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The 123 theorem of Probability Theory and Copositive Matrices

Alexander Kovačec, Miguel M. R. Moreira, David P. Martins (2014)

Special Matrices

Alon and Yuster give for independent identically distributed real or vector valued random variables X, Y combinatorially proved estimates of the form Prob(∥X − Y∥ ≤ b) ≤ c Prob(∥X − Y∥ ≤ a). We derive these using copositive matrices instead. By the same method we also give estimates for the real valued case, involving X + Y and X − Y, due to Siegmund-Schultze and von Weizsäcker as generalized by Dong, Li and Li. Furthermore, we formulate a version of the above inequalities as an integral inequality...

The Choquet integral as Lebesgue integral and related inequalities

Radko Mesiar, Jun Li, Endre Pap (2010)

Kybernetika

The integral inequalities known for the Lebesgue integral are discussed in the framework of the Choquet integral. While the Jensen inequality was known to be valid for the Choquet integral without any additional constraints, this is not more true for the Cauchy, Minkowski, Hölder and other inequalities. For a fixed monotone measure, constraints on the involved functions sufficient to guarantee the validity of the discussed inequalities are given. Moreover, the comonotonicity of the considered functions...

The converse of the Hölder inequality and its generalizations

Janusz Matkowski (1994)

Studia Mathematica

Let (Ω,Σ,μ) be a measure space with two sets A,B ∈ Σ such that 0 < μ (A) < 1 < μ (B) < ∞ and suppose that ϕ and ψ are arbitrary bijections of [0,∞) such that ϕ(0) = ψ(0) = 0. The main result says that if ʃ Ω x y d μ ≤ ϕ - 1 ( ʃ Ω ϕ ∘ x d μ ) ψ - 1 ( ʃ Ω ψ ∘ x d μ ) for all μ-integrable nonnegative step functions x,y then ϕ and ψ must be conjugate power functions. If the measure space (Ω,Σ,μ) has one of the following properties: (a) μ (A) ≤ 1 for every A ∈ Σ of finite measure; (b) μ (A) ≥ 1 for every A ∈ Σ of positive measure, then there exist...

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