Search results
Results from the WOW.Com Content Network
Jensen's inequality can be proved in several ways, and three different proofs corresponding to the different statements above will be offered. Before embarking on these mathematical derivations, however, it is worth analyzing an intuitive graphical argument based on the probabilistic case where X is a real number (see figure).
A convex function of a martingale is a submartingale, by Jensen's inequality. For example, the square of the gambler's fortune in the fair coin game is a submartingale (which also follows from the fact that X n 2 − n is a martingale). Similarly, a concave function of a martingale is a supermartingale.
Indeed, convex functions are exactly those that satisfies the hypothesis of Jensen's inequality. A first-order homogeneous function of two positive variables x {\displaystyle x} and y , {\displaystyle y,} (that is, a function satisfying f ( a x , a y ) = a f ( x , y ) {\displaystyle f(ax,ay)=af(x,y)} for all positive real a , x , y > 0 ...
There are three inequalities between means to prove. There are various methods to prove the inequalities, including mathematical induction, the Cauchy–Schwarz inequality, Lagrange multipliers, and Jensen's inequality. For several proofs that GM ≤ AM, see Inequality of arithmetic and geometric means.
Jensen's inequality provides a simple lower bound on the moment-generating function: (), where is the mean of X. The moment-generating function can be used in conjunction with Markov's inequality to bound the upper tail of a real random variable X.
Hölder's inequality; Jackson's inequality; Jensen's inequality; Khabibullin's conjecture on integral inequalities; Kantorovich inequality; Karamata's inequality; Korn's inequality; Ladyzhenskaya's inequality; Landau–Kolmogorov inequality; Lebedev–Milin inequality; Lieb–Thirring inequality; Littlewood's 4/3 inequality; Markov brothers ...
In an encore “20/20” airing Dec. 27 at 9 p.m. ET, the show, which originally aired in 2023, tells the story of Julie Jensen, the mother of two who was found dead in her bed in 1998.
Example of Frost diagram for the manganese species. A Frost diagram or Frost–Ebsworth diagram is a type of graph used by inorganic chemists in electrochemistry to illustrate the relative stability of a number of different oxidation states of a particular substance. The graph illustrates the free energy vs oxidation state of a chemical species.