Related papers: Strict power concavity of a convolution

We prove that if $f:\mathbb{R}^n\to\mathbb{R}$ is convex and $A\subset\mathbb{R}^n$ has finite measure, then for any $\varepsilon>0$ there is a convex function $g:\mathbb{R}^n\to\mathbb{R}$ of class $C^{1,1}$ such that $\mathcal{L}^n(\{x\in…

We present an explicit formula for the discrete power function introduced by Bobenko, which is expressed in terms of the hypergeometric \tau functions for the sixth Painlev\'e equation. The original definition of the discrete power function…

A cornerstone in convex analysis is the crucial relationship between functions and their convex conjugate via the Fenchel-Young inequality. In this dual variable setting, the maximal monotonicity of the contact set $ \big\{(x,y) \ \big| \…

This paper considers projection and convolution operations for integrally convex functions, which constitute a fundamental function class in discrete convex analysis. It is shown that the class of integrally convex functions is stable under…

We consider a modification of the covariance function in Gaussian processes to correctly account for known linear constraints. By modelling the target function as a transformation of an underlying function, the constraints are explicitly…

Let $Z$ be an $n$-dimensional Gaussian vector and let $f: \mathbb R^n \to \mathbb R$ be a convex function. We show that: $$\mathbb P \left( f(Z) \leq \mathbb E f(Z) -t\sqrt{ {\rm Var} f(Z)} \right) \leq \exp(-ct^2),$$ for all $t>1$, where…

We investigate multivariate integration for a space of infinitely times differentiable functions $\mathcal{F}_{s, \boldsymbol{u}} := \{f \in C^\infty [0,1]^s \mid \| f \|_{\mathcal{F}_{s, \boldsymbol{u}}} < \infty \}$, where $\| f…

The paper studies logarithmic convexity and concavity of power series with coefficients involving q-gamma functions or q-shifted factorials with respect to a parameter contained in their arguments. The principal motivating examples of such…

In a recent paper [Phys. Rev. Lett. \textbf{93}, 130401 (2004)], we proposed the idea of expanding the space of variations in variational calculations of the energy by considering the approximate wave function $\psi$ to be a functional of…

We give sufficient conditions for the expected excess and the upper semideviation of recourse functions to be strongly convex. This is done in the setting of two-stage stochastic programs with complete linear recourse and random right-hand…

For the functions $f$, which can be represented in the form of the convolution $f(x)=\frac{a_{0}}{2}+\frac{1}{\pi}\int\limits_{-\pi}^{\pi}\sum\limits_{k=1}^{\infty}e^{-\alpha k^{r}}\cos(kt-\frac{\beta\pi}{2})\varphi(x-t)dt$,…

We prove a uniform generalized gaussian bound for the powers of a discrete convolution operator in one space dimension. Our bound is derived under the assumption that the Fourier transform of the coefficients of the convolution operator is…

We consider the second-order cone function (SOCF) $f: {\mathbb R}^n \to \mathbb R$ defined by $f(x)= c^T x + d -\|A x + b \|$. Every SOCF is concave. We give necessary and sufficient conditions for strict concavity of $f$. The parameters $A…

The Riesz-Sobolev inequality provides an upper bound, in integral form, for the convolution of indicator functions of subsets of Euclidean space. We formulate and prove a sharper form of the inequality. This can be equivalently phrased as a…

Following previous investigations by {\"U}st{\"u}nel [22] about the invertibility of some transformations on the Wiener space, we find some entropic conditions under which a random change of time is invertible on the Poisson space. As a…

The aim of this note is to provide some results for stochastic convolutions corresponding to stochastic Volterra equations in separable Hilbert space. We study convolution of the form $W^{\Psi}(t):=\int_0^t S(t-\tau)\Psi(\tau)dW(\tau)$,…

We obtain operator concavity (convexity) of some functions of two or three variables by using perspectives of regular operator mappings of one or several variables. As an application, we obtain, for $ 0<p < 1,$ concavity, respectively…

We present sufficient conditions for finite controlled rho-variation of the covariance of Gaussian processes with stationary increments, based on concavity or convexity of their variance function. The motivation for this type of conditions…

We present a necessary and sufficient condition for Alt's system to be represented by a continuous utility function. Moreover, we present a necessary and sufficient condition for this utility function to be concave. The latter condition can…

We show convexity of solutions to a class of convex variational problems in the Gauss and in the Wiener space. An important tool in the proof is a representation formula for integral functionals in this infinite dimensional setting, that…