Improved Hölder and reverse Hölder inequalities for Gaussian random vectors

Reverse Hölder Inequalities and Approximation Spaces

We develop a simple geometry free context where one can formulate and prove general forms of Gehring's Lemma. We show how our result follows from a general inverse type reiteration theorem for approximation spaces. 2001 Academic Press

Hölder and Minkowski type inequalities for pseudo-integral

There are proven generalizations of the Hölder's and Minkowski's inequalities for the pseudo-integral. There are considered two cases of the real semiring with pseudo-operations: one, when pseudo-operations are defined by monotone and continuous function g, the second semiring ([a, b], sup,), where is generated and the third semiring where both pseudo-operations are idempotent, i.e., È = sup an...

On Hölder Projective Divergences

We describe a framework to build distances by measuring the tightness of inequalities, and introduce the notion of proper statistical divergences and improper pseudo-divergences. We then consider the Hölder ordinary and reverse inequalities, and present two novel classes of Hölder divergences and pseudo-divergences that both encapsulate the special case of the Cauchy-Schwarz divergence. We repo...

Autoregressive Gaussian Random Vectors of First Order

Directional Hölder Metric Regularity

This paper sheds new light on regularity of multifunctions through various characterizations of directional Hölder/Lipschitz metric regularity, which are based on the concepts of slope and coderivative. By using these characterizations, we show that directional Hölder/Lipschitz metric regularity is stable, when the multifunction under consideration is perturbed suitably. Applications of directi...