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In the paper we give necessary and sufficient conditions for the Jensen inequality to hold for the generalized Choquet integral with respect to a pair of capacities. Next, we apply obtained result to the theory of risk aversion by providing…

Risk Management · Quantitative Finance 2016-09-05 Wioletta Szeligowska , Marek Kaluszka

We present some generalized Jensen type operator inequalities involving sequences of self-adjoint operators. Among other things, we prove that if $f:[0,\infty) \to \mathbb{R}$ is a continuous convex function with $f(0)\leq 0$, then…

Functional Analysis · Mathematics 2014-11-04 M. S. Moslehian , J. Micic , M. Kian

The push-forward operation enables one to redistribute a probability measure through a deterministic map. It plays a key role in statistics and optimization: many learning problems (notably from optimal transport, generative modeling, and…

Machine Learning · Statistics 2025-05-19 Lucas de Lara , Mathis Deronzier , Alberto González-Sanz , Virgile Foy

The classical Hardy--Littlewood inequality asserts that the integral of a product of two functions is always majorized by that of their non-increasing rearrangements. One of the pivotal applications of this result is the fact that the…

Functional Analysis · Mathematics 2024-05-16 Dalimil Peša

In information theory, some optimization problems result in convex optimization problems on strictly convex functionals of probability densities. In this note, we study these problems and show conditions of minimizers and the uniqueness of…

Information Theory · Computer Science 2020-03-17 Tomohiro Nishiyama

This note deals with certain properties of convex functions. We provide results on the convexity of the set of minima of these functions, the behaviour of their subgradient set under restriction, and optimization of these functions over an…

Optimization and Control · Mathematics 2017-03-21 Miel Sharf , Daniel Zelazo

A known Hardy-Littlewood theorem asserts that if both the function and its conjugate are of bounded variation, then their Fourier series are absolutely convergent. It is proved in the paper that the same result holds true for functions on…

Classical Analysis and ODEs · Mathematics 2013-03-08 Elijah Liflyand , Ulrich Stadtmueller

We show a general phenomenon of the constrained functional value for densities satisfying general convexity conditions, which generalizes the observation in Bobkov and Madiman (2011) that the entropy per coordinate in a log-concave random…

Information Theory · Computer Science 2020-10-27 Yanjun Han

Consider a convex function that is invariant under an group of transformations. If it has a minimizer, does it also have an invariant minimizer? Variants of this problem appear in nonparametric statistics and in a number of adjacent fields.…

Statistics Theory · Mathematics 2024-07-22 Peter Orbanz

We provide a unified framework for a systematic analysis of the existence of solutions to general nonconvex problems, relying on asymptotic and retractive cones for functions and sets. Using this framework we develop new necessary and…

Optimization and Control · Mathematics 2025-05-28 Rohan Rele , Angelia Nedich

We establish conditions for the discrete versions of logarithmic concavity and convexity of the higher order regularized basic hypergeometric function with respect simultaneous shift of all its parameters. For a particular case of Heine's…

Classical Analysis and ODEs · Mathematics 2018-08-16 S. I. Kalmykov , D. B. Karp

In this paper, we derive a generalized multiplicative Hardy-Littlewood-Polya type inequality, as well as several related additive inequalities, for functions of operators in Hilbert spaces. In addition, we find the modulus of continuity of…

Functional Analysis · Mathematics 2015-10-06 Vladyslav Babenko , Yuliya Babenko , Nadiia Kriachko

In this work, we introduce the class of $h$-${\rm{MN}}$-convex functions by generalizing the concept of ${\rm{MN}}$-convexity and combining it with $h$-convexity. Namely, Let $I,J$ be two intervals subset of $\left(0,\infty\right)$ such…

Classical Analysis and ODEs · Mathematics 2019-11-25 Mohammad W. Alomari

We study a family of inequalities on pairs of measure spaces involving functions defined on product domains. Our main result establishes a Jensen-type inequality under a general product-measure framework, extending classical inequalities…

Functional Analysis · Mathematics 2026-03-09 P. D. Johnson , R. N. Mohapatra , Shankhadeep Mondal

We focus on three different convexity principles for local and nonlocal variational integrals. We prove various generalizations of them, as well as their equivalences. Some applications to nonlinear eigenvalue problems and Hardy-type…

Analysis of PDEs · Mathematics 2014-07-01 Lorenzo Brasco , Giovanni Franzina

The main result (roughly) is that if (H_i) converges weakly to H and if also f(H_i) converges weakly to f(H), for a single strictly convex continuous function f, then (H_i) must converge strongly to H. One application is that if f(pr(H)) =…

Functional Analysis · Mathematics 2017-06-09 Lawrence G. Brown

We provide a comprehensive study of the convergence of the forward-backward algorithm under suitable geometric conditions, such as conditioning or {\L}ojasiewicz properties. These geometrical notions are usually local by nature, and may…

Optimization and Control · Mathematics 2023-12-25 Guillaume Garrigos , Lorenzo Rosasco , Silvia Villa

Optimization problems, generalized equations, and the multitude of other variational problems invariably lead to the analysis of sets and set-valued mappings as well as their approximations. We review the central concept of set-convergence…

Optimization and Control · Mathematics 2020-02-25 Johannes O. Royset

Some new Hermite-Hadamard's inequalities for h-convex functions are proved, generalizing and unifying a number of known results. Some new applications for special Means of real numbers are also derived.

Classical Analysis and ODEs · Mathematics 2015-11-18 Muhammad Iqbal , Muhammad Muddassar , Muhammad Iqbal Bhatti

In this paper we establish a Hardy inequality for Laplace operators with Robin boundary conditions. For convex domains, in particular, we show explicitly how the corresponding Hardy weight depends on the coefficient of the Robin boundary…

Spectral Theory · Mathematics 2015-11-16 Hynek Kovarik , Ari Laptev