum }_{i=1}^{n}1/p_i=1$ and positivity imply $p_i\ge 1$. We prove the Generalized Holder inequality by induction on $n$. The case $n=2$ is the usual Holder inequality. For the induction step, setThe exponents $q$ and $p_n$ are conjugate, so Hölder followed by the induction hypothesis givesThis proves the claim.