Inequalities involving nth-order means (Q762628)

The authors prove inequalities involving iterated convolutions as far- reaching generalization of those containing root-mean-powers and functions. A typical result is the following. Let \(\mu_ n\) be a product measure on \(A^ n\), \(K: A_ 2\to {\mathbb{R}}_+\) a \(\mu_ 2\)-measurable strictly monotonic function. Let \(\phi,\psi: {\mathbb{R}}_+\to {\mathbb{R}}\) be continuous and strictly monotonic, \(\psi\) also nonnegative, \(\phi^{- 1},\psi^{-1}\) their inverses and \(\{\phi_ nK\}\) defined by \(\phi_ 1=\phi\) and \[ \phi_{n+1}K(x,y)=\int_{A}\phi_ nK(x,z)\phi_ 1K(z,y)d\mu (z)\quad (k=1,2,...). \] Then \[ \phi^{-1}(\int_{A_ 2}\phi_ nK(x,y)d\mu_ 2(x,y)/\mu (A)^{n+1})\leq \psi^{- 1}(\int_{A_ 2}\psi_ nK(x,y)d\mu_ 2(x,y)/\mu (A)^{n+1}) \] if \(\psi\) is increasing and \(\psi \circ \phi^{-1}\) is convex and submultiplicative.