We explore two generalizations of the Cauchy-Schwarz Bessel’s inequality and the Selberg inequality and their application to probability theory. We then give a tautological proof of the De Caen-Selberg Inequality and a proof of the second Borel-Cantelli Lemma with negative dependence. We finish with a suggestion of how linear operator theory can help us understand the tightness of many Selberg-...

Let (Ω, M, µ) be a measure space. Then for any two complex valued measurable functions f and g, we have the Cauchy-Schwarz inequality: 0.1 THEOREM (Cauchy-Schwarz inequality). Let (Ω, M, µ) be a measure space. Then for any two complex valued measurable functions f and g such that

We prove an inequality for unitarily invariant norms that interpolates between the Arithmetic-Geometric Mean inequality and the Cauchy-Schwarz inequality.

This document presents the mechanised proofs of two popular theorems attributed to Augustin Louis Cauchy Cauchy’s Mean Theorem and the Cauchy-Schwarz Inequality.