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On a question of Assaf Naor Oleszkiewicz, Krzysztof
Description
For any separable Banach space $(F,\| \cdot \|)$ and independent $F$-valued random vectors $X$ and $Y$ such that ${\mathbf E} \|X\|, {\mathbf E} \|Y\|< \infty$, we have \[ \inf_{z \in F} ({\mathbf E}\|X-z\|+{\mathbf E}\|Y-z\|) \leq 3 \cdot {\mathbf E}\| X-Y\|. \] Indeed, it suffices to consider $z=({\mathbf E} X+{\mathbf E} Y)/2$ and use Jensen's inequality. Assaf Naor asked whether the constant $3$ in the inequality is optimal. We will discuss this and related problems.
Item Metadata
Title |
On a question of Assaf Naor
|
Creator | |
Publisher |
Banff International Research Station for Mathematical Innovation and Discovery
|
Date Issued |
2017-06-01T15:00
|
Description |
For any separable Banach space $(F,\| \cdot \|)$ and independent $F$-valued random vectors $X$ and $Y$ such that ${\mathbf E} \|X\|, {\mathbf E} \|Y\|< \infty$,
we have
\[
\inf_{z \in F} ({\mathbf E}\|X-z\|+{\mathbf E}\|Y-z\|) \leq 3 \cdot {\mathbf E}\| X-Y\|.
\]
Indeed, it suffices to consider $z=({\mathbf E} X+{\mathbf E} Y)/2$ and use Jensen's inequality. Assaf Naor asked whether
the constant $3$ in the inequality is optimal. We will discuss this and related problems.
|
Extent |
45 minutes
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Subject | |
Type | |
File Format |
video/mp4
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Language |
eng
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Notes |
Author affiliation: University of Warsaw
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Series | |
Date Available |
2017-11-29
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Provider |
Vancouver : University of British Columbia Library
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Rights |
Attribution-NonCommercial-NoDerivatives 4.0 International
|
DOI |
10.14288/1.0360766
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URI | |
Affiliation | |
Peer Review Status |
Unreviewed
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Scholarly Level |
Faculty
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Rights URI | |
Aggregated Source Repository |
DSpace
|
Item Media
Item Citations and Data
Rights
Attribution-NonCommercial-NoDerivatives 4.0 International