Related papers: Remarks on equality of two distributions under som…

We introduce a concept of optimal transport for vector-valued measures and its dual formulation. In this note we concentrate on the semi-discrete case and show some fundamental differences between the scalar and vector cases. A…

We discuss a conjecture about comparability of weak and strong moments of log-concave random vectors and show the conjectured inequality for unconditional vectors in normed spaces with a bounded cotype constant.

For a stochastic process with state space some Polish space, this paper gives sufficient conditions on the initial and conditional distributions for the joint law to satisfy Gaussian concentration inequalities, transportation inequalities…

In this paper, we find necessary and sufficient conditions so that copula-based conditional distributions of a response variable with respect to covariates, are ordered with respect to the simple stochastic order introduced by Lehmann.…

Building on recent developments in models focused on the shape properties of odds ratios, this paper introduces two new models that expand the class of available distributions while preserving specific shape characteristics of an underlying…

We establish an identity for E f (Y) -E f (X), when X and Y both have matrix variateskew-normal distributions and the function f fulfills some weak conditions. Thecharacteristic function of matrix variate skew normal distribution is then…

We develop a principled approach to obtain exact computer-aided worst-case guarantees on the performance of second-order optimization methods on classes of univariate functions. We first present a generic technique to derive interpolation…

Multivariate extreme value theory assumes a multivariate domain of attraction condition for the distribution of a random vector. This necessitates that each component satisfies a marginal domain of attraction condition. An approximation of…

We extend to the matrix setting a recent result of Srivastava-Vershynin about estimating the covariance matrix of a random vector. The result can be in- terpreted as a quantified version of the law of large numbers for positive…

In this paper, vector optimization is considered in the framework of decision making and optimization in general spaces. Interdependencies between domination structures in decision making and domination sets in vector optimization are…

This paper addresses both necessary and relevant sufficient extremum conditions for a variational problem defined by a smooth Lagrangian, involving higher derivatives of several variable vector valued functions. A general formulation of…

We derive the existence and uniqueness of the generalized backward doubly stochastic differential equation with sub-differential of a lower semi-continuous convex function under a non Lipschitz condition. This study allows us give a…

In this paper, a link between monotonicity of deterministic dynamical systems and propagation of order by Markov processes is established. The order propagation has received considerable attention in the literature, however, this notion is…

This paper focuses on investigating an inexact stochastic model-based optimization algorithm that integrates preconditioning techniques for solving stochastic composite optimization problems. The proposed framework unifies and extends the…

We investigate the conditional distributions of two Banach space valued, jointly Gaussian random variables. In particular, we show that these conditional distributions are again Gaussian and that their means and covariances can be…

Consider two random variables contaminated by two unknown transformations. The aim of this paper is to test the equality of those transformations. Two cases are distinguished: first, the two random variables have known distributions.…

Decisions are often based on imprecise, uncertain or vague information. Likewise, the consequences of an action are often equally unpredictable, thus putting the decision maker into a twofold jeopardy. Assuming that the effects of an action…

We discuss various forms of the Luxemburg norm in spaces of random vectors with coordinates belonging to the classical Orlicz spaces of exponential type. We prove equivalent relations between some kinds of these forms. We also show when the…

We study the stochastic convergence of the Ces\`{a}ro mean of a sequence of random variables. These arise naturally in statistical problems that have a sequential component, where the sequence of random variables is typically derived from a…

We study the number of linear extensions of a partial order with a given proportion of comparable pairs of elements, and estimate the maximum and minimum possible numbers. We also consider a random interval partial order on $n$ elements,…