
Some lower bounds for a double integral depending on six adaptable
functions
CHRISTOPHE CHESNEAU
Department of Mathematics, LMNO,
University of Caen-Normandie
Campus II, 14032, Caen,
FRANCE
Abstract: This paper is devoted to sharp lower bounds of a special double integral depending on six adaptable
functions. The bounds obtained depend on simple integrals. Some connections with the famous Hilbert integral
inequality and its variants are made. Several numerical examples illustrate the results.
Key-Words: Integral inequalities, Bernoulli inequality, Integral calculus.
Received: April 26, 2024. Revised: September 17, 2024. Accepted: October 18, 2024. Published: November 14, 2024.
1 Introduction
Obtaining lower bounds for double integrals gives in-
formation about the minimum values they can reach.
This is of particular interest in fields such as probabil-
ity theory and analysis. Indeed, sharp lower bounds
allow us to optimize inequalities and improve the ac-
curacy of estimates in bivariate distributions, integral
equations and differential equations.
In this paper, we investigate the following double
integral:
+∞
0+∞
0
1
u(x) + v(y)±w(x)z(y)f(x)g(y)dxdy,
(1)
where f, g, u, v, w, z : [0,+∞)→[0,+∞)are
adaptable functions satisfying certain assumptions,
including some integral convergence assumptions.
From a probabilistic point of view, it corresponds to
the following mathematical quantity:
E1
u(X) + v(Y)±w(X)z(Y),
where Edenotes the expectation operator, and Xand
Yare independent lifetime random variables with
probability density functions fand g, respectively.
This quantity can appear in many situations, such as
the study of reliability systems and actuarial science.
For example, in reliability theory, the variables Xand
Ymay represent the lifetimes of two components in a
system, and the function within the expectation may
model a particular performance of this system. Simi-
larly, in actuarial science, Xand Ymay represent the
times to two independent claims, with the expression
quantifying the expected value of some measure of
risk.
Some special cases of the double integral in Equa-
tion (1) have attracted attention in the literature. The
most notable example is the case u(x) = x,v(y) = y,
and w(x) = 0 or z(x) = 0, where the double integral
becomes
+∞
0+∞
0
1
x+yf(x)g(y)dxdy,
which is the central term of the famous Hilbert inte-
gral inequality. In particular, this inequality gives a
sharp upper bound for this double integral, as follows:
+∞
0+∞
0
1
x+yf(x)g(y)dxdy
≤π+∞
0
[f(x)]2dx +∞
0
[g(x)]2dx, (2)
under the assumption of quadratic integrability on
fand g. In fact, the universal constant πis the
best possible one in this setting. The reference on
this topic is [1]. Other variants of the Hilbert inte-
gral inequality have attracted much attention. See,
for example, [2], [3], [4], [5], [6], [7], [8], [9] and
[10], and the references therein. In addition to upper
bounds, lower bounds have been established for some
of these variants, sometimes called ”inverse Hilbert
integral inequality types”. See [11], [12], [13], [14]
and [15]. However, to our knowledge, the study of
lower bounds of a general double integral term de-
pending on six adaptable functions as in Equation (1)
has not been the subject of a study. Therefore, this
paper aims to fill this gap.
To obtain sharp lower bounds for this particular
double integral, we distinguish the case ”-”w(x)z(y)
and the case ”+”w(x)z(y)in the denominator of the
PROOF
DOI: 10.37394/232020.2024.4.10