Jensen's inequality for a convex vector-valued function on an infinite-dimensional space

DOI10.1016/0047-259X(74)90005-0MaRDI QIDQ2265082zbMATH OpenWikidataFDO

Authors Michael D. Perlman

Publication date 1974

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(74)90005-0

zbMATH Keywords

convex functionsinfinite-dimensional linear topological spacesJensen's inequality

Mathematics Subject Classification ID

Convexity of real functions in one variable, generalizations (26A51) Inequalities for sums, series and integrals (26D15) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability measures on topological spaces (60B05)

Recommendations

• Jensen's inequality for random elements in metric spaces and some applications
• scientific article; zbMATH DE number 4019367
• Jensen's inequality relative to matrix-valued measures
• scientific article; zbMATH DE number 4066026
• A refined Jensen's inequality in Hilbert spaces and empirical approximations

Cites work

• A note on the expected value of an inverse matrix
• Barycenters of Measures on Certain Noncompact Convex Sets
• scientific article; zbMATH DE number 3127846 (Why is no real title available?)
• scientific article; zbMATH DE number 3146349 (Why is no real title available?)
• scientific article; zbMATH DE number 3176450 (Why is no real title available?)
• scientific article; zbMATH DE number 3214089 (Why is no real title available?)
• scientific article; zbMATH DE number 3222427 (Why is no real title available?)
• scientific article; zbMATH DE number 3223983 (Why is no real title available?)
• scientific article; zbMATH DE number 3246773 (Why is no real title available?)
• scientific article; zbMATH DE number 3288812 (Why is no real title available?)
• scientific article; zbMATH DE number 3301795 (Why is no real title available?)
• scientific article; zbMATH DE number 3332995 (Why is no real title available?)
• scientific article; zbMATH DE number 3399886 (Why is no real title available?)
• scientific article; zbMATH DE number 3084672 (Why is no real title available?)
• Measures and barycenters of measures on convex sets in lacally convex spaces. I

Cited in

(34)

• A refined Jensen's inequality in Hilbert spaces and empirical approximations
• Markov inequalities on partially ordered spaces
• Multifunctions of faces for conditional expectations of selectors and Jensen's inequality
• Hölder's identity
• Generalizations of Jensen's operator inequality for convex functions to normal operators
• Jensen's inequality for conditional expectations in Banach spaces
• Existence of variational solutions to a Cauchy-Dirichlet problem with time-dependent boundary data on metric measure spaces
• Refinements of the integral Jensen's inequality generated by finite or infinite permutations
• Extensions of recent combinatorial refinements of discrete and integral Jensen inequalities
• New refinements of the discrete Jensen's inequality generated by finite or infinite permutations
• Understanding the topology and the geometry of the space of persistence diagrams via optimal partial transport
• A supermartingale approach to Gaussian process based sequential design of experiments
• Jensen's inequality for random elements in metric spaces and some applications
• How risky is a random process?
• Jensen's inequality on convex spaces
• Gauss inequalities on ordered linear spaces
• Completely bounded lacunary sets for compact non-abelian groups
• scientific article; zbMATH DE number 3953573 (Why is no real title available?)
• Monotonicity and bounds for convex stochastic control models
• A forward-backward-forward differential equation and its asymptotic properties
• Strong stability of linear parabolic time-optimal control problems
• Some convergence results of OS-EM algorithm for ill-posed integral equations
• Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method
• scientific article; zbMATH DE number 2246259 (Why is no real title available?)
• Nonlocal Wasserstein distance: metric and asymptotic properties
• Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes
• On comparisons of information structures with infinite states
• Graph convex hull bounds as generalized Jensen inequalities
• Entropy stable Godunov numerical schemes for the Euler equations
• Distributed identification of stable large-scale isomorphic nonlinear networks using partial observations
• Scalarized utility-based multi-asset risk measures
• Backward resampling in stochastic dual dynamic programming: application to power generation planning
• Jensen's inequality relative to matrix-valued measures
• Approach for a metric space with a convex combination operation and applications

This page was built for publication: Jensen's inequality for a convex vector-valued function on an infinite-dimensional space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2265082)