The inequalities tag has no wiki summary.

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### Worst-Case Solution to (Stochastic) Matrix Inequality

EDIT: Some specific conjectures added.
This problem comes with an associated stochastic process, but I phrase everything as linear algebra in case somebody from a non-probability community has seen ...

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60 views

### Is there an improvement for the Schur-Horn inequalities for positive semi-definite matrices?

By the Schur-Horn inequality I am thinking of the statement that for any Hermitian matrix $H$ its diagonal n-tuple $(H_{11},H_{22},..,H_{nn})$ for any choice of basis lies in the convex hull of the ...

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49 views

### Matrix equation

Let $A$ be $k\times n$ matrix i.e., $A=(a_{1},\ldots, a_{n})$ where $a_{j} \in \mathbb{R}^{k}$, $rank(A)=k$ and $1\leq k \leq n$. Let $q=(q_{1},\ldots, q_{n})\in\mathbb{R}^{n}$ be such that ...

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17 views

### Solution to a system of linear equations containing some inequalities [closed]

I have a system of equations as follows:
$a_{11}x_1 + a_{12}x_2 + a_{13}x_3 = b_1$
$a_{21}x_1 + a_{22}x_2 + a_{23}x_3 = b_1$
$a_{31}x_1 + a_{32}x_2 + a_{33}x_3 < b_1$
$a_{41}x_1 ...

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vote

**1**answer

128 views

### How does Azuma's Inequality result from Pinelis Inequality?

According to [1]
Let $(\mathcal{X},||\cdot||)$ be a separable Banach space and let
$S(\mathcal{X})$ denote the class of all sequences
$f=(f_j)=(f_0,f_1,...)$ of Bochner-integrable random ...

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128 views

### Is the heat kernel more spread out with a smaller metric?

Suppose M is a smooth manifold, and we have two Riemannian metrics on M, say g and h, with g bigger than h (i.e. for every tangent vector at every point, the norm according to g is bigger than the ...

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**3**answers

490 views

### Is $\lceil \frac{n}{\sqrt{3}} \rceil > \frac{n^2}{\sqrt{3n^2-5}}$ for all $n > 1$?

An equivalent inequality for integers follows:
$$(3n^2-5)\left\lceil n/\sqrt{3} \right\rceil^2 > n^4.$$
This has been checked for n = 2 to 60000. Perhaps there is some connection to the ...

**3**

votes

**1**answer

103 views

### Estimate for Levy metric

In the Encyclopedia of Mathematics there is an inequality for Levy metric ($d_L$):
$$d_L(E,F) \leq \{\beta_r(F)\}^{r/(r+1)},$$
where $E$ is a a distribution that is degenerate at zero, $\beta_r(F)$, ...

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votes

**4**answers

158 views

### Simple bound for generalized geometric series

Let $b \in (0,1)$, $m\in \mathbb{N}$ and $a>0$. I want to bound
$$\sum_{k=m+1}^\infty b^{k^a} \leq c \; b^{m^a}, $$
where $c>0$ is independent from $m$.
Is there a simple way of proving this ...

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**1**answer

164 views

### Is this inequality true?

Let $\Omega$ be a bounded domain with smooth boundary. Let $$ S=\{u\in C^2(\overline \Omega): \frac{\partial u}{\partial n}=0 \text{ on } \partial\Omega \}.$$ Fix $\Phi\in S$ with $\Phi(x)>0$ for ...

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**0**answers

53 views

### Behavior of elementary symmetric polynomials near zero sets

It is straightforward to show (see Characterizing intersection of zero sets of elementary symmetric polynomials on R^n) that the set of points $\Lambda_{k}$ in $x \in \mathbb{R}^{n}$ with ...

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vote

**1**answer

131 views

### trigonometric sum and inequalities

let $x\in\mathbb{R}-\mathbb{Z}$ and $e(x)=e^{2\pi ix}$. If we have this sum $$\left|\overset{q}{\underset{h=1}{\sum}^{*}}e\left(h\, x\right)\underset{\underset{p\equiv h\,\textrm{mod}\, q}{p\leq ...

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**2**answers

200 views

### Inequality for an integral involving $ \exp $, $ \sin $ and $ \cos $

Let $ t > 0 $ and $ k \in \{ 0,1,2,\ldots \} $. Does the following inequality hold?
$$
\int_{k + 1/2}^{k + 3/2}
\frac{x \sin(2 \pi x)}{1 + 2 e^{2 \pi t} \cos(2 \pi x) + e^{4 \pi t}}
...

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votes

**2**answers

187 views

### Operator norm versus Hlawka inequality

Let $E$ be a finite dimensional normed vector space. If $E$ is $\ell^1$-embeddable, then the norm satisfies Hlawka inequality
...

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**0**answers

153 views

### Total variation and Hellinger distance inequality between truncated Gaussians

We know that the total variation distance, $d_{TV}(P,Q) = \frac{1}{2}\left|\left|P-Q\right|\right|_1$, between any two distributions $P$ and $Q$ is lower bounded by their squared Hellinger distance, ...

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votes

**1**answer

172 views

### Generalized Hlawka inequality

Let $E$ be a vector space over the real (the complex case is interesting too). We consider functions $f:E\rightarrow\mathbb R$ which satisfy the homogeneity property
$$f(\lambda x)=|\lambda|\,f(x).$$
...

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votes

**1**answer

70 views

### Summability of ratios of moments a weight

Recently, I encounter the following problem:
Let $w$ be a probability density on $[0,1]$. Let mk be the $k$-th moment, i.e.,
$$m_k=\int_0^1t^kw(t)dt.$$
Under what condition can we have
...

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vote

**0**answers

69 views

### Hlawka inequality for Lorentz quadratic form

Let $K$ be a convex cone in ${\mathbb R}^n$. A continuous function $f:K\rightarrow\mathbb R$ satisfies a Hlawka inequality if
$$f(0)+f(x+y)+f(y+z)+f(z+x)\le f(x)+f(y)+f(z)+f(x+y+z),\qquad\forall ...

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vote

**2**answers

119 views

### investigating positivity/negativity of a function [closed]

I'm investigating if and how the positivity or negativity of a multivariable function can be proved. Consider $y_{1},y_{2},y_{3}\in\mathbb{R}$ and the following function
...

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**1**answer

202 views

### Hlawka inequality for determinants of positive definite matrices

It is mentioned here that if $A, B, C\in M_{n}(\mathbb C)$ are positive semidefinite, then $$\det (A+B+C)+\det C\ge \det (A+C)+\det (B+C)$$ (quoted from this article) and the special case ($C=\bf 0$) ...

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**1**answer

115 views

### Conditional Form of Rosenthal's Inequality

Rosenthal's Inequality as stated in the book "Martingale Limit Theory and Its Application" by Hall and Heyde states the following:
If $\{S_i, \mathcal{F}_i, 1\leq i \leq n\}$ is a martingale and ...

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**2**answers

214 views

### Generalized Hardy-Littlewood-Sobolev Inequality

The Hardy-Littlewood-Sobolev Inequality says that
$$\text{for $p,q,r\in (1,+\infty)$ such that }\quad
1-\frac1p+1-\frac1q=1-\frac1r,\tag {$\sharp$}
$$
$$
\exists C, \forall u\in L^p(\mathbb ...

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59 views

### Bounding the absolute value of a polynomial involving a Diophantine equation

Let $\mathbf{z}\in\mathbb{C}^n$ with entries $z_1,z_2,\ldots,z_n$. I would like to bound the following quantity
\begin{equation*}
...

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**1**answer

193 views

### Number of solutions in a sum of squares Diophantine equation

Let $n$ be an integer. I'm interested in upper bounding the number of integer solutions of
\begin{equation*}
x_1^2+x_2^2+\ldots+x_p^2=y_1^2+y_2^2+\ldots+y_p^2,
\end{equation*}
where for all ...

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**1**answer

121 views

### Hardy-type inequality for point boundary

Let $f$ be in $W^{2,p}(\mathbb{R}^n)$ for $n\geq 3$ and $p>n/2$, with $f=0$ at the origin. I want to show that the integral $$\int_{B(0,r)} (f |x|^{-2})^p dV <\infty$$ for some small $r>0$. A ...

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339 views

### Does this simple inequality have a name?

Let $x_{1},\ldots,x_{n}$ be nonnegative numbers such that $m \leq x_{i} \leq M$. Let
$$
S=\sum_{i=1}^{n}{x_{i}}
$$
and
$$
Q=\sum_{i=1}^{n}{x_{i}^{2}}.
$$
Then
$$
Q \leq S(M+m)-nMm.
$$
This has ...

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**3**answers

379 views

### Inequality of arithmetic, geometric and harmonic means

Let $a_1,\dots,a_n$ be positive numbers, does the following inequality holds?
$$\frac{a_1+a_2+\cdots+a_n}{n}-\sqrt[n]{a_1a_2\cdots a_n}\geq\sqrt[n]{a_1a_2\cdots ...

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votes

**1**answer

133 views

### Inequality for the tail of normal distribution function

Let $ Ф(x) = \frac{1}{\sqrt{2\pi}} \int_{-\infty}^{x} e^{-t^2/2} \, dt $ be the cumulative distribution function of the standard normal distribution.
Numerical calculations suggest the following ...

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**0**answers

208 views

### Determinant inequality involving Hermitian, positive definite matrices

Question:
Let $A,B,C\in M_{n}(C)$ be Hermitian and positive definite matrices such that:$$A+B+C=I_{n}$$
Show that:
$$\det\left(6(A^3+B^3+C^3)+I_{n}\right)\ge 5^n\det(A^2+B^2+C^2)$$
This question ...

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87 views

### An inequality for moments of a random variable

I'm interested in a class C of $R^1$-valued random variables $\xi$ which satisfy
an inequality of the type
$$
(1) \qquad E|\xi|^p \leq F(E|\xi|^2),
$$
where $p>2$, $F$ is a certain ...

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65 views

### Bounding multiplications of PSD random matrices

Consider the following setup,
$(X, \hat{X}, Y, \hat{Y})$ are four $n \times n$ real, symmetric, full-rank, positive-definite matrices with entries between zero and one and operator norm $O(n)$.
The ...

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**1**answer

58 views

### angle inequality in n-dimensional vector space [closed]

Does anyone has answer for the following doc product problem?
Let A,B,C be three vectors of magnitude of 1.
Let A*B = Cos(x) ( * means dot product)
B*C = Cos(y)
...

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votes

**1**answer

418 views

### An inequality involving traces and matrix inversions

The following question kept me wondering for some time:
Given the symmetric matrices $A,B,C\in\mathbb{R}^{n×n}$ where $A$ and $C$ are positive definite (hence invertible), and $B$ is positive ...

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votes

**0**answers

124 views

### Maximal inequalities for square of partial sums

Let $S_n = \sum_{i \leq n} X_i$ be the partial sums of a nice sequence of random variables $X_i$. In my application, $X_i$ is a functional of a finite-state, irreducible, aperiodic Markov chain, so ...

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vote

**1**answer

91 views

### Positive Definiteness of a certain function

Recall that a function $f: \mathbb{R}^d \longrightarrow \mathbb{C}$ is positive definite, iff for all numbers $N$ and $x_1, \dots, x_N \in \mathbb{R}^d$, the matrix $(a_{ij})$ with entries
$$a_{ij} = ...

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82 views

### Variant form of the gronwall inequality

I know the following statement for gronwall inequality:
Given $f$ non negative and absolutely continuous on $[0;T]$ and $\phi \in L^1(0;T)$if we have,
$f' \leq \phi f$ and $f(0)=0$ then $f=0$
Now is ...

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**1**answer

289 views

### A possible extension of a determinant inequality

It is well known that if $A, B$ are positive semidefinite matrices, then $$\det (A+B)\ge \det A+\det B.$$
I am considering a possible extension of this result. Let $\mathbb{M}_m(\mathbb{M}_n)$ ...

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**1**answer

269 views

### A number theoretic inequality

Is this inequality true? :
$$\displaystyle \prod_{i\le \left\lfloor{\frac{n-1}{2}}\right\rfloor}\left\lfloor{\frac{\left\lfloor{\frac{n-1}{2}}\right\rfloor}{i}}\right\rfloor\le ...

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422 views

### Are there any nontrivial near-isometries of the $n$-dimensional cube?

Consider the $n$-dimensional Hamming cube, $C = \{-1,1\}^n$. Given an $n \times n$ orthogonal matrix $O$, I'll measure "how close $O$ is to being an isometry of $C$" by the following scoring ...

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109 views

### Uniform bound for an alternating series of functions

I have mainly two questions, the first one being motivated by the second one.
1) Is there a way to prove that $F(x) = \sum_{k=1}^\infty \frac{(-1)^{k+1} x^{2k}}{(2k)!}$ is bounded on $\mathbb{R}_+$ ...

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495 views

### A stronger Cauchy-Schwarz inequality for traces of compression matrices

Assume that $A$ and $B$ are contractions, so
$I-AA^T$ and $I-BB^T$ are positive-definite matrices. Let
$C=(I-AB^T)^{-1}(I-AA^{T})(I-BA^{T})^{-1}$, and show that:
...

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**1**answer

263 views

### A similar Cauchy-Schwarz inequality with linear-algebra

Let $A$ be matrix in $M_{n}$ (i.e., $n\times n$ complex matrices), and $\|A\|\le 1$, we call it a contraction.
Assume that $A$ and $B$ are contractions such that
$I-AA^*$ and $I-BB^*$ are ...

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58 views

### Nonstationary Markov chain maximal inequality

Let $X_i$ be a (finite-state, irreducible, aperiodic) Markov chain, not necessarily stationary. (That is, it doesn't start from the invariant distribution; I'm happy to have it be time-homogeneous if ...

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votes

**1**answer

170 views

### Sumsets and a bound

Let $q$ be a positive integer. Is it true there exists a constant $C_q$ such that the following inequality holds for any finite set $A$ of reals:
$$\displaystyle |A+qA|\ge (q+1)|A|-C_q\qquad (1)$$
I ...

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votes

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97 views

### Will relative entropy increase with majorization?

Suppose that three probability distributions have the relation $P\succ Q\succ R$, then do the following relations between their relative entropy valid? (assume that $p_1\geq p_2\geq\cdots \geq p_n$ ...

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votes

**1**answer

119 views

### Concentration inequalities in $\ell_{\infty}$ for sums of iid random (“nice”) functions?

I'm looking for "tail-bound-like" inequalities that look like this (I state a specific setting but more general settings are interesting):
Let $D$ be a distribution on a set of "nice" functions ...

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**2**answers

283 views

### Extension of the Azuma-Hoeffding inequality (when the differences are bounded with large probability)

Let $(X_i)$ be a super-martingale and suppose their differences are bounded ''with high probability'', that is
$$\mathbb{P}(\exists\,i=1,\dots,n\text{ s.t. }|X_i-X_{i-1}|>c_i) \,\leq\, \epsilon$$
...

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88 views

### Positive, Uni-modal, Log-concave Combinatorics

We define a sequence, $\{a_n\}_{n=0}^\infty$, to be a uni-modal sequence if for some $m$, $$a_0<a_1<\cdots<a_m,\ \ \ \ a_m>a_{m+1}>a_{m+2}>\cdots.$$
We define a sequence, ...

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91 views

### On the comparison of Egyptian fractions of two kinds

I posted the question on MSE here but it did not get any answer.
Consider $$S(n)=\left\{(a_1 ,a_2,a_3, \dots, a_n)\mid a_1\le a_2\le\cdots\le a_n, \; \sum_{r=1}^{n}\frac{1}{a_r} = 1\right\} \subset ...

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107 views

### Carleman estimates on monotonicity formulas

I am trying to derive a monotonicity formula for a certain Dirichlet critical point (or even maybe a minimizer) of an energy of the type, say for simplicity, an energy of the from
$$\int_{B_r} ...