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相关论文: Jensen's inequality for conditional expectations

200 篇论文

In 2014, Rieffel introduced norms on certain unital C*-algebras built from conditional expectations onto unital C*-subalgebras. We begin by showing that these norms generalize the Frobenius norm, and we provide explicit formulas for certain…

算子代数 · 数学 2022-06-02 Konrad Aguilar , Stephan Ramon Garcia , Elena Kim

Motivated by some recently established operator Jensen-type inequalities related to a usual convexity, in the present paper we derive several more accurate operator Jensen-type inequalities for certain subclasses of convex functions. More…

泛函分析 · 数学 2018-05-11 Mojtaba Bakherad , Mohsen Kian , Mario Krnic , Seyyed Alireza Ahmadi

In this paper the Jessen's type inequality for normalized positive $C_0$-semigroups is obtained. An adjoint of Jessen's type inequality has also been derived for the corresponding adjoint-semigroup, which does not give the analogous results…

泛函分析 · 数学 2015-04-08 Gul I hina Aslam , Matloob Anwar

This article presents a theoretical study of uncertainty functionals on general measurable spaces. These functionals are fundamental in experimental design and global sensitivity analysis, where they are used to quantify variability and…

统计理论 · 数学 2026-05-19 Julien Bect , Xujia Zhu

In this paper we deal with improvement of Jensen, Jensen-Steffensen's and Jensen's functionals related inequalities for uniformly convex, phi-convex and superquadratic functions.

泛函分析 · 数学 2025-01-03 Shoshana Abramovich

In this paper we improve results related to Normalized Jensen Functional for convex functions and Uniformly Convex Functions.

泛函分析 · 数学 2024-05-27 Shoshana Abramovich

Classically, Jensen's Inequality asserts that if $X$ is a compact convex set, and $f:K\to \mathbb{R}$ is a convex function, then for any probability measure $\mu$ on $K$, that $f(\text{bar}(\mu))\le \int f\;d\mu$, where $\text{bar}(\mu)$ is…

算子代数 · 数学 2021-02-08 Adam Humeniuk

In this note we describe some results concerning upper and lower bounds for the Jensen functional. We use several known and new results to shed light on the concepts of superterzatic functions.

经典分析与常微分方程 · 数学 2016-05-13 Flavia-Corina Mitroi-Symeonidis

In this paper, using some aspects of convex functions, we refine discrete Jensen's inequality via weight functions. Then, using these results, we give some applications in different abstract spaces and obtain some new interesting…

数值分析 · 数学 2007-05-23 Jamal Rooin

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…

概率论 · 数学 2022-11-04 Renato Pelessoni , Paolo Vicig

We investigate monotone operator functions of several variables under a trace or a trace-like functional. In particular, we prove the inequality \tau(x_1... x_n)\le\tau(y_1... y_n) for a trace \tau on a C^*-algebra and abelian n-tuples…

算子代数 · 数学 2007-05-23 Frank Hansen

We show that the existence of a continuous conditional expectation from a Fell bundle to a Fell subbundle implies that the full cross-sectional C*-algebra of the subbundle is contained in the full cross-sectional C*-algebra of the bundle,…

算子代数 · 数学 2024-12-18 Fernando Abadie

We generalize McDiarmid's inequality for functions with bounded differences on a high probability set, using an extension argument. Those functions concentrate around their conditional expectations. We further extend the results to…

机器学习 · 计算机科学 2024-05-03 Richard Combes

We prove certain type symmetric inequalities in $\textbf{R}^{2}$ and $\textbf{R}^3$, that ocur in many problems of analysis. These inequalities are generalizations of the Jensen's inequality from one variable to two and three variables

综合数学 · 数学 2022-12-20 Nikolaos D. Bagis

In this paper, we introduce the notion of conditional $h$-convex functions and we prove an operator version of the Jensen inequality for conditional $h$-convex functions. Using this type of functions, we give some refinements for Ky-Fan's…

泛函分析 · 数学 2022-10-11 Ismail Nikoufar , Davuod Saeedi

Sublinear functionals of random variables are known as sublinear expectations; they are convex homogeneous functionals on infinite-dimensional linear spaces. We extend this concept for set-valued functionals defined on measurable set-valued…

概率论 · 数学 2021-01-15 Ilya Molchanov , Anja Mühlemann

As an extension of a central limit theorem established by Svante Janson, we prove a Berry-Esseen inequality for a sum of independent and identically distributed random variables conditioned by a sum of independent and identically…

概率论 · 数学 2021-01-19 Thierry Klein , A Lagnoux , P Petit

We study a family of inequalities on pairs of measure spaces involving functions defined on product domains. Our main result establishes a Jensen-type inequality under a general product-measure framework, extending classical inequalities…

泛函分析 · 数学 2026-03-09 P. D. Johnson , R. N. Mohapatra , Shankhadeep Mondal

We introduce a quite large class of functions (including the exponential function and the power functions with exponent greater than one), and show that for any element $f$ of this function class, a self-adjoint element $a$ of a…

算子代数 · 数学 2017-05-04 Dániel Virosztek

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…

概率论 · 数学 2017-05-12 Andreas Maurer