A new hierarchy of upper and lower bounds on expectation values

Abstract

Upper and lower bounds are constructed for expectation values of functions of a real random variable with derivatives up to orderN+1 which are alternately negative and positive over the whole range of interest. The bounds are given by quadrature formulas with weights and abscissas determined by the firstN+1 moments of the underlying probability distribution. Application to a simple disordered phonon system yields sharp bounds on the specific heat.