相关论文: Jensen's inequality for conditional expectations

Jensen's trace inequality is established for every multivariable, convex function and every trace or trace-like functional on a C*-algebra.

Let $\mathcal{A}$ be a $C^*$-algebra and $\phi:\cA\to L(H)$ be a positive unital map. Then, for a convex function $f:I\to \mathbb{R}$ defined on some open interval and a self-adjoint element $a\in \mathcal{A}$ whose spectrum lies in $I$, we…

This paper gives upper and lower bounds on the gap in Jensen's inequality, i.e., the difference between the expected value of a function of a random variable and the value of the function at the expected value of the random variable. The…

In this note, we consider Jensen's inequality for the nonlinear expectation associated with backward SDEs driven by $G$-Brownian motion ($G$-BSDEs for short). At first, we give a necessary and sufficient condition for $G$-BSDEs under which…

In this paper, we give the refinement of an extension of Jensen's inequality to affine combinations. Furthermore, we present the functional form of Jensen's inequality for continuous 3-convex functions of one variable at a point.

We determine when there is a unique conditional expectation from a semifinite von Neumann algebra onto a singly-generated maximal abelian *-subalgebra. Our work extends the results of Kadison and Singer via new methods, notably the…

A real valued function defined on}$\mathbb{R}$ {\small is called}$g${\small --convex if it satisfies the following \textquotedblleft generalized Jensen's inequality\textquotedblright under a given}$g${\small -expectation, i.e.,…

Since its original formulation, Jensen's inequality has played a fundamental role across mathematics, statistics, and machine learning, with its probabilistic version highlighting the nonnegativity of the so-called Jensen's gap, i.e., the…

This paper is mainly devoted to studying operator Jensen inequality. More precisely, a new generalization of Jensen inequality and its reverse version for convex (not necessary operator convex) functions have been proved. Several special…

We develop a new framework for the Jensen-type inequalities that allows us to deal with functions not necessarily convex and Borel measures not necessarily positive.

Inequalities play an important role in pure and applied mathematics. In particular, Jensen's inequality, one of the most famous inequalities, plays a main role in the study of the existence and uniqueness of initial and boundary value…

In this work, an operator superquadratic function (in operator sense) for positive Hilbert space operators is defined. Several examples with some important properties together with some observations which are related to the operator…

In this note we prove Jensen-type inequality for certain non-convex functions. We apply our idea to prove some inequalities which were suggested at some high-level math olympiades.

In this article we give some improvements and generalizations of the famous Jensen's and Jensen-Mercer inequalities for twice differentiable functions, where convexity property of the target function is not assumed in advance. They…

We give a general formulation of Jensen's operator inequality for unital fields of positive linear mappings, and we consider different types of converse inequalities.

Jensen's operator inequality for convexifiable functions is obtained. This result contains classical Jensen's operator inequality as a particular case. As a consequence, a new refinement and a reverse of Young's inequality is given.

Let $D \subseteq A$ be an inclusion of unital abelian $C^*$-algebras. In this note we characterize (in topological terms) when there is a unique conditional expectation $E:A \to D$, at least when $A$ is separable. As an application, we…

We establish in this paper some inequalities for analytic and convex functions on an open interval and positive normalized functionals defined on a Hermitian unital Banach *-algebra. Reverses and refinements of Jensen's and Slater's type…

In this paper we have considered a difference of Jensen's inequality for convex functions and proved some of its properties. In particular, we have obtained results for Csisz\'{a}r \cite{csi1} $f-$divergence. A result is established that…

We give a Jensen operator inequality for strongly convex functions. As a corollary, we improve operator Holder-McCarthy inequality under suitable conditions.