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Iosif Pinelis
Exact converses to a reverse AM-GM inequality, with applications to sums of independent random variables and (super)martingales
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Iosif Pinelis
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Primary
26D15
60E15
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arithmetic mean
geometric mean
random variables
inequalities
exact bounds
Jensen inequality
reverse Jensen inequality
converse to a reverse Jensen inequality
duality
Markov inequality
Bernstein-Chernoff inequality
Bennett-Hoeffding inequality
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