An explicit version of the Chebyshev-Markov-Stieltjes inequalities and its applications

DOI10.1186/s13660-015-0709-1zbMath1372.60017OpenAlexW1591800242WikidataQ59431102 ScholiaQ59431102MaRDI QIDQ2405785

Werner Hürlimann

Publication date: 26 September 2017

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-015-0709-1

zbMATH Keywords

orthogonal polynomialsHamburger moment problemvalue-at-riskChristoffel-Darboux kernelLaplace formulaalgebraic moment problemLaguerre-Samuelson bound

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Determinants, permanents, traces, other special matrix functions (15A15) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Matrix equations and identities (15A24) Linear first-order PDEs (35F05) Portfolio theory (91G10)

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Cites Work

• A direct proof of the Christoffel-Darboux identity and its equivalence to the recurrence relationship
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