Hölder-type inequalities and their applications to concentration and correlation bounds

DOI10.1016/J.INDAG.2016.11.017zbMATH Open1407.60030arXiv1511.07204OpenAlexW2963955521MaRDI QIDQ505059FDOQ505059

Authors: Christos Pelekis, Jan Ramon, Yuyi Wang 

Publication date: 18 January 2017

Published in: Indagationes Mathematicae. New Series (Search for Journal in Brave)

Abstract: Let $Y_v,vinV,$ be $[0,1]$-valued random variables having a dependency graph $G=(V,E)$. We show that [ mathbb{E}left[prod_{vin V} Y_{v} ight] leq prod_{vin V} left{ mathbb{E}left[Y_v^{frac{chi_b}{b}} ight] ight}^{frac{b}{chi_b}}, ] where $ch{i}_b$ is the $b$-fold chromatic number of $G$. This inequality may be seen as a dependency-graph analogue of a generalised H"older inequality, due to Helmut Finner. Additionally, we provide applications of H"older-type inequalities to concentration and correlation bounds for sums of weakly dependent random variables.

Full work available at URL: https://arxiv.org/abs/1511.07204

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zbMATH Keywords

hypergraphsfractional chromatic numberdependency graphFinner's inequalityJanson's inequality

Mathematics Subject Classification ID

Random graphs (graph-theoretic aspects) (05C80) Inequalities; stochastic orderings (60E15) Combinatorial probability (60C05) Hypergraphs (05C65)

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