A moment inequality
up vote
3
down vote
favorite
Let $chi(s)=int_{0}^{1}x(t)^{s}f(t)dt$,
where $x(t)$ and $f(t)$ are real valued continuous functions for
$tin[0,1]$, and $f(t)geq0$.
Is it possible to show that
$left(chi(0)chi(2)-chi(1)^{2}right)left(chi(4)chi(2)-chi(3)^{2}right)-left(chi(3)chi(1)-chi(2)^{2}right)^{2}geq0$
Note: I believe that
$chi(0)chi(2)-chi(1)^{2}geq0$
$chi(4)chi(2)-chi(3)^{2}geq0$
follows from the Cauchy-Schwarz inequality.
(correct me if I am wrong about this).
real-analysis inequalities cauchy-schwarz-inequality
add a comment |
up vote
3
down vote
favorite
Let $chi(s)=int_{0}^{1}x(t)^{s}f(t)dt$,
where $x(t)$ and $f(t)$ are real valued continuous functions for
$tin[0,1]$, and $f(t)geq0$.
Is it possible to show that
$left(chi(0)chi(2)-chi(1)^{2}right)left(chi(4)chi(2)-chi(3)^{2}right)-left(chi(3)chi(1)-chi(2)^{2}right)^{2}geq0$
Note: I believe that
$chi(0)chi(2)-chi(1)^{2}geq0$
$chi(4)chi(2)-chi(3)^{2}geq0$
follows from the Cauchy-Schwarz inequality.
(correct me if I am wrong about this).
real-analysis inequalities cauchy-schwarz-inequality
Editing to give a more informative title would be useful.
– YCor
Nov 20 at 15:13
add a comment |
up vote
3
down vote
favorite
up vote
3
down vote
favorite
Let $chi(s)=int_{0}^{1}x(t)^{s}f(t)dt$,
where $x(t)$ and $f(t)$ are real valued continuous functions for
$tin[0,1]$, and $f(t)geq0$.
Is it possible to show that
$left(chi(0)chi(2)-chi(1)^{2}right)left(chi(4)chi(2)-chi(3)^{2}right)-left(chi(3)chi(1)-chi(2)^{2}right)^{2}geq0$
Note: I believe that
$chi(0)chi(2)-chi(1)^{2}geq0$
$chi(4)chi(2)-chi(3)^{2}geq0$
follows from the Cauchy-Schwarz inequality.
(correct me if I am wrong about this).
real-analysis inequalities cauchy-schwarz-inequality
Let $chi(s)=int_{0}^{1}x(t)^{s}f(t)dt$,
where $x(t)$ and $f(t)$ are real valued continuous functions for
$tin[0,1]$, and $f(t)geq0$.
Is it possible to show that
$left(chi(0)chi(2)-chi(1)^{2}right)left(chi(4)chi(2)-chi(3)^{2}right)-left(chi(3)chi(1)-chi(2)^{2}right)^{2}geq0$
Note: I believe that
$chi(0)chi(2)-chi(1)^{2}geq0$
$chi(4)chi(2)-chi(3)^{2}geq0$
follows from the Cauchy-Schwarz inequality.
(correct me if I am wrong about this).
real-analysis inequalities cauchy-schwarz-inequality
real-analysis inequalities cauchy-schwarz-inequality
edited Nov 20 at 15:14
Iosif Pinelis
17k12157
17k12157
asked Nov 20 at 12:59
hopeless
184
184
Editing to give a more informative title would be useful.
– YCor
Nov 20 at 15:13
add a comment |
Editing to give a more informative title would be useful.
– YCor
Nov 20 at 15:13
Editing to give a more informative title would be useful.
– YCor
Nov 20 at 15:13
Editing to give a more informative title would be useful.
– YCor
Nov 20 at 15:13
add a comment |
1 Answer
1
active
oldest
votes
up vote
6
down vote
accepted
This inequality is false in general, by homogeneity considerations. Indeed, it can be rewritten as $L(x)ge R(x)$, where $L(x):=left(chi(0)chi(2)-chi(1)^{2}right)left(chi(4)chi(2)-chi(3)^{2}right)$ and $R(x):=chi(3)chi(1)-chi(2)^{2}$. Take any non-constant positive $x$, so that, by the Cauchy--Schwarz inequality, $R(x)>0$. Then for small enough $t>0$ we have $L(tx)=t^8L(x)<t^4R(x)=R(tx)$.
Added in response to the OP fixing the typo: The inequality is now true. Indeed, let $m_j:=chi(j)$. Without loss of generality, $m_0 m_2-m_1^2>0$, by the Cauchy--Schwarz inequality. The matrix $M:=[m_{i+j}]_{i,j=0}^2$ is positive semidefinite. This follows because
begin{equation}
0leint_0^1Big(sum_{i=0}^2 a_i, x(t)^iBig)^2f(t),dt=sum_{i,j=0}^2 m_{i+j}a_i a_j
end{equation}
for all real $a_0,a_1,a_2$.
So, the determinant of $M$ is $ge0$, which is equivalent to
begin{equation}
m_4ge m_4^*:=frac{m_2^3-2 m_1 m_3 m_2+m_0 m_3^2}{m_0 m_2-m_1^2}.
end{equation}
On the other hand, the difference between the left and right sides of your inequality (with $m_j$ in place of $chi(j)$) is increasing in $m_4$, and the value of this difference is $0$ at $m_4=m_4^*$. Thus, your inequality follows.
Yes, sorry! There should have been a square on the second term. Sorry about this, I have edited the question. Thank you
– hopeless
Nov 20 at 13:28
add a comment |
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
6
down vote
accepted
This inequality is false in general, by homogeneity considerations. Indeed, it can be rewritten as $L(x)ge R(x)$, where $L(x):=left(chi(0)chi(2)-chi(1)^{2}right)left(chi(4)chi(2)-chi(3)^{2}right)$ and $R(x):=chi(3)chi(1)-chi(2)^{2}$. Take any non-constant positive $x$, so that, by the Cauchy--Schwarz inequality, $R(x)>0$. Then for small enough $t>0$ we have $L(tx)=t^8L(x)<t^4R(x)=R(tx)$.
Added in response to the OP fixing the typo: The inequality is now true. Indeed, let $m_j:=chi(j)$. Without loss of generality, $m_0 m_2-m_1^2>0$, by the Cauchy--Schwarz inequality. The matrix $M:=[m_{i+j}]_{i,j=0}^2$ is positive semidefinite. This follows because
begin{equation}
0leint_0^1Big(sum_{i=0}^2 a_i, x(t)^iBig)^2f(t),dt=sum_{i,j=0}^2 m_{i+j}a_i a_j
end{equation}
for all real $a_0,a_1,a_2$.
So, the determinant of $M$ is $ge0$, which is equivalent to
begin{equation}
m_4ge m_4^*:=frac{m_2^3-2 m_1 m_3 m_2+m_0 m_3^2}{m_0 m_2-m_1^2}.
end{equation}
On the other hand, the difference between the left and right sides of your inequality (with $m_j$ in place of $chi(j)$) is increasing in $m_4$, and the value of this difference is $0$ at $m_4=m_4^*$. Thus, your inequality follows.
Yes, sorry! There should have been a square on the second term. Sorry about this, I have edited the question. Thank you
– hopeless
Nov 20 at 13:28
add a comment |
up vote
6
down vote
accepted
This inequality is false in general, by homogeneity considerations. Indeed, it can be rewritten as $L(x)ge R(x)$, where $L(x):=left(chi(0)chi(2)-chi(1)^{2}right)left(chi(4)chi(2)-chi(3)^{2}right)$ and $R(x):=chi(3)chi(1)-chi(2)^{2}$. Take any non-constant positive $x$, so that, by the Cauchy--Schwarz inequality, $R(x)>0$. Then for small enough $t>0$ we have $L(tx)=t^8L(x)<t^4R(x)=R(tx)$.
Added in response to the OP fixing the typo: The inequality is now true. Indeed, let $m_j:=chi(j)$. Without loss of generality, $m_0 m_2-m_1^2>0$, by the Cauchy--Schwarz inequality. The matrix $M:=[m_{i+j}]_{i,j=0}^2$ is positive semidefinite. This follows because
begin{equation}
0leint_0^1Big(sum_{i=0}^2 a_i, x(t)^iBig)^2f(t),dt=sum_{i,j=0}^2 m_{i+j}a_i a_j
end{equation}
for all real $a_0,a_1,a_2$.
So, the determinant of $M$ is $ge0$, which is equivalent to
begin{equation}
m_4ge m_4^*:=frac{m_2^3-2 m_1 m_3 m_2+m_0 m_3^2}{m_0 m_2-m_1^2}.
end{equation}
On the other hand, the difference between the left and right sides of your inequality (with $m_j$ in place of $chi(j)$) is increasing in $m_4$, and the value of this difference is $0$ at $m_4=m_4^*$. Thus, your inequality follows.
Yes, sorry! There should have been a square on the second term. Sorry about this, I have edited the question. Thank you
– hopeless
Nov 20 at 13:28
add a comment |
up vote
6
down vote
accepted
up vote
6
down vote
accepted
This inequality is false in general, by homogeneity considerations. Indeed, it can be rewritten as $L(x)ge R(x)$, where $L(x):=left(chi(0)chi(2)-chi(1)^{2}right)left(chi(4)chi(2)-chi(3)^{2}right)$ and $R(x):=chi(3)chi(1)-chi(2)^{2}$. Take any non-constant positive $x$, so that, by the Cauchy--Schwarz inequality, $R(x)>0$. Then for small enough $t>0$ we have $L(tx)=t^8L(x)<t^4R(x)=R(tx)$.
Added in response to the OP fixing the typo: The inequality is now true. Indeed, let $m_j:=chi(j)$. Without loss of generality, $m_0 m_2-m_1^2>0$, by the Cauchy--Schwarz inequality. The matrix $M:=[m_{i+j}]_{i,j=0}^2$ is positive semidefinite. This follows because
begin{equation}
0leint_0^1Big(sum_{i=0}^2 a_i, x(t)^iBig)^2f(t),dt=sum_{i,j=0}^2 m_{i+j}a_i a_j
end{equation}
for all real $a_0,a_1,a_2$.
So, the determinant of $M$ is $ge0$, which is equivalent to
begin{equation}
m_4ge m_4^*:=frac{m_2^3-2 m_1 m_3 m_2+m_0 m_3^2}{m_0 m_2-m_1^2}.
end{equation}
On the other hand, the difference between the left and right sides of your inequality (with $m_j$ in place of $chi(j)$) is increasing in $m_4$, and the value of this difference is $0$ at $m_4=m_4^*$. Thus, your inequality follows.
This inequality is false in general, by homogeneity considerations. Indeed, it can be rewritten as $L(x)ge R(x)$, where $L(x):=left(chi(0)chi(2)-chi(1)^{2}right)left(chi(4)chi(2)-chi(3)^{2}right)$ and $R(x):=chi(3)chi(1)-chi(2)^{2}$. Take any non-constant positive $x$, so that, by the Cauchy--Schwarz inequality, $R(x)>0$. Then for small enough $t>0$ we have $L(tx)=t^8L(x)<t^4R(x)=R(tx)$.
Added in response to the OP fixing the typo: The inequality is now true. Indeed, let $m_j:=chi(j)$. Without loss of generality, $m_0 m_2-m_1^2>0$, by the Cauchy--Schwarz inequality. The matrix $M:=[m_{i+j}]_{i,j=0}^2$ is positive semidefinite. This follows because
begin{equation}
0leint_0^1Big(sum_{i=0}^2 a_i, x(t)^iBig)^2f(t),dt=sum_{i,j=0}^2 m_{i+j}a_i a_j
end{equation}
for all real $a_0,a_1,a_2$.
So, the determinant of $M$ is $ge0$, which is equivalent to
begin{equation}
m_4ge m_4^*:=frac{m_2^3-2 m_1 m_3 m_2+m_0 m_3^2}{m_0 m_2-m_1^2}.
end{equation}
On the other hand, the difference between the left and right sides of your inequality (with $m_j$ in place of $chi(j)$) is increasing in $m_4$, and the value of this difference is $0$ at $m_4=m_4^*$. Thus, your inequality follows.
edited Nov 20 at 15:12
answered Nov 20 at 13:18
Iosif Pinelis
17k12157
17k12157
Yes, sorry! There should have been a square on the second term. Sorry about this, I have edited the question. Thank you
– hopeless
Nov 20 at 13:28
add a comment |
Yes, sorry! There should have been a square on the second term. Sorry about this, I have edited the question. Thank you
– hopeless
Nov 20 at 13:28
Yes, sorry! There should have been a square on the second term. Sorry about this, I have edited the question. Thank you
– hopeless
Nov 20 at 13:28
Yes, sorry! There should have been a square on the second term. Sorry about this, I have edited the question. Thank you
– hopeless
Nov 20 at 13:28
add a comment |
Thanks for contributing an answer to MathOverflow!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Some of your past answers have not been well-received, and you're in danger of being blocked from answering.
Please pay close attention to the following guidance:
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmathoverflow.net%2fquestions%2f315776%2fa-moment-inequality%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Editing to give a more informative title would be useful.
– YCor
Nov 20 at 15:13