# Tagged Questions

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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### A functional inequality

$g:[0,1]\to[0,1]$ continuously differentiable and increasing such that for all integers $t>0$ and for all $r\in(0,1)$, $g(r^{t+1})>g(r)\cdot g(r^t)$. Does this imply that for all ...
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### is 1/max(i,j) a bounded matrix on hilbert spaces?

I would like to know if the infinite matrix $[\frac{1}{\max(i,j)}]_{i,j\geq 1}$ represents a bounded operator on $\ell^2(\mathbb{N}^\star)$. It would be sufficient to know if the Lehmer matrix ...
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### Absolute value inequality for complex numbers

I asked this question on stackexchange, but despite much effort on my part have been unsuccesful in finding a solution. Does the inequality $$2(|a|+|b|+|c|) \leq |a+b+c|+|a+b-c|+|a+c-b|+|b+c-a|$$ ...
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### On the product of relatively prime number $< N$ [duplicate]

Let $FI(N)$ denote the product of all $\phi(N)$ [relatively prime numbers $<N$] . And define $SFI(N)$ as the product of remaining $N-\phi(N)$ numbers $\le N$ (Which are not relatively prime to $N$) ...
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### Hölder's inequality for matrices

I was wondering if the HÃ¶lder's inequality was true for matrix induced norms, i.e. if $$\|AB\|_1 \leq \|A\|_p\|B\|_q, \quad\forall p,q \in [1,\infty] \text{ s.t. } \tfrac{1}{p}+\tfrac{1}{q} = 1.$$ But ...
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### Is this Holder-type inequality true $\;(\int fg )\,(\int f^2 + g^2)\leq \int f^2g+fg^2\;$? [closed]

Suppose $f$ and $g$ are non-negative functions such that $\int f(x)dx = \int g(x)dx=1$. Is it true that $$\Big(\int fg \Big)\,\Big(\int f^2 + g^2\Big)\leq \int f^2g+fg^2\quad?$$
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### An elementary inequality: reference request

Consider the problem of minimizing $\sum_{i=1}^{n}{x_{i}}$ under the constraints $\sum_{i=1}^{n}{x_{i}^{2}}=1$ and $x_{i} \geq 0$. Obviously the solution is given by the vector $(1,0,\ldots,0)$. Now ...
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### a inequality of $L^p$ [closed]

I want to prove the inequality $$|x-y|^p \le \frac{p}{2}\big|x-y\big|\;\big(x^{p-1}+y^{p-1}\big)$$ if $p \ge 1$. For the case $p$ is an integer, it's easy to do, but I have no idea when $p$ is not ...
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### Rosenthal like inequality for weak $\mathbb L^p$-norms

Let $p$ be a real number greater than $1$. It is well known (see Hall and Heyde's Martingale limit theory and its applications, Theorem 2.10) that there exists a constant $C_p$ such that if ...
### Prove or disprove $\int_{0}^{\infty} \int_{-x}^{0} f(x)f(y)dydx > \int_{0}^{\infty} \int_{-\infty}^{-x} f(x)f(y)dydx.$
Consider a symmetric, unimodal distribution $f(x)$ such that $\int_{0}^{\infty} f(x) > 1/2$. I want to prove or disprove the following:  \int_{0}^{\infty} \int_{-x}^{0} f(x)f(y)dydx > ...