A Cauchy-Schwarz inequality for expectation of matrices

Pascal Lavergne

Discussion Papers from Department of Economics, Simon Fraser University

Abstract: A generalization of the Cauchy-Schwarz inequality for expectations of matrices is proved.

Keywords: Cauchy-Schwarz; inequality (search for similar items in EconPapers)
JEL-codes: C10 (search for similar items in EconPapers)
Date: 2008-11

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