Hölder's identity

DOI10.1016/j.spl.2019.01.008zbMath1442.60031OpenAlexW2909328879MaRDI QIDQ1726938

Jason M. Klusowski, W. D. Brinda, Dana Yang

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2019.01.008

zbMATH Keywords

information theoryHölder inequalitymeasure theory

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Inequalities for sums, series and integrals (26D15) Statistical aspects of information-theoretic topics (62B10)

Cites Work

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• Mutual information, metric entropy and cumulative relative entropy risk
• Basic concepts, identities and inequalities -- the toolkit of information theory
• Hölder's inequalities involving the infinite product and their applications in martingale spaces
• Jensen's inequality for a convex vector-valued function on an infinite-dimensional space
• A User's Guide to Measure Theoretic Probability
• Information projections revisited

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