The 123 theorem of Probability Theory and Copositive Matrices

Alon and Yuster give for independent identically distributed real or vector valued random variables X, Y combinatorially proved estimates of the form Prob(‖X − Y‖ b) c Prob(‖X − Y‖ a). We derive these using copositive matrices instead. By the same method we also give estimates for the real valued ca...

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Detalhes bibliográficos
Autor principal: Kovacec, Alexander (author)
Outros Autores: Moreira, Miguel M. R. (author), Martins, David P. (author)
Formato: article
Idioma:eng
Publicado em: 2014
Assuntos:
Texto completo:http://hdl.handle.net/10316/102687
País:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/102687
Descrição
Resumo:Alon and Yuster give for independent identically distributed real or vector valued random variables X, Y combinatorially proved estimates of the form Prob(‖X − Y‖ b) c Prob(‖X − Y‖ a). We derive these using copositive matrices instead. By the same method we also give estimates for the real valued case, involving X + Y and X − Y, due to Siegmund-Schultze and von Weizsäcker as generalized by Dong, Li and Li. Furthermore, we formulate a version of the above inequalities as an integral inequality for monotone functions.