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

From MaRDI portal
(Redirected from Publication:505059)




Abstract: Let Yv,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 chib 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.










This page was built for publication: Hölder-type inequalities and their applications to concentration and correlation bounds

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q505059)