Related papers: Calls, zonoids, peacocks and log-concavity

The space of call price functions has a natural noncommutative semigroup structure with an involution. A basic example is the Black--Scholes call price surface, from which an interesting inequality for Black--Scholes implied volatility is…

Factorizations of monoids are studied. Two necessary and sufficient conditions in terms of so-called descent 1-cocyles for a monoid to be factorized through two submonoids are found. A full classification of those factorizations of a monoid…

We prove sharp anti-concentration results for log-concave random variables on the real line in both the discrete and continuous setting. Our approach is elementary and uses majorization techniques to recover and extend some recent and not…

We show that normalized Schur polynomials are strongly log-concave. As a consequence, we obtain Okounkov's log-concavity conjecture for Littlewood-Richardson coefficients in the special case of Kostka numbers.

Bi-log-concavity of probability measures is a univariate extension of the notion of log-concavity that has been recently proposed in a statistical literature. Among other things, it has the nice property from a modelisation perspective to…

The purpose of this article is to establish theories concerning $p$-adic analogues of Hodge cohomology and Deligne-Beilinson cohomology with coefficients in variations of mixed Hodge structures. We first study log overconvergent…

We show that if we enrich first order logic by allowing quantification over isomorphisms between definable ordered fields the resulting logic, L(Q_{Of}), is fully compact. In this logic, we can give standard compactness proofs of various…

We study the log-concave measures, their characterization via the Pr\'ekopa-Leindler property and also define a subset of it whose elements are called super log-concave measures which have the property of satisfying a logarithmic Sobolev…

We show that the stochastic flow generated by the Stochastic Navier-Stokes equations in a 2-dimensional Poincar\'e domain has a unique random attractor. This result complements a recent result by Brze\'zniak and Li [10] who showed that the…

In their study of a quartic integral, Boros and Moll discovered a special class of Jacobi polynomials, which we call the Boros-Moll polynomials. Kauers and Paule proved the conjecture of Moll that these polynomials are log-concave. In this…

We prove, using optimal transport tools, weighted Poincar'e inequalities for log-concave random vectors satisfying some centering conditions. We recover by this way similar results by Klartag and Barthe-Cordero-Erausquin for log-concave…

Horizontal and vertical generating functions and recursion relations have been investigated by Comtet for triangular double sequences. In this paper we investigate the horizontal and vertical log-concavity of triangular sequences assigned…

In this note we study the Petty projection of a log-concave function, which has been recently introduced in [9]. Moreover, we present some new inequalities involving this new notion, partly complementing and correcting some results from…

We show that the sequence of moments of order less than 1 of averages of i.i.d. positive random variables is log-concave. For moments of order at least 1, we conjecture that the sequence is log-convex and show that this holds eventually for…

We settle a conjecture of B\'ona regarding the log-concavity of a certain statistic on parking functions by utilizing recent log-concavity results on matroids. This result allows us to also prove that connected, labeled graphs graded by…

We introduce the notion of a weighted lift zonoid and show that, for properly chosen weights v, the ordering condition on a measure \mu, formulated in terms of the weighted lift zonoids of this measure, leads to certain functional…

The density of a subgroupoid with respect to a free groupoid is defined as the asymptotic ratio of their growths. This notion can be interpreted as a generalisation of the index's inverse for groups or as the probability of an element…

We prove large deviation results for sums of heavy-tailed random elements in rather general convex cones being semigroups equipped with a rescaling operation by positive real numbers. In difference to previous results for the cone of convex…

We give a short proof of the log-concavity of the coefficients of the reduced characteristic polynomial of a matroid. The proof uses an extension of the theory of Lorentzian polynomials to convex cones, and reproves the Hodge-Riemann…

This paper is concerned with the asymptotic behavior of solutions of the two-dimensional Navier-Stokes equations with both non-autonomous deterministic and stochastic terms defined on unbounded domains. We first introduce a continuous…