Hölder's inequality and its reverse—A probabilistic point of view

DOI10.1002/MANA.202200411MaRDI QIDQ6144887zbMATH OpenFDO

Authors Lorenz Frühwirth, Joscha Prochno

Publication date 8 January 2024

Published in Mathematische Nachrichten (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2209.13442

zbMATH Keywords

\(\ell_p^n\) ballBerry-Esseen boundcentral limit theoremHölder's inequalitylarge deviation principlemoderate deviation principlereverse inequality

Mathematics Subject Classification ID

Inequalities for sums, series and integrals (26D15) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Large deviations (60F10)

Abstract: In this article we take a probabilistic look at H"older's inequality, considering the ratio of terms in the classical H"older inequality for random vectors in $mathbb{R}^n$. We prove a central limit theorem for this ratio, which then allows us to reverse the inequality up to a multiplicative constant with high probability. The models of randomness include the uniform distribution on $el{l}_p^n$ balls and spheres. We also provide a Berry-Esseen type result and prove a large and a moderate deviation principle for the suitably normalized H"older ratio.

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Cites work

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Cited in

(2)

• Why Hölder's inequality should be called Rogers' inequality
• The Maclaurin inequality through the probabilistic lens

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