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

DOI10.1016/0047-259X(74)90005-0zbMATH Open0274.28012WikidataQ56213763 ScholiaQ56213763MaRDI QIDQ2265082FDOQ2265082

Michael D. Perlman

Publication date: 1974

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

zbMATH Keywords

convex functionsJensen's inequalityinfinite-dimensional linear topological spaces

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) 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)

Cites Work

• A note on the expected value of an inverse matrix
• Measures and barycenters of measures on convex sets in lacally convex spaces. I
• Barycenters of Measures on Certain Noncompact Convex Sets
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Cited In (26)

• Monotonicity and bounds for convex stochastic control models
• Gauss inequalities on ordered linear spaces
• On comparisons of information structures with infinite states
• Generalizations of Jensen's operator inequality for convex functions to normal operators
• Extensions of recent combinatorial refinements of discrete and integral Jensen inequalities
• Some convergence results of OS-EM algorithm for ill-posed integral equations
• A supermartingale approach to Gaussian process based sequential design of experiments
• Completely bounded lacunary sets for compact non-abelian groups
• A refined Jensen's inequality in Hilbert spaces and empirical approximations
• Markov inequalities on partially ordered spaces
• Existence of variational solutions to a Cauchy-Dirichlet problem with time-dependent boundary data on metric measure spaces
• Approach for a metric space with a convex combination operation and applications
• Jensen's inequality for conditional expectations in Banach spaces
• Graph convex hull bounds as generalized Jensen inequalities
• Entropy stable Godunov numerical schemes for the Euler equations
• Nonlocal Wasserstein distance: metric and asymptotic properties
• How risky is a random process?
• VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD
• Multifunctions of faces for conditional expectations of selectors and Jensen's inequality
• Refinements of the integral 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 forward-backward-forward differential equation and its asymptotic properties
• New refinements of the discrete Jensen's inequality generated by finite or infinite permutations
• Strong stability of linear parabolic time-optimal control problems
• Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes
• Hölder's identity

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