Exact converses to a reverse AM-GM inequality, with applications to sums of independent random variables and (super)martingales

DOI10.7153/MIA-2021-24-40zbMath1469.60067arXiv2103.15740OpenAlexW3157848947MaRDI QIDQ4991595

Iosif Pinelis

Publication date: 3 June 2021

Published in: Mathematical Inequalities & Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.15740

zbMATH Keywords

inequalitiesdualityrandom variablesarithmetic meangeometric meanJensen inequalityMarkov inequalityexact boundsreverse Jensen inequalityBennett-Hoeffding inequalityBernstein-Chernoff inequalityconverse to a reverse Jensen inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Large deviations (60F10)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the Lambert \(w\) function
• Optimum bounds for the distributions of martingales in Banach spaces
• Probability Inequalities for the Sum of Independent Random Variables
• Exact Exponential Bounds for Sums of Independent Random Variables
• A Problem on Large Deviations in a Space of Trajectories
• Estimates for Operator Norms on Weighted Spaces and Reverse Jensen Inequalities
• Probability Inequalities for Sums of Bounded Random Variables
• EXACT UPPER AND LOWER BOUNDS ON THE DIFFERENCE BETWEEN THE ARITHMETIC AND GEOMETRIC MEANS
• On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law

This page was built for publication: Exact converses to a reverse AM-GM inequality, with applications to sums of independent random variables and (super)martingales