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The Cauchy-Schwarz inequality states $|\langle x,y \rangle |\leq ||x||\cdot ||y||.$ Use this tag for questions related to the CS inequality and its applications.

3 votes
2 answers
469 views

Good upper bound for a certain sum

Given $\gamma \in [0, 1)$, an integer $N \ge 2$, and a decreasing null sequence of positive numbers $e_1,e_2,\ldots,e_t,\ldots$, I'm interested in estimating the sum $S_N := \sum_{t=1}^N\gamma^t e_{N- …
6 votes
1 answer
201 views

Good upper-bound for $\mathbb E[|X-np|^r]$ where $X \sim \text{Binomial}(n,p)$ and $r \ge 1$

Disclaimer. Question moved from SE. Setup Let $X \sim \text{Binomial}(p, n)$, and $r \ge 1$. Question What is a good upper-bound for $\mathbb E[|X-np|^r]$ ? Solution for small $r$ If $r=2$, the …
2 votes
0 answers
58 views

Bounds for $\sum_{t=1}^Tn_t(s_t)^{-\alpha}\mu(s_t)$ where $n_t(s) = \sum_{1 \le t' \le t} 1_...

Disclaimer: I'm not certain this is the right venue for this post, but I'll give it a try... So trying prove some bounds in my ongoing work in theoretical reinforcement learning, I encountered the ne …