中文
相关论文

相关论文: Jensen's inequality for conditional expectations

200 篇论文

Let $A$ be a $C^*$-algebra and $E\colon A \to A$ a conditional expectation. The Kadison-Schwarz inequality for completely positive maps, $$E(x)^*E(x) \leq E(x^* x),$$ implies that $$ \|E(x)\|^2 \leq \|E(x^* x)\|.$$ In this note we show that…

算子代数 · 数学 2017-06-09 Robert Pluta , Bernard Russo

In this paper we study the cumulative conditional expectation function (CCEF) in the copula context. It is shown how to compute CCEF in terms of the cumulative copula function, this natural representation allows to deduce some useful…

统计方法学 · 统计学 2015-03-17 M. Fernández , V. A. González-López

Given an nxn doubly stochastic matrix P satisfying an appropriate condition of linear algebraic-type, and a function f defined on a nonempty interval, we show that the validity of a convexity-type functional inequality for f in terms P…

经典分析与常微分方程 · 数学 2025-10-07 Matyas Barczy , Zsolt Páles

We improve an estimate (obtained in "A.Brudnyi, Small amplitude limit cycles and the distribution of zeros of families of analytic functions, Ann. of Math. 154 (2) (2001), 227-243") for the average number of limit cycles of a planar…

复变函数 · 数学 2007-05-23 Alex Brudnyi

We show that standard deviation $\s$ satisfies the Leibniz inequality $\s(fg) \leq \s(f)\|g\| + \|f\|\s(g)$ for bounded functions f, g on a probability space, where the norm is the supremum norm. A related inequality that we refer to as…

算子代数 · 数学 2014-01-21 Marc A. Rieffel

Yager[5] proposed a transformation for opposing(negating) the occurence of an event that is not certain using the idea that one can oppose the occurence of any uncertain event by allocating its probability among the other outcomes in the…

概率论 · 数学 2024-04-01 Amit Srivastava

It is often of interest to condition on a singular event given by a random variable, e.g. $\{Y=y\}$ for a continuous random variable $Y$. Conditional measures with respect to this event are usually derived as a special case of the…

概率论 · 数学 2020-07-06 Philipp Wacker

New results related to the Boas-Bellman generalisation of Bessel's inequality in inner product spaces are given.

经典分析与常微分方程 · 数学 2007-05-23 Sever Silvestru Dragomir

Order unit property of a positive element in a $C^{*}$-algebra is defined. It is proved that precisely projections satisfy this order theoretic property. This way, unital hereditary $C^{*}$-subalgebras of a $C^{*}$-algebra are…

算子代数 · 数学 2007-05-23 Anil K. Karn

Regarding the generalizations of the Bessel inequality in Hilbert spaces which are due to Bombiari and Boas--Bellman, we obtain a version of the Bessel inequality and some generalizations of this inequality in the framework of Hilbert…

泛函分析 · 数学 2012-03-22 S. S. Dragomir , M. Khosravi , M. S. Moslehian

We introduce diagonal comparison, a regularity property of diagonal pairs where the sub-C*-algebra has totally disconnected spectrum, and establish its equivalence with the concurrence of strict comparison of the ambient C*-algebra and…

算子代数 · 数学 2025-04-18 Grigoris Kopsacheilis , Wilhelm Winter

In the paper, we introduce the generalized convex function on fractal sets of real line numbers and study the properties of the generalized convex function. Based on these properties, we establish the generalized Jensen inequality and…

经典分析与常微分方程 · 数学 2014-06-30 Huixia Mo , Xin Sui , Dongyan Yu

We look for algebraic certificates of positivity for functions which are not necessarily polynomial functions. Similar questions were examined earlier by Lasserre and Putinar and by Putinar. We explain how these results can be understood as…

代数几何 · 数学 2010-04-27 Tim Netzer , Murray Marshall

In this paper, we prove a version of global \L ojasiewicz inequality for $C^1$ semialgebraic functions and relate its existence to the set of asymptotic critical values.

代数几何 · 数学 2018-11-20 Si Tiep Dinh , Krzysztof Kurdyka , Tien Son Pham

We begin by shortly recalling a generalized mean value inequality for subharmonic functions, and two applications of it: first a weighted boundary behavior result (with some new references and remarks), and then a borderline case result to…

偏微分方程分析 · 数学 2007-05-23 Juhani Riihentaus

We introduce a comprehensive method for establishing stochastic orders among order statistics in the i.i.d. case. This approach relies on the assumption that the underlying distribution is linked to a reference distribution through a…

统计方法学 · 统计学 2024-11-22 Tommaso Lando Idir Arab , Paulo Eduardo Oliveira

In this paper, we establish a fundamental inequality for fourth order partial differential operator $\cal P=\alpha\partial_s+\beta\partial_{ss}+\Delta^2$ ($\alpha, \beta\in\mathbb{R}$) with an abstract exponential-type weight function. Such…

偏微分方程分析 · 数学 2022-04-19 Yan Cui , Xiaoyu Fu , Jiaxin Tian

We provide a general construction of time-consistent sublinear expectations on the space of continuous paths. It yields the existence of the conditional G-expectation of a Borel-measurable (rather than quasi-continuous) random variable, a…

概率论 · 数学 2015-02-04 Marcel Nutz , Ramon van Handel

In this paper, we generalize the work of P.T.Landsberg\cite{web1,web2} and S.S.Sidhu\cite{web3} by providing an inequality that has its main motivation from the laws of thermodynamics, in the form of a theorem which is quite useful in…

经典分析与常微分方程 · 数学 2025-10-21 Gourav Banerjee

In this paper, some Jensen's type inequalities between quaternionic bounded selfadjoint operators on quaternionic Hilbert spaces are proved, using a log-convex function. Also, by applying a specific log-convex function, some particular…

泛函分析 · 数学 2025-04-17 Massoumeh Fashandi