Chebyshev's inequalities for functions monotone in the mean |
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Authors: | D. E. Daykin |
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Affiliation: | 1. Mathematics Department, University of Reading, RG6 2AX, Reading, England
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Abstract: | LetR be the reals ≥ 0. LetF be the set of mapsf: {1, 2, ?,n} →R. Choosew ∈ F withw i = w(i) > 0. PutW i = w1 + ? + wi. Givenf ∈ F, define (bar f) ∈F by $$bar fleft( i right) = frac{{left{ {w_i fleft( 1 right) + ldots + w_i fleft( i right)} right}}}{{W_i }}.$$ Callf mean increasing if (bar f) is increasing. Letf 1, ?, ft be mean decreasing andf t+1,?: ft+u be mean increasing. Put $$k = W_n^u min left{ {w_i^{u - 1} W_i^{t - u} } right}.$$ Then $$kmathop sum limits_{i = 1}^n w_i f_1 left( i right) ldots f_{t + u} left( i right) leqslant mathop prod limits_{j = 1}^{t + u} (mathop sum limits_{i = 1}^n w_i f_1 (i)).$$ |
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