The inequality is \begin{equation*} \sum_{k=1}^{2d}\left(1-\frac{1}{2d+2-k}\right)\frac{d^k}{k!}>e^d\left(1-\frac{1}{d}\right) \end{equation*} for all integer $d\geq 1$. I use com …

Hi, What is the maximum of the following function?: $f(x_i,w_i)=\frac { \sum w_i}{ \sum \frac {w_i}{x_i} } - \frac{ 1 - \prod \left ( 1 - w_{i}\right )}{ 1 - \prod \left ( 1 - …

I am trying to make the most of computations that have already been performed in previous steps of an algorithm. Throughout this problem statement I am only mentioning correlation, …

Suppose we have functions $g\colon [0,1]\mapsto \mathbb{R}$, which is concave, vanishes at the origin and fullfills condition $$g(xy)/xy\leq g(x)/x+g(y)/y$$ for any $x,y\in[0,1]$ a …

Consider a set of $2^n-1$ non negative integers $S= ${$ a_{i,j}|1\le i\le n; 1\le j\le 2^{i-1} $} such that: \begin{align}{} 1.\ \ &a_{i,j}\le 2^{n+1-i} \\ 2.\ \ &a_{i,j}\ …

Let $X \in R^n$ be a random vector such that $$P(|X_i| > \epsilon) \le e^{-\epsilon^2}$$ What is a tight bound on $$P(\sum_{i=1}^n |X_i| > \epsilon)$$ and on $$P(\max_{1\le …

This question was originally asked at stack exchange (http://math.stackexchange.com/questions/292922/multivariate-polynomial-with-all-coefficients-positive), but did not receive an …

I want to ask the following probability inequality: Is it true that for any random variable $X\ge 0$, we have $$ \sup_{t>0}(t\mathbb E(X\mathbf 1_{X\ge t})) \le 2\sup_{t>0}(t …

For independent Rademacher random variables $\epsilon_i, i=1,2, \cdots, n$, i.e. $P(\epsilon_i=-1)=P(\epsilon_i=1)=\frac{1}{2}$, do we have $$max_{0\le a_i\le b, i=1,2,\cdots,n}P …

In the paper http://www.mat.univie.ac.at/~schachermayer/pubs/preprnts/prpr0154.pdf you can find a trajectorial version of Doob's inequality. It is given by: $$\bar{s}^2_T+4\su …

I hope the following kind of inequality holds: let $a_i,b_i\in R$ with $b_i>0$, $\sum _{i=1}^mt_i=1$ with $t_i>0$, then $$\frac{t_1a_1+\cdot+t_ka_k}{t_1b_1+\cdot+t_kb_k}\le\frac{a …

I want to derive a Gronwall-type inequality from the inequality below. Here all the functions are nonnegative, continuous and if you need some assumptions you may use that. $$ f^2( …

Hi, I am trying to put a bound on a sum. Given $\omega=\exp(2\pi i/3)$ and $n$ positive real numbers $ 0=\tau_0 < \tau_1 < \tau_2 < ...\tau_{n-1}< \tau_n=1 $ such th …

Hi, If $P_n(x) $ is unnormalized shifted Legendre polynomial, and $g_{n,m}(x) = \int_0^x P_n(x_1)x_1^m dx_1, n>m $ then what is the upper bound $ |g_{n,m} (x)|_{max} , x\in (0,1) …

Dear all, Suppose U and V are unitary matrix, A and B are positive definite, Does: $UAU^{-1} < VBV^{-1}$ implies $A< B$ and vice versa?