Exact converses to a reverse AM-GM inequality, with applications to sums of independent random variables and (super)martingales

نویسندگان

چکیده

For every given real value of the ratio $\mu:=A_X/G_X>1$ arithmetic and geometric means a positive random variable $X$ $v>0$, exact upper bounds on right- left-tail probabilities $\mathsf{P}(X/G_X\ge v)$ $\mathsf{P}(X/G_X\le are obtained, in terms $\mu$ $v$. In particular, these imply that $X/G_X\to1$ probability as $A_X/G_X\downarrow1$. Such result may be viewed converse to reverse Jensen inequality for strictly concave function $f=\ln$, whereas well-known Cantelli Chebyshev inequalities converses quadratic $f(x) \equiv -x^2$. As applications mentioned new results, improvements Markov, Bernstein--Chernoff, sub-Gaussian, Bennett--Hoeffding given.

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ژورنال

عنوان ژورنال: Mathematical Inequalities & Applications

سال: 2021

ISSN: ['1331-4343', '1848-9966']

DOI: https://doi.org/10.7153/mia-2021-24-40