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2
votes
0answers
53 views

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 ...
0
votes
0answers
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 ...
0
votes
0answers
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 ...
0
votes
0answers
17 views

Solution to a system of linear equations containing some inequalities [on hold]

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 ...
1
vote
1answer
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 ...
3
votes
0answers
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 ...
4
votes
3answers
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
1answer
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, $\beta_r(F)$, ...
2
votes
4answers
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 ...
3
votes
1answer
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 ...
2
votes
0answers
52 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 ...
1
vote
1answer
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 ...
3
votes
2answers
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}} ...
4
votes
2answers
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 ...
3
votes
0answers
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, ...
9
votes
1answer
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 $$f(\lambda x)=|\lambda|\,f(x).$$ ...
6
votes
1answer
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 ...
1
vote
0answers
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 ...
1
vote
2answers
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 ...
11
votes
1answer
201 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 ($C=\bf 0$) ...
3
votes
1answer
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 ...
3
votes
2answers
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 ...
0
votes
0answers
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*} ...
0
votes
1answer
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 ...
3
votes
1answer
120 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 ...
2
votes
2answers
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 ...
4
votes
3answers
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 ...
2
votes
1answer
132 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 ...
9
votes
0answers
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 ...
0
votes
0answers
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 ...
0
votes
0answers
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 ...
0
votes
1answer
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) ...
2
votes
1answer
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 ...
5
votes
0answers
123 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 ...
1
vote
1answer
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} = ...
2
votes
0answers
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 ...
15
votes
1answer
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 $\mathbb{M}_m(\mathbb{M}_n)$ ...
0
votes
1answer
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 ...
21
votes
0answers
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 ...
1
vote
0answers
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 $\mathbb{R}_+$ ...
5
votes
0answers
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: ...
2
votes
1answer
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 ...
0
votes
0answers
57 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 ...
7
votes
1answer
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 ...
3
votes
0answers
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 $p_1\geq p_2\geq\cdots \geq p_n$ ...
2
votes
1answer
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 ...
4
votes
2answers
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 $$\mathbb{P}(\exists\,i=1,\dots,n\text{ s.t. }|X_i-X_{i-1}|>c_i) \,\leq\, \epsilon$$ ...
2
votes
0answers
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, ...
3
votes
0answers
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 ...
4
votes
0answers
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} ...