A Cauchy–Khinchin integral inequality

This paper discusses some Cauchy–Khinchin integral inequalities. Khinchin [2], obtained an inequality relating the row and column sums of 0-1 matrices in the course of his work on number theory. As pointed out by van Dam [6], Khinchin’s inequality can be viewed as a generalization of the classical Cauchy inequality. Van Dam went on to derive analogs of Khinchin’s inequality for arbitrary matrices. We carry this work forward, first by proving even more than general matrix results, and then by formulating them in a way that allows us to apply limiting arguments to create new integral inequalities for functions of two variables. These integral inequalities can be interpreted as giving information about conditional expectations.