Hölder's identity

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

doi:10.1016/j.spl.2019.01.008

Hölder's identity

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

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

We clarify that Hölder's inequality can be stated more generally than is often realized. This is an immediate consequence of an analogous information-theoretic identity which we call Hölder's identity. We also explain Andrew R. Barron's original use of the identity.

Original language	English (US)
Pages (from-to)	150-154
Number of pages	5
Journal	Statistics and Probability Letters
Volume	148
DOIs	https://doi.org/10.1016/j.spl.2019.01.008
State	Published - May 2019
Externally published	Yes

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

Keywords

Hölder's inequality
Information theory
Measure theory

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10.1016/j.spl.2019.01.008

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title = "H{\"o}lder's identity",

abstract = "We clarify that H{\"o}lder's inequality can be stated more generally than is often realized. This is an immediate consequence of an analogous information-theoretic identity which we call H{\"o}lder's identity. We also explain Andrew R. Barron's original use of the identity.",

keywords = "H{\"o}lder's inequality, Information theory, Measure theory",

author = "Brinda, {W. D.} and Klusowski, {Jason M.} and Dana Yang",

note = "Publisher Copyright: {\textcopyright} 2019 Elsevier B.V.",

year = "2019",

month = may,

doi = "10.1016/j.spl.2019.01.008",

language = "English (US)",

volume = "148",

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journal = "Statistics and Probability Letters",

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AU - Brinda, W. D.

AU - Klusowski, Jason M.

AU - Yang, Dana

PY - 2019/5

Y1 - 2019/5

N2 - We clarify that Hölder's inequality can be stated more generally than is often realized. This is an immediate consequence of an analogous information-theoretic identity which we call Hölder's identity. We also explain Andrew R. Barron's original use of the identity.

AB - We clarify that Hölder's inequality can be stated more generally than is often realized. This is an immediate consequence of an analogous information-theoretic identity which we call Hölder's identity. We also explain Andrew R. Barron's original use of the identity.

KW - Hölder's inequality

KW - Information theory

KW - Measure theory

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UR - http://www.scopus.com/inward/citedby.url?scp=85060873097&partnerID=8YFLogxK

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DO - 10.1016/j.spl.2019.01.008

M3 - Article

AN - SCOPUS:85060873097

SN - 0167-7152

VL - 148

SP - 150

EP - 154

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

Hölder's identity

Abstract

All Science Journal Classification (ASJC) codes

Keywords

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