2015
DOI: 10.1186/s13660-015-0709-1
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An explicit version of the Chebyshev-Markov-Stieltjes inequalities and its applications

Abstract: Given is the Borel probability space on the set of real numbers. The algebraic-analytical structure of the set of all finite atomic random variables on it with a given even number of moments is determined. It is used to derive an explicit version of the Chebyshev-Markov-Stieltjes inequalities suitable for computation. These inequalities are based on the theory of orthogonal polynomials, linear algebra, and the polynomial majorant/minorant method. The result is used to derive generalized Laguerre-Samuelson boun… Show more

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Cited by 4 publications
(3 citation statements)
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“…By the same formula, the orthonormal polynomials for , D are well-defined for degrees ≤ κ, since the orthonormal polynomials up to degree κ attached to X exist. By [13,Th. 4.1] or [21,Th.…”
Section: Distribution Functionsmentioning
confidence: 96%
“…By the same formula, the orthonormal polynomials for , D are well-defined for degrees ≤ κ, since the orthonormal polynomials up to degree κ attached to X exist. By [13,Th. 4.1] or [21,Th.…”
Section: Distribution Functionsmentioning
confidence: 96%
“…Furthermore, bounds on distribution functions have some importance in probability theory and statistics; and various bounds are referenced to Chebyshev, Markov, Stieltjes and others. This includes variants of the CMS Theorem formulated in terms of moments, e.g., [Zel54] or more recently [Hür15]. Moment-matching methods also appear in the context of system theory [Ant05].…”
Section: Applicationsmentioning
confidence: 99%
“…That is, can one add additional (algebraic) conditions to items ii and iii in Proposition 3.2 to make these equivalent to the statements in Proposition 3.3? Applying the results of [5] would give such an algebraic condition, essentially saying that a sequence (a k ) ∞ k=0 satisfies any of the conditions in Proposition 3.3 if and only if the zeroes of a certain polynomial determined by (a k ) ∞ k=1 satisfies a inequality similar to that in Theorem 1.1. This however is not particularly illuminating and we refrain from pursuing this matter further here.…”
Section: Notice Thatmentioning
confidence: 99%