Related papers: An inequality for expectation of means of positive…
The seminal work of Kubo and Ando from 1980 provided us with an axiomatic approach to means of positive operators. As most of their axioms are algebraic in nature, this approach has a clear algebraic flavor. On the other hand, it is highly…
It is well known that special Kubo-Ando operator means admit divergence center interpretations, moreover, they are also mean squared error estimators for certain metrics on positive definite operators. In this paper we give a divergence…
A variant of the well-known Chebyshev inequality for scalar random variables can be formulated in the case where the mean and variance are estimated from samples. In this paper we present a generalization of this result to multiple…
In this paper we present some characterizations for quasi-arithmetic operator means (among them the arithmetic and harmonic means) on the positive definite cone of the full algebra of Hilbert space operators, and also for the Kubo-Ando…
In this paper, we study operator mean inequalities for the weighted arithmetic, geometric and harmonic means. We give a slight modification of Audenaert's result to show the relation between Kwong functions and operator monotone functions.…
We give an upper bound for the weighted geometric mean using the weighted arithmetic mean and the weighted harmonic mean. We also give a lower bound for the weighted geometric mean. These inequalities are proven for two invertible positive…
In this paper a simple proof of the Chebyshev's inequality for random vectors obtained by Chen (arXiv:0707.0805v2, 2011) is obtained. This inequality gives a lower bound for the percentage of the population of an arbitrary random vector X…
For positive definite matrices $A$ and $B$, the Kubo-Ando matrix power mean is defined as $$ P_\mu(p, A, B) = A^{1/2}\left(\frac{1+(A^{-1/2}BA^{-1/2})^p}{2}\right )^{1/p} A^{1/2}\quad (p \ge 0). $$ In this paper, for $0\le p \le 1 \le q$,…
If $\sigma$ is a symmetric mean and $f$ is an operator monotone function on $[0, \infty)$, then $$f(2(A^{-1}+B^{-1})^{-1})\le f(A\sigma B)\le f((A+B)/2).$$ Conversely, Ando and Hiai showed that if $f$ is a function that satisfies either one…
In this paper we shall consider some famous means such as arithmetic, harmonic, geometric, root square mean, etc. Considering the difference of these means, we can establish. some inequalities among them. Interestingly, the difference of…
For positive semidefinite matrices $A$ and $B$, Ando and Zhan proved the inequalities $||| f(A)+f(B) ||| \ge ||| f(A+B) |||$ and $||| g(A)+g(B) ||| \le ||| g(A+B) |||$, for any unitarily invariant norm, and for any non-negative operator…
Extending results of Harg{\'e} and Hu for the Gaussian measure, we prove inequalities for the covariance Cov$_\mu(f, g)$ where $\mu$ is a general product probability measure on $\mathbb{R}^d$ and $f,g: \mathbb{R}^d \to \mathbb{R}$ satisfy…
A mixed arithmetic-mean, geometric-mean inequality was conjectured by F. Holland and proved by K. Kedlaya. In this note, we prove a mixed arithmetic-mean, harmonic-mean inequality and a mixed geometric-mean, harmonic-mean, and a more…
The purpose of this paper is to present some general inequalities for operator concave functions which include some known inequalities as a particular case. Among other things, we prove that if $A\in \mathcal{B}\left( \mathcal{H} \right)$…
Let f be a non-negative concave function on the positive half-line. Let A and B be two positive matrices. Then, for all symmetric norms, || f(A+B) || is less than || f(A)+f(B) ||. When f is operator concave, this was proved by Ando and…
We discuss some properties of conditional expectation operators, and use these facts to prove an interesting counterexample regarding sufficient statistics. In particular, we show that there exists sufficient random variables X and Y, such…
A quantum probability measure is a function on a sigma-algebra of subsets of a (locally compact and Hausdorff) sample space that satisfies the formal requirements for a measure, but whose values are positive operators acting on a complex…
Many questions in quantitative finance, uncertainty quantification, and other disciplines are answered by computing the population mean, $\mu := \mathbb{E}(Y)$, where instances of $Y:=f(\boldsymbol{X})$ may be generated by numerical…
An axiomatic theory of operator connections and operator means was investigated by Kubo and Ando in 1980. A connection is a binary operation for positive operators satisfying the monotonicity, the transformer inequality and the…
Suppose $\boldsymbol{y}$ is a real random variable, and one is given access to ``the code'' that generates it (for example, a randomized or quantum circuit whose output is $\boldsymbol{y}$). We give a quantum procedure that runs the code…