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Find an upper bound on the expectation of squared norm given an upper bound on the expectation of norm
For non-independent random vectors $X, Y$, I have an upper bound on the expectations $E[\|X\|_2] \leq a, E[\|Y\|^2_2] \leq b$. How can I compute an upper bound for $E[\|X^\intercal Y\|_2]$ or $E[\|X^\...
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If the expectation of the norm of random variable is bounded, does that imply that the expectation of the squared norm is bounded?
Let $\mathbf{x}$ be a random vector. If $\mathbb{E}[\|\mathbf{x}\|]$ is upper bounded, does that imply that $\mathbb{E}[\|\mathbf{x}\|^2]$ is also upper bounded?
The Jensen's inequality goes the ...
