Questions tagged [inequalities]
for questions involving inequalities, upper and lower bounds.
1,660
questions
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19
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Inequality with characteristic and moment generating functions
Suppose $\mu$ is a symmetric probability measure on $\mathbb{R}$. Define its characteristic and moment generating functions:
\begin{align*}
\phi_{\mu}(t) = \int_{\mathbb{R}}{\cos(xt) d\mu(x)}
\\
M_{\...
1
vote
1
answer
69
views
Maximal sum of a function defined on 2-dimensional grid if the sum is bounded on product sets
Disclosure: I have asked this question on MSE (https://math.stackexchange.com/questions/4895621/maximal-sum-of-a-function-such-that-the-sum-is-bounded-on-product-sets) but received no comments in a ...
5
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0
answers
220
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Entropy arguments used by Jean Bourgain
My question comes from understanding a probabilistic inequality in Bourgain's paper on Erdős simiarilty problem: Construction of sets of positive measure not containing an affine image of a given ...
-1
votes
0
answers
46
views
Super-exponential concentration for $\frac{\sum_{i = 1}^{n} X_i}{\sum_{i = 1}^{n} X_i^2}$ with $X_i$ iid. Poisson
Consider $n$ independent Poisson(1)-distributed random variables $(X_i)_{1 \leq i \leq n}$.
Is it true, that $$P\left(\frac{\sum_{i = 1}^{n} X_i}{\sum_{i = 1}^{n} X_i^2} \leq \epsilon \right) \leq \...
1
vote
0
answers
70
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Multilinear non-commutative Khintchine inequality
Let $g_1,\ldots,g_k$ be independent standard Gaussians and for each index $(i_1,\ldots,i_k)\in [n]^k$ let $A_{i_1,\ldots,i_k}$ be a $d\times d$ symmetric matrix.
Question: Is there a known bound for ...
0
votes
0
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127
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Notation $\le_{a,b,n,\ldots}$ in Analysis
In modern Analysis, especially Functional Analysis, one proves, or one uses inequalities of the form
$$F(X)\le_{a,\ldots,n}G(X).$$
The meaning of the subscripts in the inequality sign means that there ...
0
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1
answer
57
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On a differential inequality with an additional constraint
I am stuck on this problem from a research question, which seems to require solving a differential equation, but I am not sure how to deal with integrals like $\int_0^t$ or $\int_t^1$. I will be ...
2
votes
1
answer
269
views
A strange functional inequality
Let $f,g \in C([-2,2],\mathbb R_+^*)$ even and concave real functions.
Is it true that
$$
\int_0^1 f\big(\cos(x^{-1})+\sin(x^{-1})\big) \cdot g\big(\cos(x^{-1})-\sin(x^{-1})\big) \mathrm{d}x\\ \leq f(...
0
votes
0
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82
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Comparison between the expected values of the inverse of the CDF of binomial-distributed random variables
Let us denote with $F(x;j,\mu)$ the cdf of a Binomial distributed random variable with $j$ trial with success probability $\mu$ considered in $x$, and let $f(x;j,\mu)$ be the pmf. Defining $0\leq \...
0
votes
1
answer
40
views
Norm of a $2$-tuple of operators
Let $E$ be a complex Hilbert space and $K_1,K_2$ are bounded linear operators on $E$.
Let $\omega(K_1)$ and $\omega(K_2)$ be the numerical radius of $K_1$ and $K_2$ respectively. That is
\begin{align*}...
3
votes
1
answer
348
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Does $f(t) \le \int_0^t (t-s)^{-\frac{1}{2}} [f(s) + |f(s)|^{\beta}] \, \mathrm d s$ imply $f=0$?
Let $\beta \in (0, 1)$. We assume $f : [0, 1] \to [0, \infty)$ is a measurable and bounded function such that
$$
f(t) \le \int_0^t (t-s)^{-\frac{1}{2}} [f(s) + |f(s)|^{\beta}] \, \mathrm d s,
\quad \...
2
votes
1
answer
120
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Grönwall-type inequality for $f(t) \le \alpha + \int_0^t (t-s)^{-\frac{1}{2}} [f(s) + |f(s)|^{\beta}] \, \mathrm d s$
Let $\alpha \in (0, \infty)$ and $\beta \in (0, 1]$. We assume $f : [0, 1] \to [0, \infty)$ is a measurable and bounded function such that
$$
f(t) \le \alpha + \int_0^t (t-s)^{-\frac{1}{2}} [f(s) + |f(...
3
votes
0
answers
355
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Some specific case of the abc-conjecture related to the Mason-Stothers proof of Serge Lang for polynomials?
I stumbled upon a version of the Mason-Stothers theorem, which can be modified to make a similar statement for natural numbers, which I think I can prove here. It is not the abc-conjecture, but it has ...
5
votes
1
answer
294
views
Does the Poincaré inequality hold on annular domains?
Does the following Poincaré inequality hold
$$\int_{B_{r_2}\setminus B_{r_1}} |f-\bar{f}|^2 dx \leq C(r_2-r_1)^2 \int_{B_{r_2}\setminus B_{r_1}} |\nabla f|^2 dx,$$
where $B_r$ denotes a ball of radius ...
-2
votes
0
answers
67
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On the proof of Gagliardo–Nirenberg inequality [migrated]
Is there anyone checked on the paper Detailed proof of classical Gagliardo-Nirenberg interpolation inequality with historical remarks by A. Fiorenza, etc. carefully? In part 3.2 Proof of Theorem 1.2 ...
5
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0
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201
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Monotonicity of ratio of symmetric polynomials
The complete homogeneous symmetric polynomials of degree $\ell$ in $n$ variables are defined by
\begin{equation*}
h_{\ell}(x_1,x_2,\ldots,x_n) = \sum_{1 \leq i_1 \leq i_2 \leq \ldots \leq i_{\ell} \...
0
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0
answers
57
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Reference request for equivalent Lipschitz smoothness conditions
For an open set $Z\subseteq\mathbb{R}^n$, let $f: Z\mapsto \mathbb{R}$ be a continuously differentiable function on $Z$, and let $L>0$ be fixed. Also, suppose that (a) $f$ is nonconvex and (b) $f$ ...
-1
votes
2
answers
205
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Determining if $\|f\|_\infty \leq C\, \|f\|_{2}^{2/3} $ holds under $f(0) = f(1) = 0$, $\|f'\|_2 \leq 1$
Suppose $f \colon [0, 1] \to \mathbb{R}$ is continuously differentiable, and satisfies $f(0) = f(1) = 0$ and $\|f'\|_2 \leq 1$.
I am wondering if it there is a constant $C > 0$ such that for all ...
0
votes
0
answers
63
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Maximizing the trace of the resolvent of a Wishart matrix over positive unit trace matrices?
Let $G$ be a standard $d \times d$ Wishart random matrix and consider the problem of maximizing the function
$$
f(M) = \mathbb{E}\Big[\mathrm{tr}((G + M^{-1})^{-1})\Big],
$$
over the class of real ...
0
votes
1
answer
57
views
Does point process ordering ever imply conditional intensity ordering?
Let $N$ and $N'$ be regular/non-explosive point processes on $[0,\infty)$. I will take the view that these are collections of random arrival times: $N=(t_n)_{n\in\mathbb N}$ and $N'=(t_n')_{n\in\...
2
votes
0
answers
139
views
Upper bound of a product of sines
Consider the function
$$ f_n(t)= \prod_{1 \leq k \leq n-1,\\ \gcd(k,n)=1} \sin\Big(t-\frac{k \pi}{n}\Big),\quad t \in [0,\pi].$$
I wonder whether it is possible to compute some nontrivial upper ...
0
votes
0
answers
77
views
Some new questions on Rademacher complexity
For $A\subset R^n$,$A=(a_1,a_2,\dots, a_n)$, $\sigma_i$ are Rademacher random variable.
Is $|\mathbb{E}_\sigma \inf_{a\in A}\sum_{i=1}^n\sigma_ia_i| \le |\mathbb{E}_\sigma \sup_{a\in A}\sum_{i=1}^n\...
0
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3
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267
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A generalisation of Tchebychev inequality
Let $f,g \in C(\mathbb R)$ with $\exists M \in \mathbb R^*, \forall (x,y) \in \mathbb R^2, M\times (f(x)-f(y))(g(x)-g(y)) \geq 0$.
Is it true that exists $ u$ any real function, and $a,b$ monotone ...
2
votes
2
answers
204
views
$L^p$ domination of mixed partial derivatives of the 3rd order by the unmixed ones?
Is it true that for each real $p>1$ there is some real $C_p$ such that for all smooth real-valued functions $u$ compactly supported on $S:=(0,1)^3$ one has
$$\|D_1D_2D_3u\|_p\le C_p(\|D_1^3u\|_p+\|...
3
votes
0
answers
78
views
Finite dimensional distribution of a stochastic process Lipschitz on every relatively compact set
Let $X_t$ be a Markovian Itô diffusion process, defined by an SDE
\begin{equation}
dX_t = \mu(X_t)\,dt + \sigma(X_t)\,dW_t\,.
\end{equation}
Let $f(x,t|x_0,0)$ denote its transition density function. ...
2
votes
2
answers
180
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$L^p$ domination of mixed partial derivatives by the unmixed ones?
Is it true that for each real $p\ge1$ there is some real $C_p$ such that for all smooth real-valued functions $u$ compactly supported on $S:=(0,1)^2$ one has
$$\|D_1D_2u\|_p\le C_p(\|D_1^2u\|_p+\|D_2^...
2
votes
0
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155
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Taylor coefficients of the integral of the ordered exponential
Let $A$ be a continuous $2\times 2$ matrix-valued function on $[0,1]$. Define $X_A$ as the solution of
$$
X_A'(t) = A(t) X_A(t), \qquad X(0) = I.
$$
In other words $X_A$ is the ordered exponential of $...
0
votes
0
answers
89
views
On polynomial equation of fourth order depending on two parameters and bound on a maximal root
I would like to apologize in advance for a too technical question. Let us consider the following fourth order polynomial equation in $x$:
\begin{eqnarray}
F(x) \equiv (2 a p +2)x^4+ (6a(1-a)p^...
1
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0
answers
70
views
Integral inequality related to the (mixed?) moments of two functions
For $k\in \mathbb{Z}_+$ and $t\in [0,1]$ we set
$$
S_{k}(t) = \{(t_1,\ldots, t_k)\colon 1\ge t\ge t_1\ge\ldots\ge t_k\ge 0\}.
$$
Let $a$ and $b$ be two continuous functions on $[0,1]$. Introduce
$$
...
2
votes
1
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166
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Estimating ${\left(\sum_{i=j}^k {x_i}\right)^2} \times \left\lvert\sum_{i=j}^k {a_i}\right\rvert$
Given two sets; $X = \{x_i : x_i \geq 0; i \in [\sqrt{n}]\}$ and $A = \{a_i : |a_i| \leq 1; i \in [\sqrt{n}]\}$ of size $n^{\frac{1}{2}}$ each, with the following properties
\begin{equation}\label{...
5
votes
1
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139
views
Upper bound for the $n$-th derivative of a rational function $\frac{f}{f+g}$
Let $f$ and $g$ be real polynomials with nonnegative coefficients. Let
$$
h = \frac{f}{f+g}.
$$
I want to prove that the $n$-th derivative of $h$ satisfies:
There exists $C > 0$ such that
$$
|h^{(...
0
votes
1
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98
views
Demonstrating bound on integral
I found this question on another forum and it got me interested because of how tight the bound is: prove that
$$\int_0^\infty \frac{\arctan(x)}{x^2 + 4}\,dx > \frac{\pi}{4}.$$
The difference ...
0
votes
0
answers
59
views
Upper bound for an additional Product formula
We have three sequences of positive integers $l$, $p$ and $q$ such that:
$$
p_1 \geq p_2 \geq \cdots \geq p_k\text{ and } q_1 \geq q_2 \geq \cdots \geq q_k \geq \cdots \geq q_h \text{ where: } k < ...
0
votes
1
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135
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An inequality of Huygens
I am preparing a paper on Huygens' approximations to $\pi$ and I have to prove the following inequality: if $0 \le x\le \pi/2$ then
$$
\pi\ge \frac{\pi}{x}\sin(x)\bigl(20+51\cos(x)-2\cos^2(x)+6\cos^3(...
0
votes
0
answers
208
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Gauss transformation in fractional Sobolev space
Let $g_{\mu}(x) = \mu^{d/2}\exp(-\pi\mu|x|^2)$ for every $\mu > 0$. Prove that
$$
\int_{\mathbb R^{d}}\left|(-\Delta)^{\frac{s}{2}} u\right|^{2} \geq \int_{\mathbb R^{d}}\left|(-\Delta)^{\frac{s}{2}...
3
votes
1
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127
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Bounding distance to an intersection of polyhedra
Let $P$ and $Q$ be polyhedra in ${\mathbb R}^m$ with a non-empty intersection. I believe there should exist a constant $C_{PQ}>0$ such that for any point $x\in {\mathbb R}^m$ the following ...
1
vote
1
answer
90
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Bound on $L^1$ norm of solution of two-point boundary value problem
This has to be known, but I have not been able to find it in the literature (probably due to not being too familiar with two-point boundary value problems). I have a function $u:[0,1]\to\mathbb{R}$ ...
2
votes
0
answers
100
views
Poincare inequality on the hemisphere
Background:
Let $\mathbb{S}^2_+$ be the hemisphere. Then we know that for $f:\mathbb{S}^2_+\to \mathbb{R}$ satisfying (when written in coordinates) $\int_{0}^{2\pi}\int_{0}^{\pi/2}f(r,\theta)\sin(r)dr ...
3
votes
2
answers
169
views
Bounding distance to a polyhedron
I need to estimate the Euclidean distance from a point $x\in {\mathbb R}^m$ to a polyhedron $P\subset {\mathbb R}^m$ in terms of distances from $x$ to the tangent hyperplanes which define $P$. By a ...
0
votes
0
answers
17
views
Solve $S_{nm} \sum_{j}x_{nj}\operatorname*{sign}\left( \sum_{k}x_{kj} S_{km} \right) \geq 0$ for $x_{kj}$
Let $S_{nm} \in \{\pm1\}^{N\times M}$ be a matrix of signs. Can we find real numbers $x_{kj} \in \mathbb{R}^{N\times K}$, such that:
$$S_{nm} \sum_{j}x_{nj}\operatorname*{sign}\left( \sum_{k}x_{kj} S_{...
2
votes
0
answers
102
views
Information inequality for Renyi divergences
Let $X^1 \ldots X^n$ be random variables on $\mathbb{R}^d$ with an arbitrary joint probability distribution $\mu$ on $\mathbb{R}^{n \times d}$. Let $\nu = \nu^1 \times \ldots \times \nu^n$ be a ...
7
votes
1
answer
527
views
A variation on the Borel–Cantelli lemma theme
Let $X,X_0,X_1,\dots$ be nonnegative independent identically distributed (i.i.d.) random variables. Let
\begin{equation*}
E:=\bigcap_{n\ge0}B_n,
\end{equation*}
where
\begin{equation*}
B_n:=\...
1
vote
1
answer
59
views
Upper bound $I_R := \int_{B_R^c} |x| (P_t \ell_\nu) (x) \, \mathrm d x$ in terms of $R, \nu, t$?
Let $(p_t)_{t >0}$ be the Gaussian heat kernel on $\mathbb R^d$ and $(P_t)_{t >0}$ its induced semi-group, i.e.,
$$
\begin{align}
p_t (x) &:= (4\pi t)^{-\frac{d}{2}} e^{-\frac{|x|^2}{4t}},
\...
3
votes
1
answer
480
views
A strange condition of convexity?
During my research, I come across this question.
Let $f \in C^2(\mathbb R, \mathbb R_+^*)$ with $\forall x \in\mathbb R, f'(x) \geq |f''(x)+f(x)|$.
Is it true that $\forall x \in \mathbb R, f''(x) \...
2
votes
1
answer
167
views
Has the function $F_s(x)=\sum_{k=0}^{\infty}\frac{x^k}{\Gamma(k+1)^s}$ been studied before?
While studying an application of Grönwall's inequality I found that the function
$$
F_s(x)=\sum_{k=0}^{\infty}\frac{x^k}{\Gamma(k+1)^s}
$$
for $s\geq0$ in some cases provides a sharper bound.
I had a ...
2
votes
1
answer
198
views
Prove inequality: $2\Big[ \sum_{k=0}^{n} (k+1) a_k \Big]^2 -\Big[1+ \sum_{k=0}^{n} a_k \Big]\Big[ \sum_{k=0}^{n} k(k+1)a_k \Big] \geq 0.$
Suppose $a_0\geq\dots \geq a_n \geq 0$ is a sequence of non-negative numbers, where $n+1\leq \sum_{k=0}^{n} a_k \leq n+2$. Then, I want to prove that the following statement is true,
$2\Big[ \sum_{k=0}...
1
vote
1
answer
96
views
Upper bound $I (t) := \sup_{x \in \mathbb R^d} \int_{\mathbb R^d} \frac{|x-y|^\alpha}{t^{d/2}} \exp ( - \frac{|\psi(x) - y|^2}{t} ) \, \mathrm d y$
Let $\alpha \in (0, 1)$ and $\psi : \mathbb R^d \to \mathbb R^d$ be a $C^\infty$-diffeomorphism such that $\|\nabla \psi\|_\infty + \|\nabla \psi^{-1}\|_\infty < + \infty$. Let
$$
I (t) := \sup_{x \...
0
votes
1
answer
87
views
Inequality with convolution
I have some troubles with the following problem:
A definition
Let $\sigma_1$ and $\sigma_2$ two positive numbers. We denote for all $x\in\mathbb{R}$, >$G_\sigma\left[ \phi \right](x)$ the gaussian ...
1
vote
0
answers
133
views
$L^{p}$ estimate for $\frac{|\nabla f|^{2}}{f}$
I’m trying to obtain an $L^{p}$ estimate under certain conditions. Suppose $f\in C^{2}(B_{2})$ is a function satisfying $0<f<1$ and $f\Delta f>\frac{1}{n} |\nabla f|^{2}$, where $B_{2}\subset\...
12
votes
2
answers
673
views
Polynomial inequalities of the form $\int_0^1 |f(x)|^2 x \,dx \geq C \int_0^1 |f(x)|^2 \,dx$
Let $P_n$ denote all (real or complex) polynomials $f(x)=\sum_{k=0}^n a_k x^k$. I'm interested in inequalities of the form
$$
\int_0^1 |f(x)|^2 x \,dx \geq C \int_0^1 |f(x)|^2 \, dx, \quad \text{for ...