Help with a vector inequality (Holder’s / Jensen’s)

holder-inequalitylinear algebranormed-spacesvector-spacesvectors

Consider the non-negative vectors $c_i, a_i, b_i$, and positive constants $\alpha, \beta$ where $\alpha + \beta = 1$

Given that $c_i \leq a_i^\alpha b_i^\beta$. I can prove that $\sum_i c_i \leq \left(\sum_i a\right)^\alpha \left( \sum_i b_i\right)^\beta$ by Holder's inequality – i.e. it is a weakening of the given inequality.

How can I show the following?
$$
\frac{c_i}{\sum_i c_i} \geq \left(\frac{a_i}{\sum_i a_i}\right)^\alpha \left(\frac{b_i}{\sum_i b_i}\right)^\beta
$$

I have checked it numerically, but I am having trouble proving it.
Intuitively, we are dividing one inequality by a "weaker" one, which switches the sign.
My guesses are to somehow use Holder's (or maybe Jensen's) inequality on the entire thing?

Attempt:

There exists $M,M_i\leq 1$ and $G\leq 1$ such that
$$c_i = M_i a_i^\alpha b_i^\beta$$
and
$$
\sum_i c_i = M \sum_i a_i^\alpha b_i^\beta = M G \left(\sum_i a_i\right)^\alpha \left(\sum_ib_i\right)^\beta
$$

where the last has followed by Holder's.

Then the quotient is
$$
\frac{c_i}{\sum_i c_i} = \frac{M_i a_i^\alpha b_i^\beta}{M G \left(\sum_i a_i\right)^\alpha \left(\sum_ib_i\right)^\beta}
$$

Hence it is left to prove $M_i \geq MG $ for all $i$.
For some $i$, $M_i \geq M$ already and hence the above inequality is already satisfied. So it is satisfactory to prove
$M_i \geq MG$ for those $M_i$ such that $M_i \leq M$
Written another way,
$G \leq M_i/M \leq 1$ (i.e. proving the LHS).

This part seems quite unintuitive…
Any help is much appreciated.

Edit:

It might be helpful to note that the inequality is easily proven when $c_i = a_i^\alpha b_i^\beta$ (rather than less than). Divide both sides of this equality by Holder's inequality: $\sum_i c_i \leq \left(\sum_i a\right)^\alpha \left( \sum_i b_i\right)^\beta$ to obtain the desired result.

Perhaps from here there is some sort of continuity argument that can be used?

Best Answer

Assume $a_i=b_i={1\over n}.$ Then $$\left(\frac{a_i}{\sum_{i =1}^n a_i}\right)^\alpha \left(\frac{b_i}{\sum_{i=1}^n b_i}\right)^\beta={1\over n}.$$ Let $c_i={1\over ni}.$ Then $${c_1\over \sum_{i=1}^n c_i} < {1\over n}< {c_n\over \sum_{i=1}^n c_i}$$ Therefore the desired inequality is not satisfied for $n\ge 2.$