A Cauchy-Khinchin integral inequality (Q984869)
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scientific article; zbMATH DE number 5758023
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| English | A Cauchy-Khinchin integral inequality |
scientific article; zbMATH DE number 5758023 |
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A Cauchy-Khinchin integral inequality (English)
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20 July 2010
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First by proving even more than general matrix results, and then by formulating them in a way that allows us to apply limiting arguments to create new integral inequalities for functions of two variables, the authors carry a Cauchy-Khinchin inequality forward to some new extended inequalities. These new integral inequalities can be interpreted as given information about conditional expectations.
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Cauchy's inequality
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Cauchy-Schwarz inequality
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conditional expectation
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Khinchin inequality
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monotone convergence
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probability measure
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