At some point, I was looking in this forum for some useful inequality concerning absolute values. I found a very nice one, slightly simple to prove, but didn't find any formal proof of it, so I am using this question to write one here.
For every $x,y \in \mathbb{R}$ and any $p\geq 1$, the following inequality holds \begin{equation} 2^{1-p}|x-y|^p \leq |x|x|^{p-1}-y|y|^{p-1}|. \end{equation}
Context:
- I found first this inequality here: Difference of powers inequality , where they called it ''Mazur's inequality"
- In this other post Difference of powers inequality , someone cited these two places as a reference for this inequality, but they are only accesible in Chinese: https://www.zhihu.com/question/474094278/answer/2015826434 , https://www.doc88.com/p-096371580918.html (Page 135, (3rd Ed.))
- This other question Inequality for difference of powers , suggested some hints for the proof.