English

H\"older's inequality and its reverse-a probabilistic point of view

Probability 2023-01-23 v2

Abstract

In this article we take a probabilistic look at H\"older's inequality, considering the ratio of terms in the classical H\"older inequality for random vectors in Rn\mathbb{R}^n. We prove a central limit theorem for this ratio, which then allows us to reverse the inequality up to a multiplicative constant with high probability. The models of randomness include the uniform distribution on pn\ell_p^n balls and spheres. We also provide a Berry-Esseen type result and prove a large and a moderate deviation principle for the suitably normalized H\"older ratio.

Keywords

Cite

@article{arxiv.2209.13442,
  title  = {H\"older's inequality and its reverse-a probabilistic point of view},
  author = {Lorenz Frühwirth and Joscha Prochno},
  journal= {arXiv preprint arXiv:2209.13442},
  year   = {2023}
}