All Questions
2,253 questions
2
votes
1
answer
754
views
On a combinatorial inequality
Is it true that
\begin{gather}
\min\left(\lambda_{\min}(M_{12}), \lambda_{\min}(M_{13}), \lambda_{\min}(M_{14}), \lambda_{\min}(M_{15}), \lambda_{\min}(M_{23}), \\ \lambda_{\min}(M_{24}), \lambda_{\...
- 178
3
votes
1
answer
287
views
Expectation comparison inequality for concave function of symmetric random variables
Suppose that $X_i$, $i\in[n]$ are
independent symmetric
random variables. I think the conjectured result holds in greater generality, but we can additionally assume that each $X_i$ takes the values $\...
- 6,541
1
vote
0
answers
80
views
Inequality involving random vectors and absolute values
Let $\mathbb{X}, \mathbb{Y} \subset \mathbb{R}^d$ be finite sets. Suppose random vectors $X \in \mathbb{X}$ and $Y \in \mathbb{Y}$ are sampled according to a joint distribution $\mathbb{P}_{XY}$. ...
3
votes
1
answer
374
views
Dimensionality reduction for total variation
Let $P_i,Q_i$, $i\in[n]$,
be distributions on a finite set $\Omega$.
We will use $P^\otimes_{i\in[n]}$ to denote $n$-fold products of distributions.
For each $i\in[n]$, define the
dimensionally-...
- 6,541
3
votes
1
answer
247
views
A non-standard inequality for univalent functions
Related to my other question, here is an inequality from Rakhmanov's paper upon which the proof hinges.
Let $F(z) = z + a_0 + \mathcal O(z^{-1})$ be analytic and univalent on $|z|>1$, continuous up ...
user528012
2
votes
0
answers
54
views
Distance between a Hölder function and a Sobolev ball
Let $\Omega$ denote $[0, 1]^n$ and let $\|\cdot\|_{k, p}$ and $|\cdot|_{m, \alpha}$ denote norms of Sobolev space $W^{k,p}(\Omega)$ and Holder space $C^{m, \alpha}(\Omega)$, respectively.
My question ...
- 460
2
votes
2
answers
127
views
Optimizing a matrix quadratic form with respect to Loewner order
Fix integers $1 \leq k \leq n$. Let $P \in \mathbb{R}^{n \times k}$ be such that $P^T P$ has full rank.
Let $\mathcal{X}$ denote the set of unit trace, real $n \times n$ symmetric positive ...
- 460
6
votes
2
answers
347
views
Question on a min inequality
Is it true that
$$
\min\left(a^2 + b^2 - \sqrt{a^4 + b^4 + 2a^2b^2\cos(x)}, b^2 + c^2 - \sqrt{b^4 + c^4 + 2b^2c^2\cos(x-y)}, a^2 + c^2 - \sqrt{a^4 + c^4 + 2a^2c^2\cos(y)}\right) \leq \frac{1}{3}
$$
...
- 171
2
votes
0
answers
96
views
System of quadratic inequations
I have variables $x_1,...,x_n>0$, and fixed parameters $a_1,a_2,...a_n >0$.
I compute quantities $s_1,s_2,...,s_n$, each with one of the following types of equation:
$s_i =a_i(x_i - x_j x_k)$
$...
- 1,341
15
votes
1
answer
648
views
On minimal eigenvalue
Is it true that $\min\left(\lambda_{\min}(M_{12}),\lambda_{\min}(M_{13}),\lambda_{\min}(M_{23})\right) \le \frac{7}{20}$ where $M_{ij}$ is the matrix obtained by selecting the entries at the ...
- 178
0
votes
1
answer
150
views
Inequality $(a_1^x+a_2^x+\cdots+a_n^x)^y \ge (a_1^y+a_2^y+\cdots+a_n^y)^x$
Conjecture: Let $a_1, a_2, \cdots , a_n>0$ and $y \ge x $ then
$$(a_1^x+a_2^x+\cdots+a_n^x)^y \ge (a_1^y+a_2^y+\cdots+a_n^y)^x$$
Equality iff $x=y$
Is the conjecture right? Have you ever seen this ...
- 1,776
2
votes
0
answers
102
views
A question from a proof of an inequality in Sobolev space $W^{1,1}$
I try to understand the proof the lemma given at page 54 in Ladyzhenskaya et al (1968) - Linear and Quasilinear Elliptic Equations. Here it is a screenshot:
Here is what I did:
$$-u(x)=u(y)-u(x)=\...
- 1,759
3
votes
1
answer
327
views
Derivative norm estimates
Assume $\Phi$ is some diffeomorphism of a certain manifold. Let $\Phi^{-1}$ denote the inverse map and let $(D\Phi)^{-1}$ denote the matrix inverse of $D\Phi$.
QUESTION. Does this norm estimate hold? ...
- 43.2k
4
votes
0
answers
165
views
Szegő's inequality
I know Erdős-Lax's inequality and a couple of proofs. It states that:
If $P(z)=\sum_{v=0}^{n} a_{v} z^{v}$ is a complex polynomial of degree $n$ having no zeros in $|z|<1$, then
$$
\max _{|z|=1}\...
- 2,829
2
votes
1
answer
144
views
Concentration inequality for double sum
I am looking for a concentration inequality of a double sum….
Let $X_1,\dots, X_n$ be iid r.v. and also let $Y_1,\dots ,Y_n$ be iid such that even $X_i$ and $Y_j$ are independent.
I am looking for a ...
- 51
13
votes
2
answers
1k
views
Probability vector $p$ majorizes its normalized entropy vector $\small \frac{-p\log p}{H(p)}$
I guess the following inequality
$$ \sum_{i=1}^n g \left (\frac{-p_i \log p_i}{H(\boldsymbol{p})} \right ) \le \sum_{i=1}^n g (p_i)$$
holds for any continuous convex function $g$ and any probability ...
- 303
2
votes
1
answer
172
views
Maximizing a quadratic form involving a trace-bounded positive definite matrix?
$\newcommand{\tr}{\mathrm{tr}}$Suppose $P, Q$ are two real, symmetric positive definite matrices and $v$ a nonzero unit vector.
Consider
$$
f(X) = v^T(P + X^{-1})^{-1} v + v^T(Q + X^{-1})^{-1} v.
$$
...
- 460
1
vote
1
answer
153
views
How to solve for bounds restricting ${\Sigma}$ to symmetric-positive-semi-definiteness?
Scenario
I have a equation for a covariance matrix ${\Sigma}$ where everything but a vector of correlations is known aka $x=(x_{1}, \dots, x_{D})$ for $x_{i}\in [-1, 1]$.
Problem
I know that ${x}$ ...
2
votes
0
answers
94
views
A surprisingly simple and difficult problem on sums of upper bounds
Let $T$ be a large integer, and $C$ be a positive real constant.
Consider a sequence $\{p_t\}_{T\geq t\geq 1}$ of real numbers in $[0,1]$. The sequence $\{b_t\}_{T\geq t\geq 1}$ can be defined as ...
- 353
3
votes
0
answers
118
views
A matrix-valued analogue of a classical inequality
Let $p \geq 4$ be an even integer. In the study of variational problems in $W^{1, p}$, it is handy to know that for $a, b \in \mathbb R^d$,
$$|a - b|^p \leq 2^{p - 1} (|a|^{p - 2} + |b|^{p - 2}) |a - ...
- 708
21
votes
2
answers
2k
views
Boundedness of sum of sin(sin(n))
Playing with desmos I have accidentally noticed that the sequence of partial sums
$$\left\{ \sum_{n=1}^{N}\sin(\sin(n)) : N\geq 1 \right\}$$
is bounded.
However, I did not succeed in proving this ...
1
vote
0
answers
45
views
Inequality Involving Concave Monotonic Function
Assume that $ f: \mathbb{R} \to \mathbb{R}_+ $ is a concave, non-decreasing and positive function. Let $\mathbb{X}$ be a finite set consisting of $ 0\leq x_1 \leq x_2 \leq x_3 \leq \ldots \leq x_n$. ...
0
votes
1
answer
156
views
Techniques for bounding the operator norm of the expectation of random matrix?
Let $\mu$ be a distribution on the unit sphere in $\mathbb{R}^n$. Let $u \sim \mu$ and consider the random matrix
$$
A = I_n - uu^T.
$$
Question: What techniques are available to provide (reasonably ...
- 460
1
vote
1
answer
148
views
An inequality about binomial distribution
Statement
Assume that $\sigma,R\in (1,+\infty)$, $N\in\mathbb{N}^*$, $p\in (0,1)$, $n_1\in\{0,1,2,\cdots,N-1\}$. Prove or disprove that
$$B^\frac{1}{\sigma}(n_1)-B^\frac{1}{\sigma}(n_1+1)<1 .$$
...
- 35
5
votes
0
answers
167
views
Bounding elementary symmetric polynomials away from zero
Let $2 \leq m \leq n$ be integers and let $\mathbf{x} \in \mathbb{R}^n$ (importantly, I am not assuming that the entries of $\mathbf{x}$ are non-negative). The elementary symmetric polynomials are ...
- 6,351
0
votes
0
answers
20
views
Explicit upper and lower bounds for a support function, with a different exponent
Let $a_1 \geq a_2 \geq \cdots \geq a_n \geq 0$ be a sequence of nonincreasing nonnegative real numbers. Define the set, for $t > 1$,
$$
B_t = \Big\{b \in \mathbb{R}^n : b_i \geq 0, \sum_i b_i^2 \...
- 460
2
votes
1
answer
105
views
Inequality for Gaussian measures
Let $\mu$ denote a centered Gaussian measure on $\mathbb{R}^k$, $K=(-\infty, a] \times \mathbb{R}^{k-1}$ ($a\ge 0$) and $L=\mathbb{R}\times C$ where $C$ is a convex set in $\mathbb{R}^{k-1}$, ...
- 197
0
votes
0
answers
45
views
Support function of the intersection of two $\ell_p$ balls
Denote $\|\cdot \|_p$ for the norm in $\ell_p^n$, where $1 \leq p \leq \infty$, and $n \geq 1$.
Let $(x^\star_i)$ denote a nonincreasing arrangement of the sequence $(|x_i|) \in \mathbb{R}^n$.
We ...
- 460
9
votes
1
answer
847
views
Huygens' final unproved inequality
The analytic statement of Proposition XX in Huygens' "Inventa" is: If $x> 0$, and less than $\frac{\pi}{2}$, then
$$x>\sin x +\frac{10(4\sin^2\frac{x}{2}-\sin^2 x)}{12\sin\frac{x}{2}+9\...
- 371
6
votes
2
answers
225
views
On a trigonometric inequality by Huygens
The following inequality, ascribed to Huygens, appeared in this post:
\begin{equation*}
1-\frac43\,\frac{\sin^3\theta/2}{\theta-\sin\theta}
>(1-\cos\theta/2)\Big(\frac35-\frac3{1400}\frac{\...
- 128k
0
votes
0
answers
51
views
Upper bound on expectation of a convolution
Given probability densities $f, g\in L^p(\mathbb{R}^3), \ \forall p\geq 1$, with the same first and second moments
\begin{align} & \int_{\mathbb{R}^3} v f(v)\,dv = \int_{\mathbb{R}^3} v g(v)\,dv, \...
- 43
1
vote
3
answers
562
views
Huygens' trigonometric inequality
Prove that $$1-(4/3(\sin^3 \theta/2))/(\theta-\sin\theta)<(1-\cos\theta/2)(3/5-(3/1400)\pi^2/n^2)$$ holds for $0\le\theta\le\pi/2.$ Here $n$ is an integer greater than or equal to two.
This an ...
- 371
0
votes
0
answers
48
views
A question on a quantitative form of Farkas' lemma
Suppose A is an $m \times n$ matrix whose entries are non-negative integers and $\mathbf{b}$ is a vector with rational entries. A version of Farkas lemma implies that if the equation $$A\mathbf{x}=\...
- 6,214
3
votes
1
answer
176
views
A generalization of Barrow's inequality
More than seven years ago. I posted this problem in stackexchange:
Let $ABC$ be a triangle, $P$ be arbitrary point inside of $ABC$. Let $A_1B_1C_1$ be the tangential traingle of $ABC$. Let $A'$, $B'$,...
- 1,776
3
votes
1
answer
232
views
Bounds on relative entropy for MLE in Bernoulli coin tosses
In the context of estimating the parameter $p$ from a dataset of $n$ i.i.d Bernoulli coin tosses, we often use the relative entropy $D(p \parallel \hat{p})$ to measure the performance of an estimator $...
- 63
1
vote
0
answers
43
views
Moments on the Stiefel manifold
Let $S_{n, k} = \{V \in \mathbb{R}^{n \times k} : V^T V = I_k\}$ denote the Stiefel manifold, $1 \leq k \leq n$.
Let $P \in \mathbb{R}^{n \times n}$ denote a symmetric real, positive definite matrix, ...
- 460
0
votes
0
answers
43
views
The reciprocal of the normalized tail of the Maclaurin power series expansion of the hyperbolic sinc function is a convex function
The classical Bernoulli numbers $B_j$ are generated by
\begin{equation}\label{Bernoulli-No-Generating}
\frac{x}{\operatorname{e}^x-1}=\sum_{j=0}^\infty B_j\frac{x^j}{j!}=1-\frac{x}2+\sum_{j=1}^\infty ...
- 1,091
3
votes
1
answer
70
views
Multiplicative approximation for a negative moment of the binomial distribution
Let $X$ be a binomial random variable with parameters $n,p$.
Define the function
$f(n, p, t) = E\frac{1}{1 + t X},
$
where $t > 0$.
Question: Can we find an elementary function $F(n, p, t)$ such ...
- 460
5
votes
1
answer
425
views
Lower bound for the rank of the sum of $n$ matrices
I found a mathematical note by George Marsaglia entitiled "Bounds for the rank of the sum of two matrices", where he proves the following result.
Let $A_1$ and $A_2$ be two complex matrices ...
- 5,215
1
vote
0
answers
87
views
inequality involving factorials
Let $p>1$ be a positive integer and let $a_0,a_1$ be non-negative integers with $0\le a_0\le p-1$ and $1\le p\le a_1$. Show that
$$\prod_{b=1}^{a_1}\left(\frac{(a_0+bp)!}{a_0!b!}\right)^{{a_1\...
- 934
6
votes
1
answer
287
views
Determinantal inequality for difference of substochastic matrices
Let $A=(A_{ij})_{1\le i,j\le n}$ be a square matrix with nonnegative real entries. Recall that $A$ is called a substochastic matrix if
$$
\forall i,\ \ \sum_j A_{ij}\le 1\ .
$$
In the course of my ...
1
vote
2
answers
231
views
A real root of a cubic equation for a stationary point
Let us consider the quartic polynomial in $x$
\begin{equation}
F(x) = (2 a p +2)x^4+ (6a(1-a)p^2+(6-12a)p-6)x^3
+ p(2(a-2)(a-1)a p^2 + 3(5a^2-9a+2)p +12a-18)x^2
- p^2 ((a-2)(4a^2 ...
- 371
2
votes
1
answer
106
views
Sharp approximation to expectation of a ratio of a Gaussian vector
Let $g =(g_1, ..., g_n)$ denote a sequence of standard Gaussian variables. Let $p = (p_1, ..., p_n)$ denote a vector in the simplex $\mathcal{P}_n$, given by
$$
\mathcal{P}_n = \{p \in \mathbb{R}^n : ...
- 460
1
vote
0
answers
99
views
Minimum of the maximum element frequency given the family size and the universe size
[Crossposted at math.stackexchange].
Consider families of sets $\mathcal{F}$ with size $n = |\mathcal{F}|$ and universe $U(\mathcal{F})$ with size $q = |U(\mathcal{F})|$.
I have written and solved ...
- 988
1
vote
0
answers
221
views
Poincaré-Wirtinger inequality for more general "means"
Let $\Omega$ be a ball of radius $r$. It is well known that given a function $f \in W^{1,p} (\Omega)$, it holds the Poincaré-Wirtinger inequality
$$ \left(\int_\Omega |f - f_\Omega|^p dx \right)^{1/p} ...
- 697
1
vote
1
answer
93
views
Bound measure of difference of advected sets by norm of difference of vector fields
Consider two smooth vector fields $v$ and $u$ in $\mathbb{R}^n$, and a smooth set $\Omega$. Consider the flow of $\Omega$ via $v$ and $u$ for a time $T$, namely let
$$ \Omega_v =\{x(T, x_0) | x \text{ ...
- 697
2
votes
1
answer
216
views
Hypergeometric function ratio inequality
Related to a recent question (Concavity of hypergeometric function ratio), I actually only need the following inequality:
$$
\frac{{}_2\mathrm{F}_1\big(\frac{1}{2},\frac{1}{2};c+1\,;x\big)}{{}_2\...
- 391
3
votes
0
answers
80
views
Seeking strong bounds on KL-divergence and martingales for a hypothesis-testing inequality
Let's say we have a finite set $\mathcal{O}$ of observations, and let $\mathcal{C}(\Delta\mathcal{O})$ denote the space of closed convex sets of probability distributions.
We have two hypotheses which ...
- 353
2
votes
1
answer
308
views
Concavity of hypergeometric function ratio
I would like to show that the function,
$$
f(x) = \frac{{}_2\mathrm{F}_1\big(\frac{1}{2},\frac{1}{2};c+1\,;x\big)}{{}_2\mathrm{F}_1\big(\frac{1}{2},\frac{1}{2};c\,;x\big)}
$$
is concave for $0 < x &...
- 391
0
votes
0
answers
55
views
Parabolic cylinder function ratio inequality
I would like to prove the following inequality involving the parabolic cylinder function $D_{-\nu}(x)$ for $\nu>0$:
$$
\frac{2\hspace{1pt}D_{-\nu+1}(x)}{D_{-\nu}(x)} \;<\; x+\sqrt{x^2+4\hspace{...
- 391