Sharp bounds on p-norms for sums of independent uniform random variables, 0 < p < 1

DOI10.1007/S11854-022-0256-XMaRDI QIDQ6168073zbMATH OpenOpenAlexFDO

Authors Giorgos Chasapis, Keerthana Gurushankar, Tomasz Tkocz

Publication date 10 July 2023

Published in Journal d'Analyse Mathématique (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2105.14079

zbMATH Keywords

gamma functioncharacteristic functionRenyi entropyAM-GM inequalitysum of independent random variablesKhinchin-type inequalityoptimal \(p\)-bounds

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Detection theory in information and communication theory (94A13) Inequalities for trigonometric functions and polynomials (26D05) Integration with respect to measures and other set functions (28A25)

Abstract: We provide a sharp lower bound on the $p$-norm of a sum of independent uniform random variables in terms of its variance when $0<p<1$. We address an analogous question for $p$-R'enyi entropy for $p$ in the same range.

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Cited in

(8)

• From Ball's cube slicing inequality to Khinchin-type inequalities for negative moments
• Sharp Khinchin-type inequalities for symmetric discrete uniform random variables
• Two-sided bounds for \(L_p\)-norms of combinations of products of independent random variables
• Haagerup's phase transition at polydisc slicing
• Sharp estimate on the supremum of a class of sums of small i.i.d. random variables
• Sharp inequality for randomly stopped sums of independent non-negative random variables
• On extremal distributions and sharp \(L_p\)-bounds for sums of multilinear forms
• An inequality for \(L_ p\)-norms with respect to the multivariate normal distribution

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