The Inequality of Milne and its Converse, III

Abstract

The discrete version of Milne’s inequality and its converse states that \begin{equation*} (*)\quad \sum_{j=1}^n\frac{w_j}{1-p_j^2} \leq \sum_{j=1}^n\frac{w_j}{1-p_j} \sum_{j=1}^n\frac{w_j}{1+p_j} \leq \Bigl(\sum_{j=1}^n\frac{w_j}{1-p_j^2} \Bigr)^2 \end{equation*} is valid for all \(w_j>0\) \((j=1,...,n)\) with \(w_1+\dots+w_n=1\) and \(p_j\in (-1,1)\) \((j=1,...,n)\). We present new upper and lower bounds for the product \(\sum w/(1-p) \sum w/(1+p)\). In particular, we obtain an improvement of the right-hand side of \((*)\). Moreover, we prove a matrix analogue of our double-inequality.