Abstract
In this paper we take a probabilistic look at Maclaurin’s inequality, which is a refinement of the classical AM–GM mean inequality. In a natural randomized setting, we obtain limit theorems and show that a reverse inequality holds with high probability. By its definition, Maclaurin’s inequality is naturally related to U-statistics. More precisely, given and with , let us define the quantity
Then as a consequence of the classical Maclaurin inequalities, we know that for . In the present article we consider the ratio
evaluated at a random vector sampled either from the normalized surface measure on the -sphere or from a distribution generalizing both the uniform distribution on the -ball and the cone measure on the -sphere; by the Maclaurin inequality, we always have . We derive central limit theorems for and as well as Berry–Esseen bounds and a moderate deviations principle for , keeping , fixed, in order to quantify the set of points where for , i.e., where the Maclaurin inequality is reversed up to a factor. The present aricle partly generalizes results concerning the AM–GM inequality obtained by Kabluchko, Prochno, and Vysotsky (2020), Thäle (2021), and Kaufmann and Thäle (2023+).
Funding Statement
LF was supported by the Austrian Science Fund (FWF), projects P-32405 and P-35322. JP is supported by the German Research Foundation (DFG) under project 516672205 and by the Austrian Science Fund (FWF) under project P-32405.
Citation
Lorenz Frühwirth. Michael Juhos. Joscha Prochno. "The Maclaurin inequality through the probabilistic lens." Electron. J. Probab. 29 1 - 33, 2024. https://doi.org/10.1214/24-EJP1165
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