If $0 < \alpha < 1$, then
$$ (x + y)^{\alpha} < x^{\alpha} + y^{\alpha} $$
for $x$, $y$ positive.
Is this inequality true in general?
I tried using Young's Inequality: For $z,t > 0$, and for $n$, $m$ such that $n+m=1$, then
$$ z^n + t^m \leq nz + mt $$
So, using this we have
$$ (x+y)^{\alpha} \cdot 1^{1 - \alpha} \leq \alpha(x+y) + (1-\alpha) = \alpha x + \alpha y + (1-\alpha)$$
which is not as tight as I want.
Of course the case $\alpha=0$ or $\alpha=1$ is trivial, so suppose $0<\alpha<1$. Dividing both sides by $(x+y)^\alpha$ reduces the proof to the case $x+y=1$ (to see this, just do the substitution $x'=\frac{x}{x+y}, y'=\frac{y}{x+y}$). So suppose $x+y=1$. Then $0<x<1$, $0<y<1$, implying $x<x^\alpha$ and $y<y^\alpha$. Hence $$(x+y)^\alpha=1=x+y<x^\alpha+y^\alpha.$$