相关论文: Jensen's inequality for conditional expectations

For the functions from sets $C_\beta^\psi C$ and $C_\beta^\psi L_s, \ 1\leq s\leq\infty$, generated by sequences $\psi(k)>0$ satisfying the condition d'Alembert $\mathop {\rm \lim}\limits_{k\rightarrow\infty}\frac{\psi(k+1)}{\psi(k)}=q, \…

We give a necessary and sufficient mean condition for the quotient of two Jensen functionals and define a new class $\Lambda_{f,g}(a, b)$ of mean values where $f, g$ are continuously differentiable convex functions satisfying the relation…

We prove a Jensen formula for slice-regular functions of one quaternionic variable. The formula relates the value of the function and of its first two derivatives at a point with its integral mean on a three dimensional sphere centred at…

Convex analysis is fundamental to proving inequalities that have a wide variety of applications in economics and mathematics. In this paper we provide Jensen-type inequalities for functions that are, intuitively, "very" convex. These…

We describe a new framework of a sublinear expectation space and the related notions and results of distributions, independence. A new notion of G-distributions is introduced which generalizes our G-normal-distribution in the sense that…

Bell inequalities follow from a set of seemingly natural assumptions about how to provide a causal model of a Bell experiment. In the face of their violation, two types of causal models that modify some of these assumptions have been…

We prove that if a conditional expectation from a simple $C^*$-algebra onto its $C^*$-subalgebra satisfies the Pimsner-Popa inequality, there exists a quasi-basis. As an application, we establish the Galois correspondence for outer actions…

We extend ideas of Garling to consider the so called Hardy martingales in a more general setting of H^p theory of compact abelian groups with ordered dual. As a consequence, we obtain a new proof of a result of Helson and Lowdenslager which…

Most of this article is an expanded version of our conference talk. It is essentially a survey, but some part, like most of the lengthy Section 5, is comprised of new results whose proofs are unpublished elsewhere. We begin by reviewing the…

We present an inequality for tensor product of positive operators on Hilbert spaces by considering the tensor product of operators as words on certain alphabets (i.e., a set of letters). As applications of the operator inequality and by a…

We introduce a new basic model for independent and identical distributed sequence on the canonical space $(\mathbb{R}^\mathbb{N},\mathcal{B}(\mathbb{R}^\mathbb{N}))$ via probability kernels with model uncertainty. Thanks to the well-defined…

We prove that the $L_1$-norms associated with a positive element $a$ of a unital C*-algebra are equivalent to the norm of C*-algebra if and only if $a$ is invertible.

In this article, we prove several multi-term refinements of Young type inequalities for both real numbers and operators improving several known results. Among other results, we prove \begin{eqnarray*}…

In this article, we review selective inference, a set of techniques for inference when the statistical question asked is a function of the data. This setting often arises in contemporary scientific workflows, where hypotheses and parameters…

Given an arbitrary countable ordinal $\alpha $, we introduce the notion of type $I_{\alpha }$ C*-algebra and $\alpha $-subhomogeneous C*-algebra. When $\alpha =0$, these recover the notions of Fell C*-algebra and of commutative C*-algebra,…

We discuss when an operator, subject to a rather general inequality in hereditary form, admits a unitarily equivalent functional model of Agler type in the reproducing kernel Hilbert space associated to the inequality. To the contrary to…

A C*-algebra is n-homogeneous (where n is finite) if every its nonzero irreducible representation acts on an n-dimensional Hilbert space. An elementary proof of Fell's characterization of n-homogeneous C*-algebras (by means of their…

We define quantum-like probabilistic behaviour as behaviour which is impossible to describe by using the classical probability model. We discuss the conjecture that cognitive behaviour is quantum-like. There is presented the scheme for an…

The conditional Aalen--Johansen estimator, a general-purpose non-parametric estimator of conditional state occupation probabilities, is introduced. The estimator is applicable for any finite-state jump process and supports conditioning on…

U-statistics constitute a large class of estimators, generalizing the empirical mean of a random variable $X$ to sums over every $k$-tuple of distinct observations of $X$. They may be used to estimate a regular functional $\theta(P_{X})$ of…