The inequalities tag has no usage guidance.

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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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764 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:
$$Tr\left(\frac{1}{1-AA^T}\right)...

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**1**answer

366 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 positive-...

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94 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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**1**answer

232 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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123 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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**1**answer

239 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 $g$...

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**2**answers

863 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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103 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, $\{a_n\}_{...

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103 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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130 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} (Ae(u)...

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**1**answer

341 views

### 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 $r\in(0,1)...

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362 views

### 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 $[\frac{...

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3k views

### 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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63 views

### 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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110 views

### Estimating when does a certain binomial sum exceed an upper bound

Given a fixed integer $n > 0$ and $0 \le m \le n$ let us define the numbers
$$f_{n,m} = \sum_{i=\lfloor m/2 \rfloor}^m {n-2i \choose n - m -i}{i+1 \choose m - i +1}.$$
For example $f_{n,0} = 1,f_{...

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128 views

### about an inequality which looks like a Hardy inequality

I would like to know if the following inequality can be true : consider a double sequence $(u_{i,j})_{(i,j)\in (\mathbb{N}^\star)^2}$ of real numbers and a real $p\geq 1$, do we have
$$ \sum_{j\...

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**1**answer

238 views

### An inequality involving Bessel functions of imaginary order

The following inequality: $$\frac{\pi k}{\sinh{(\pi k)}}\;|J_{ik}(\tau)|^2\le 1,\;\;\;k,\tau\ge 0,$$ for Bessel function $J_{ik}(\tau)$, I found in http://link.springer.com/article/10.1134%2F1.558677 (...

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157 views

### Bounds for the fat tail after trimming the mean?

I am interested in the quantity $$f(X,t) = \int_t^\infty\negthinspace x\ p(x)\ dx,$$ where $p$ is a probability distribution for a positive variable $X$.
1) Does this quantity $f(X,t)$ have a name? ...

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158 views

### Isoperimetric inequality, isodiametric inequality, hyperplane conjecture… what are the inequalities of this kind known or conjectured?

I duplicate here a question I asked on math.stackexchange.
Question: Which inequalities similar to the famous isoperimetric inequality is known?
conjectured?
I recently learned about some ...

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160 views

### Optimization problem involving Multivariate Normal

I use $\phi(t)$ to describe the standard normal distribution density and $\Phi(t)$ as the normal distribution CDF and would like to prove that for all
$n\geq3$, the function:
$$h(\mu_{1},\ldots,\...

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294 views

### Subset of vectors whose sum has a large norm

In Rudin - Real & Complex Analysis we have the following
Lemma 6.3. If $z_1, \ldots, z_n \in \mathbb{C}$ then there is a subset $S \subseteq \{1,\ldots,n\}$ for which
$$\left|\sum_{k \in S} z_k\...

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**1**answer

184 views

### Is this bounded from below?

Let $u_1, u_2, u_3 \in \mathbb{Z}$ such that $u_1^2 + u_2^2 = u_3^2$.
Is $(u_3 + \frac{u_1 + u_2}{\sqrt{2}})^2$ bounded from below?
The irrationality of $\sqrt{2}$ certainly precludes zero, but can ...

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338 views

### An inequality for positive definite matrices

Let $K$ and $K^\prime$ positive definite $n \times n$ matrices, such that for all vectors $f \ge 0$ with nonnegative coordinates we have
$$\sum_{i,j} K_{ij} f_i f_j \le \sum_{ij} K^\prime_{ij} f_i ...

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581 views

### Inequality for a gamma function

Let $s=\sigma+it$ and $\Gamma(s)$ be the Euler gamma function.
Does the inequality hold?
$$
\left|\frac{\Gamma(s)}{\Gamma(2-s)}\right|\leq |s|^{2(\sigma-1)},\, 1<\sigma<2,\, t\in \mathbb{R}.
$$...

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**1**answer

234 views

### Inequality for Laguerre polynomials

Let $L_n$ be the $n$-th Laguerre polynomial defined by
$\quad
L_n
(x)=\frac{e^x}{n!}\frac{d^n}{dx^n}(x^n e^{-x}).\quad
$
I want to prove that
$$
\forall n\in \mathbb N,\forall x\ge 0,\quad \sum_{0\le ...

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201 views

### Local-to-global inequalities for measures: Brunn-Minkowski, Ahlswede-Daykin, what else?

This question is motivated by an obvious formal analogy between two well-known inequalities:
Log-concavity and Brunn-Minkowski inequality
Let $\mu(dx) := m(x) dx$ be an absolutely continuous ...

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**1**answer

616 views

### Inequality regarding sum of gaussian on lattices

When S is a subset of an inner product space, let d(S) denote ${\sum\limits_{s \in S} e^{- \langle s,s \rangle}}$
Suppose L is a discrete additive subgroup of $\mathbb{R^n}$, M is a subgroup of L, ...

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679 views

### A sumset inequality

A friend asked me the following problem:
Is it true that for every $X\subset A\subset \mathbb{Z}$, where $A$ is finite and $X$ is non-empty, that $$\frac{|A+X|}{|X|}\geq \frac{|A+A|}{|A|}?$$
...

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**1**answer

428 views

### About generalized Minkowski inequality

For which functions $f:\mathbb{R}^+ \to \mathbb{R}^+$ does the inequality
$f^{-1}\left(\sum\limits_{k=1}^n f(x_k+y_k)\right) \leq f^{-1}\left(\sum\limits_{k=1}^n f(x_k)\right) + f^{-1}\left(\sum\...

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2k views

### Hölder's inequality for matrices

I was wondering if the Hölder'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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**1**answer

256 views

### 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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321 views

### 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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106 views

### 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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391 views

### 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 $(X_i)_{i=...

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**1**answer

125 views

### Inequality with four variables [closed]

Prove or find a counterexample.
Let $a_1, a_2, b_1, b_2 \in \mathbb{R}$ satisfy $a_1+a_2=1$ and $b_1+b_2=1$. Then,
$$
\frac{1}{a_1^2+a_2^2} + \frac{1}{b_1^2 + b_2^2} \geq (\frac{1}{(a_1 b_2)^2 + (a_1 ...

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189 views

### A homogeneous but slightly asymmetric inequality

I need to prove the following inequality: for any $Z=(z_1,\dots,z_l)\in\mathbb{C}^l$ for any $p\geq 2$ and $l\geq 2$
\begin{equation}
\left|\left|\sum_{j=1}^l z_j\right|^p-\sum_{j=1}^l\left|z_j\right|^...

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**1**answer

172 views

### A Poincaré-type inequality with logarithmic function

For any function $f(x)$ we denote $\bar{f}:=\frac{1}{\Omega}\int_\Omega f(x)\,dx$.
Let $\Omega\subset \mathbb{R}^n$ be a bounded smooth domain and $u(x)> 0$ be a smooth function defined on $\Omega$....

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325 views

### Local positivity of solutions to linear differential inequalities (Chaplygin's theorem)

According to the entry "Differential inequality" of the Encyclopedia of Mathematics
http://www.encyclopediaofmath.org/index.php/Differential_inequality
the following result is due to Chaplygin (1919)...

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288 views

### Maximization of a total variation distance subject to another total variation distance in Markov chain

Suppose two dependent random variables $X$ and $V$ from finite alphabets $\mathcal{V}$ and $\mathcal{X}$ with known joint and marginal distributions are given. Let $P_{XV}$ and $P_X$ and $P_V$ are the ...

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238 views

### Maximizing Renyi entropy for a certain channel

The channel under consideration is $T = A + B$, where $A$ and $B$ take on values in $\{0, 1\}$ according to a probability mass function. Let (joint) random vector $(A_1, A_2,\ldots, A_n)$ be denoted ...

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**1**answer

118 views

### Deviation bound for the maximum of the norm of Wiener process

Let $W(t)$ be an $n$-dimensional Wiener process. Denote by $\chi_n^2$ a chi-squared random variable with $n$ degrees of freedom. I have recently found the following inequality given without proof:
$$
{...

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**1**answer

386 views

### 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 > \int_{0}...

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**1**answer

460 views

### Asymptotic growth for $\sum_{i=1}^{n-1}(n-i)\binom{k}{i}$ [closed]

For positive integers $n,k$, define $$f(n,k):=\sum_{i=1}^{n-1}(n-i)\binom{k}{i}.$$
What are upper and lower bounds of $f(n,k)$ by simpler terms? (e.g. finding bounds which are not a summation like ...

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**1**answer

131 views

### An interpolation type inequality

Let $u(x),x\in R_+$ be a non-negative decreasing smooth function with compact support $[0,L]$, I want to know the following inequality is true? $a\in (0,1)$
$$\int_0^\infty \frac{1}{1+x}u^{1+a}dx \le \...

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**1**answer

308 views

### How to prove that the odd continued fraction approximants of ln(1+X) are upper bounds?

The odd order continued fraction approximants for $\ln(1+X)$ are
$$X,\quad \frac{X^2+6X}{4X+6,}\quad \frac{X^3+21X^2+30X}{9X^2+36X+30,}\quad \dots.$$
In "Some bounds for the logarithmic function", ...

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127 views

### Comparison of Hardy's inequality and Sobolev's inequality

Both, Hardy's inequality and Sobolev's inequality, are estimates that compare the Laplacian of a function and to the function itself, admittedly in a slightly different fashion.
Still they seem to be ...

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123 views

### Maximizing an integral over a convex region

Let $C$ denote a compact, convex region in the plane containing the origin with unit area, and let $f$ be a probability distribution on $C$. Let $f^\ast$ denote the distribution that maximizes the ...

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395 views

### Inequalities for averaging over partially ordered sets

Let's start from a classical inequality:
If $0\le a_1\le\cdots\le a_k$ and $0\le b_1\le\cdots\le b_k$ then
$(a_1+\cdots+a_k)(b_1+\cdots+b_k)\le k(a_1b_1+\cdots+a_k b_k)$.
It can be written also in ...

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699 views

### Inequality involving the side lengths of a quadrilateral

If $a$, $b$, $c$ and $d$ are the four sides of a quadrilateral, the problem is to show that $ab^2(b-c)+bc^2(c-d)+cd^2(d-a)+da^2(a-b)\ge 0$. I've verified it to be true for quite a large number of ...