A generalization of Lévy's concentration-variance inequality (Q1824270)

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A generalization of Lévy's concentration-variance inequality
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    A generalization of Lévy's concentration-variance inequality (English)
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    1990
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    Sharp lower bounds are found for the concentration of a probability distribution as a function of the expectation of any given convex symmetric function \(\phi\). In the case \(\phi (x)=(x-c)^ 2\), where c is the expected value of the distribution, these bounds yield the classical concentration-variance inequality of Lévy. An analogous sharp inequality is obtained in a similar linear search setting, where a sharp lower bound for the concentration is found as a function of the maximum probability swept out from a fixed starting point by a path of given length.
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    Levy concentration function
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    linear search problem
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    concentration- variance inequality
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