Related papers: Monotone Function Intervals: Theory and Applicatio…
The aim of this note is to characterize all pairs of sufficiently smooth functions for which the mean value in the Cauchy Mean Value Theorem is taken at a point which has a well-determined position in the interval. As an application of this…
Suppose that $m$ drivers each choose a preferred parking space in a linear car park with $n$ spots. In order, each driver goes to their chosen spot and parks there if possible, and otherwise takes the next available spot if it exists. If…
In a multi-index model with $k$ index vectors, the input variables are transformed by taking inner products with the index vectors. A transfer function $f: \mathbb{R}^k \to \mathbb{R}$ is applied to these inner products to generate the…
A classical inequality, which is known for families of monotone functions, is generalized to a larger class of families of measurable functions. Moreover we characterize all the families of functions for which the equality holds. We apply…
Within convex analysis, a rich theory with various applications has been evolving since the proximal average of convex functions was first introduced over a decade ago. When one considers the subdifferential of the proximal average, a…
This paper investigates interval estimation for a measurand that is known to be positive. Both the Neyman and Bayesian procedures are considered and the difference between the two, not always perceived, is discussed in detail. A solution is…
The notion of quasi-Fej\'er monotonicity has proven to be an efficient tool to simplify and unify the convergence analysis of various algorithms arising in applied nonlinear analysis. In this paper, we extend this notion in the context of…
The paper discusses the question of why intervals, which are the main object of Interval Analysis, have exactly the form that we know well and habitually use, and not some other. In particular, we investigate why traditional intervals are…
Traditional mathematical notation can lead to confusion. Expressions that appear to define composite functions sometimes do not. A particular example with engineering applications is studied in detail.
A connection is a binary operation for positive operators satisfying the monotonicity, the transformer inequality and the joint-continuity from above. A mean is a normalized connection. In this paper, we show that there is a one-to-one…
This note uses a simple example to show how moment inequality models used in the empirical economics literature lead to general minimax relative efficiency comparisons. The main point is that such models involve inference on a low…
A general class of nonconvex optimization problems is considered, where the penalty is the composition of a linear operator with a nonsmooth nonconvex mapping, which is concave on the positive real line. The necessary optimality condition…
We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…
One matrix structure in the area of monotone Boolean functions is defined here. Some of its combinatorial, algebraic and algorithmic properties are derived. On the base of these properties, three algorithms are built. First of them…
We give several new characterizations of completely monotone functions and Bernstein functions via two approaches: the first one is driven algebraically via elementary preserving mappings and the second one is developed in terms of the…
This paper is concerned with inference based on the mean function of a functional time series, which is defined as a collection of curves obtained by splitting a continuous time record, e.g. into daily or annual curves. We develop a normal…
Functional equations (FE) arise quite naturally in the analysis of stochastic systems of different kinds : queueing and telecommunication networks, random walks, enumeration of planar lattice walks, etc. Frequently, the object is to…
In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…
We address the statistical estimation of composite functionals which may be nonlinear in the probability measure. Our study is motivated by the need to estimate coherent measures of risk, which become increasingly popular in finance,…
This article employs techniques from convex analysis to present characterizations of (maximal) $n-$monotonicity, similar to the well-established characterizations of (maximal) monotonicity found in the existing literature. These…