相关论文: Jensen's inequality for conditional expectations
In this paper we consider a sequence of random variables with mean uncertainty in a sublinear expectation space. Without the hypothesis of identical distributions, we show a new central limit theorem under the sublinear expectations.
The present paper is devoted to the study of Jensen-Mercer-type inequalities. Our results generalize and improve some earlier results in the literature.
Motivated by a recent result on finite-dimensional Hilbert spaces, we prove a Jensen's inequality for partial traces in semifinite von Neumann algebras. We also prove a similar inequality in the framework of general (non-tracial) von…
The well known Jensen inequality, holds true for every convex functions. However, we found that it is possible to apply it to some problems related to nonconvex functions for which Jensen's inequality holds true locally. Having considered a…
It is well known that the traditional Jensen inequality is proved by lower bounding the given convex function, $f(x)$, by the tangential affine function that passes through the point $(E\{X\},f(E\{X\}))$, where $E\{X\}$ is the expectation…
Some mathematical inequalities among various weighted means are studied. Inequalities on weighted logarithmic mean are given. Besides, the gap in Jensen's inequality is studied as a convex function approach. Consequently, some non-trivial…
In this note we give a recipe which describes upper and lower bounds for the Jensen functional under superquadraticity conditions. Some results involve the Chebychev functional. We give a more general definition of these functionals and…
In this paper we develop a general method for improving Jensen-type inequalities for convex and, even more generally, for piecewise convex functions. Our main result relies on the linear interpolation of a convex function. As a consequence,…
A considerable amount of literature in the theory of inequality is devoted to the study of Jensen's and Young's inequality. This article presents a number of new inequalities involving the log-convex functions and the geometrically convex…
We establish several operator versions of the classical Aczel inequality. One of operator versions deals with the weighted operator geometric mean and another is related to the positive sesquilinear forms. Some applications including the…
The question of which separable C*-algebras have abelian central sequence algebras was raised and studied by Phillips ([Ph88]) and Ando-Kirchberg ([AK14]). In this paper we give a complete answer to their question: A separable C*-algebra…
This paper proposes a new sharpened version of the Jensen's inequality. The proposed new bound is simple and insightful, is broadly applicable by imposing minimum assumptions, and provides fairly accurate result in spite of its simple form.…
In this paper we extend the notion of g-evaluation, in particular g-expectation, to the case where the generator g is allowed to have a quadratic growth. We show that some important properties of the g-expectations, including a…
In this article we present a Bernstein inequality for sums of random variables which are defined on a spatial lattice structure. The inequality can be used to derive concentration inequalities. It can be useful to obtain consistency…
The primary goal of this paper is to improve the operator version of Jensen inequality. As an application, we provide an improvement for the celebrated Ando's inequality. Additionally, we give a tight bound for the operator H\"older…
In this paper we prove results on the difference between a normalized Jensen functional and the sum of other normalized Jensen functionals for convex function.
The Jensen's inequality plays a crucial role in the analysis of time-delay and sampled-data systems. Its conservatism is studied through the use of the Gr\"{u}ss Inequality. It has been reported in the literature that fragmentation (or…
The continuity of conditional expectation on Orlicz spaces is investigated. Indeed, we provide some necessary and sufficient conditions on a sequence $\{\mathcal{A}_n\}_{n\in\mathbb{N}}$ of $\sigma$-subalgebras for $L^{\varphi}$-convergence…
In this paper, we state some characterizations of $h$-convex function is defined on a convex set in a linear space. By doing so, we extend the Jensen-Mercer inequality for $h$-convex function. We will also define $h$-convex function for…
We give a concentration inequality based on the premise that random variables take values within a particular region. The concentration inequality guarantees that, for any sequence of correlated random variables, the difference between the…