There are many inequalities which in the class of continuous functions are equivalent to convexity (for example the Jensen inequality and the Hermite-Hadamard inequalities). We show that this is not a coincidence: every nontrivial linear inequality which is valid for all convex functions is valid only for convex functions.
For a stochastic process with state space some Polish space, this paper gives sufficient conditions on the initial and conditional distributions for the joint law to satisfy Gaussian concentration inequalities and transportation inequalities. In the case of the Euclidean space , there are sufficient conditions for the joint law to satisfy a logarithmic Sobolev inequality. In several cases, the constants obtained are of optimal order of growth with respect to the number of random variables, or are...
We develop a method, based on a Bochner-type identity, to obtain estimates on the exponential rate of decay of the relative entropy from equilibrium of Markov processes in discrete settings. When this method applies the relative entropy decays in a convex way. The method is shown to be rather powerful when applied to a class of birth and death processes. We then consider other examples, including inhomogeneous zero-range processes and Bernoulli–Laplace models. For these two models, known results...
We give a review of results proved and published mostly in recent years, concerning real-valued convex functions as well as almost convex functions defined on a (not necessarily convex) subset of a group. Analogues of such classical results as the theorems of Jensen, Bernstein-Doetsch, Blumberg-Sierpiński, Ostrowski, and Mehdi are presented. A version of the Hahn-Banach theorem with a convex control function is proved, too. We also study some questions specific for the group setting, for instance...
Generalized entropic functionals are in an active area of research. Hence lower and upper bounds on these functionals are of interest. Lower bounds for estimating Rényi conditional -entropy and two kinds of non-extensive conditional -entropy are obtained. These bounds are expressed in terms of error probability of the standard decision and extend the inequalities known for the regular conditional entropy. The presented inequalities are mainly based on the convexity of some functions. In a certain...