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

DOI10.1007/S11854-022-0256-XzbMATH Open1519.60028arXiv2105.14079OpenAlexW4313561243MaRDI QIDQ6168073FDOQ6168073

Authors: Giorgos Chasapis, Keerthana Gurushankar, Tomasz Tkocz 

Publication date: 10 July 2023

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

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.

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

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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)

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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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