Related papers: On matrix variance inequalities
In this paper, new versions of Chebyshev's, Minkowski's and Holder's type inequalities are studied by using a monotone measure-base universal integral on an arbitrary measurable space. This paper generalizes some previous results obtained…
In this paper, some new forms of the Cheeger's inequalities are established for general (maybe unbounded) symmetric forms, the resulting estimates improve and extend the ones obtained by Lawler and Sokal (1988) for bounded jump processes.…
The OSSS inequality [O'Donnell, Saks, Schramm and Servedio, 46th Annual IEEE Symposium on Foundations of Computer Science (FOCS'05), Pittsburgh (2005)] gives an upper bound for the variance of a function f of independent 0-1 valued random…
Two sharp Chernoff type inequalities are obtained for star body in $\mathbb{R}^2$, one of which is an extension of the dual Chernoff-Ou-Pan inequality, and the other is the reverse Chernoff type inequality. Furthermore, we establish a…
The distribution functions of the matricvariate beta type I and II distributions are studied under real normed division algebras. The unified approach for real, complex, quaternions and octonions, also considers general properties and…
Olkin [3] obtained a neat upper bound for the determinant of a correlation matrix. In this note, we present an extension and improvement of his result.
The maximal inequalities for diffusion processes have drawn increasing attention in recent years. However, the existing proof of the $L^p$ maximum inequalities for the Ornstein-Uhlenbeck process was dubious. Here we give a rigorous proof of…
We show that schemes for sparsifying matrices based on iteratively resampling rows yield guarantees matching classic 'offline' sparsifiers (see e.g. Spielman and Srivastava [STOC 2008]). In particular, this gives a formal analysis of a…
The H\"older-Brascamp-Lieb inequalities are a collection of multilinear inequalities generalizing a convolution inequality of Young and the Loomis-Whitney inequalities. The full range of exponents was classified in Bennett et al. (2008). In…
We establish a general class of entropy inequalities that take the concise form of Gaussian comparisons. The main result unifies many classical and recent results, including the Shannon-Stam inequality, the Brunn-Minkowski inequality, the…
We extend an inequality for harmonic functions, obtained in previous research by the authors, to the case of solutions of uniformly elliptic equations in divergence form, with merely measurable coefficients. The inequality for harmonic…
Inequalities for norms of different versions of the geometric mean of two positive definite matrices are presented.
We study topological Poincar\'e type inequalities on general graphs. We characterize graphs satisfying such inequalities and then turn to the best constants in these inequalities. Invoking suitable metrics we can interpret these constants…
We show that a classical uniformly distributed phenomenon for an element and its inverse in ($\mathbb{Z}/n\mathbb{Z})^{*}$ also exists in $\textrm{GL}_{n}(\mathbb{F}_{p})$. A $\textrm{GL}_{n}(\mathbb{F}_{p})$ analogy of the uniform…
Using some harmonic extensions on the upper-half plane, and probabilistic representations, and curvature-dimension inequalities with some negative dimensions, we obtain some new opimal functional inequalities of the Beckner type for the…
Askey and Gasper (1976) proved a trigonometric inequality which improves another trigonometric inequality found by M. S. Robertson (1945). Here these inequalities are reformulated in terms of the Chebyshev polynomial of the first kind $T_n$…
A survey is given of some Chernoff type bounds for the tail probabilities P(X-EX > a) and P(X-EX < a) when X is a random variable that can be written as a sum of indicator variables that are either independent or negatively related. Most…
Covariance estimation becomes challenging in the regime where the number p of variables outstrips the number n of samples available to construct the estimate. One way to circumvent this problem is to assume that the covariance matrix is…
We derive explicit Bernstein-type and Bennett-type concentration inequalities for matrix-valued martingale processes with unbounded observations from the Hermitian space $\mathbb{H}(d)$. Specifically, we assume that the…
In this paper we generalize the known DDVV-type inequalities for real (skew-)symmetric and complex (skew-)Hermitian matrices to arbitrary real, complex and quaternionic matrices. Inspired by the Erd\H{o}s-Mordell inequality, we establish…