Some stochastic inequalities for weighted sums

We compare weighted sums of i.i.d. positive random variables according to the usual stochastic order. The main inequalities are derived using majorization techniques under certain log-concavity assumptions. Specifically, let $Y_i$ be i.i.d. random variables on $\mathbf{R}_+$. Assuming that $\log Y_i$ has a log-concave density, we show that $\sum a_iY_i$ is stochastically smaller than $\sum b_iY_i$, if $(\log a_1,...,\log a_n)$ is majorized by $(\log b_1,...,\log b_n)$. On the other hand, assuming that $Y_i^p$ has a log-concave density for some $p>1$, we show that $\sum a_iY_i$ is stochastically larger than $\sum b_iY_i$, if $(a_1^q,...,a_n^q)$ is majorized by $(b_1^q,...,b_n^q)$, where $p^{-1}+q^{-1}=1$. These unify several stochastic ordering results for specific distributions. In particular, a conjecture of Hitczenko [Sankhy\={a} A 60 (1998) 171--175] on Weibull variables is proved. Potential applications in reliability and wireless communications are mentioned.Comment: Published in at http://dx.doi.org/10.3150/10-BEJ302 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

Operator Lipschitz functions on Banach spaces

Let $X$, $Y$ be Banach spaces and let $\mathcal{L}(X,Y)$ be the space of bounded linear operators from $X$ to $Y$. We develop the theory of double operator integrals on $\mathcal{L}(X,Y)$ and apply this theory to obtain commutator estimates of the form $\|f(B)S-Sf(A)\|_{\mathcal{L}(X,Y)}\leq \textrm{const} \|BS-SA\|_{\mathcal{L}(X,Y)}$ for a large class of functions $f$, where $A\in\mathcal{L}(X)$, $B\in \mathcal{L}(Y)$ are scalar type operators and $S\in \mathcal{L}(X,Y)$. In particular, we establish this estimate for $f(t):=|t|$ and for diagonalizable operators on $X=\ell_{p}$ and $Y=\ell_{q}$, for $p<q$ and $p=q=1$, and for $X=Y=\mathrm{c}_{0}$. We also obtain results for $p\geq q$. We also study the estimate above in the setting of Banach ideals in $\mathcal{L}(X,Y)$. The commutator estimates we derive hold for diagonalizable matrices with a constant independent of the size of the matrix.Comment: Final version published in Studia Mathematica, with some minor change