Related papers: On matrix variance inequalities

In this paper we prove discrete Poincar\'e inequalities that are uniform in the mesh size for the discrete de Rham complex of differential forms developed in [Bonaldi, Di Pietro, Droniou, and Hu, An exterior calculus framework for polytopal…

This paper derives an inequality relating the p-norm of a positive 2 x 2 block matrix to the p-norm of the 2 x 2 matrix obtained by replacing each block by its p-norm. The inequality had been known for integer values of p, so the main…

In this paper, we introduce a class of improved estimators for the mean parameter matrix of a multivariate normal distribution with an unknown variance-covariance matrix. In particular, the main results of [D.Ch\'etelat and M. T.…

Relating to finding possible upper bounds for the probability of error for discriminating between two quantum states, it is well-known that \begin{align*} \mathrm{tr}(A+B) - \mathrm{tr}|A-B|\leq 2\, \mathrm{tr}\big(f(A)g(B)\big)…

We obtain some new inequalities of Chebyshev Type.

We give a distribution-dependent concentration inequality for functions of independent variables. The result extends Bernstein's inequality from sums to more general functions, whose variation in any argument does not depend too much on the…

We prove that every reversible Markov semigroup which satisfies a Poincar\'e inequality satisfies a matrix-valued Poincar\'e inequality for Hermitian $d\times d$ matrix valued functions, with the same Poincar\'e constant. This generalizes…

In this paper, we propose \textit{general Chen's first inequality} for Riemannian maps between Riemannian manifolds and manifest its equality and sharpness via non-trivial examples. We also utilize this general inequality by establishing…

We prove Poincar\'e and Plancherel-Polya inequalities for weighted {\ell}p -spaces on weighted graphs in which the constants are explicitly expressed in terms of some geometric characteristics of a graph. We use Poincar\'e type inequality…

We derive a new maximal inequality for stationary sequences under a martingale-type condition introduced by Maxwell and Woodroofe [Ann. Probab. 28 (2000) 713-724]. Then, we apply it to establish the Donsker invariance principle for this…

Many aspects of the asymptotics of Plancherel distributed partitions have been studied in the past fifty years, in particular the limit shape, the distribution of the longest rows, connections with random matrix theory and characters of the…

We prove local $L^p$-Poincar\'e inequalities, $ p\in[1,\infty]$, on quasiconvex sets in infinite graphs endowed with a family of locally doubling measures, and global $L^p$-Poincar\'e inequalities on connected sets for flow measures on…

Poincar\'{e}-Sobolev-type inequalities involving rearrangement-invariant norms on the entire $\mathbb{R}^n$ are provided. Namely, inequalities of the type $\|u-P\|_{Y(\mathbb{R}^n)}\leq C\|\nabla^m u\|_{X(\mathbb{R}^n)}$, where $X$ and $Y$…

This paper is devoted to the study of $L_p$ Lyapunov-type inequalities for linear systems of equations with Neumann boundary conditions and for any constant $p \geq 1$. We consider ordinary and elliptic problems. The results obtained in the…

We investigate how basic probability inequalities can be extended to an imprecise framework, where (precise) probabilities and expectations are replaced by imprecise probabilities and lower/upper previsions. We focus on inequalities giving…

In what follows we improve an inequality related to matrix theory. T. Laffey proved (2013) a weaker form of this inequality [2].

Recently Kosaki proved an inequality for matrices that can be seen as a kind of new uncertainty principle. Independently, the same result was proved by Yanagi, Furuichi and Kuriyama. The new bound is given in terms of Wigner-Yanase-Dyson…

We consider random matrices whose entries are f(<Xi,Xj>) or f(||Xi-Xj||^2) for iid vectors Xi in R^p with normalized distribution. Assuming that f is sufficiently smooth and the distribution of Xi's is sufficiently nice, El Karoui [17]…

In this paper, we derive new probability bounds for Chebyshev's inequality if the supremum of the probability density function is known. This result holds for one-dimensional or multivariate continuous probability distributions with finite…

In this article, we define a matrix multinomial distribution. We prove some properties of the matrix multinomial distribution. We prove that the matrix Poisson distribution can be used as an approximation to the matrix multinomial…