Hölder-type inequalities and their applications to concentration and correlation bounds
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Abstract: Let be -valued random variables having a dependency graph . 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 is the -fold chromatic number of . 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.
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