On Generalization of Covariance and Variance
Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics / Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics, (P)1226-0657; (E)2287-6081
2006, v.13 no.2, pp.137-149
Lin C.S.
Lin,
C.
(2006). On Generalization of Covariance and Variance. Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics, 13(2), 137-149.
Abstract
We introduce the notion of the generalized covariance and variance for bounded linear operators on Hilbert space, and prove that the generalized covariance-variance inequality holds. It turns out that the inequality is a useful formula in tile study of inequality involving linear operators in Hilbert spaces.
- keywords
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Cauchy-Schwarz inequality,
convariance-variance inequality,
extended convariance-variance inequality,
Ostrowski inequality,
Bernstein inequality,
Reid's inequality,
Furuta inequality,
Heinz inequality,
Heinz-Kato-Furuta inequality,
Lowner-Heinz inequality