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Cauchy–Schwarz inequality. The Cauchy–Schwarz inequality (also called Cauchy–Bunyakovsky–Schwarz inequality) [1][2][3][4] is an upper bound on the inner product between two vectors in an inner product space in terms of the product of the vector norms. It is considered one of the most important and widely used inequalities in mathematics.
Hölder's inequality. In mathematical analysis, Hölder's inequality, named after Otto Hölder, is a fundamental inequality between integrals and an indispensable tool for the study of Lp spaces. Hölder's inequality — Let (S, Σ, μ) be a measure space and let p, q ∈ [1, ∞] with 1/p + 1/q = 1. Then for all measurable real - or complex ...
In mathematics, the rearrangement inequality[1] states that for every choice of real numbers and every permutation of the numbers we have. . (1) Informally, this means that in these types of sums, the largest sum is achieved by pairing large values with large values, and the smallest sum is achieved by pairing small values with large values ...
In mathematics, Cauchy's integral formula, named after Augustin-Louis Cauchy, is a central statement in complex analysis.It expresses the fact that a holomorphic function defined on a disk is completely determined by its values on the boundary of the disk, and it provides integral formulas for all derivatives of a holomorphic function.
In estimation theory and statistics, the Cramér–Rao bound (CRB) relates to estimation of a deterministic (fixed, though unknown) parameter. The result is named in honor of Harald Cramér and C. R. Rao, [1][2][3] but has also been derived independently by Maurice Fréchet, [4] Georges Darmois, [5] and by Alexander Aitken and Harold ...
where the second form can be obtained by expanding the square and using the fact that the integral of a probability density over its domain equals 1. The Hellinger distance H(P, Q) satisfies the property (derivable from the Cauchy–Schwarz inequality) (,)
For f and g in L 2, the integral exists because of the Cauchy–Schwarz inequality, and defines an inner product on the space. Equipped with this inner product, L 2 is in fact complete. [28] The Lebesgue integral is essential to ensure completeness: on domains of real numbers, for instance, not enough functions are Riemann integrable. [29]
In mathematics, singular integral operators on closed curves arise in problems in analysis, in particular complex analysis and harmonic analysis.The two main singular integral operators, the Hilbert transform and the Cauchy transform, can be defined for any smooth Jordan curve in the complex plane and are related by a simple algebraic formula.