Related papers: Log-concave functions and transformations thereof
Operator monotone functions, introduced by Lowner in 1934, are an important class of real-valued functions. They arise naturally in matrix and operator theory and have various applications in other branches of mathematics and related…
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…
We prove Lieb type convexity and concavity results for trace functionals associated with positive operator monotone (decreasing) functions and certain monotone concave functions. This gives a partial generalization of Hiai's recent work on…
It is a basic property of the entropy in statistical physics that is concave as a function of energy. The analog of this in representation theory would be the concavity of the logarithm of the multiplicity of an irreducible representation…
Following Boros--Moll, a sequence $(a_n)$ is $m$-log-concave if $\mathcal{L}^j (a_n) \geq 0$ for all $j = 0, 1, \ldots, m$. Here, $\mathcal{L}$ is the operator defined by $\mathcal{L} (a_n) = a_n^2 - a_{n - 1} a_{n + 1}$. By a criterion of…
A principal curve serves as a powerful tool for uncovering underlying structures of data through 1-dimensional smooth and continuous representations. On the basis of optimal transport theories, this paper introduces a novel principal curve…
We prove new entropy inequalities for log concave and s-concave functions that strengthen and generalize recently established reverse log Sobolev and Poincare inequalities for such functions. This leads naturally to the concept of…
We find sufficient conditions for log-convexity and log-concavity for the functions of the forms $a\mapsto\sum{f_k}(a)_kx^k$, $a\mapsto\sum{f_k}\Gamma(a+k)x^k$ and $a\mapsto\sum{f_k}x^k/(a)_k$. The most useful examples of such functions are…
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…
In this short note we prove a conjecture for the interval $(0,1)$, related to a logarithmically completely monotonic function, presented in \cite{BG}. Then, we extend by proving a more generalized theorem. At the end we pose an open problem…
In a recent proof of the log-concavity of genus polynomials of some families of graphs, Gross et al. defined the weakly synchronicity relation between log-concave sequences, and conjectured that the convolution operation by any log-concave…
A key task in Bayesian statistics is sampling from distributions that are only specified up to a partition function (i.e., constant of proportionality). However, without any assumptions, sampling (even approximately) can be #P-hard, and few…
The aim of this paper is to investigate the impact of rebalancing frequency and transaction costs on the log-optimal portfolio, which is a portfolio that maximizes the expected logarithmic growth rate of an investor's wealth. We prove that…
We establish a new comparison between the Legendre transform of the cumulant generating function and the half-space depth of an arbitrary log-concave probability distribution on the real line, that carries on to the multidimensional…
Motivated by recent axiomatic developments, we study the risk- and ambiguity-averse investment problem where trading takes place over a fixed finite horizon and terminal payoffs are evaluated according to a criterion defined in terms of a…
In the paper, necessary and sufficient conditions are presented for a function involving a ratio of gamma functions to be logarithmically completely monotonic. This extends and generalizes the main result in [\emph{Inequalities and…
We consider the class univalent log-harmonic mappings on the unit disk. Firstly, we obtain necessary and sufficient conditions for a complex-valued continuous function to be starlike or convex in the unit disk. Then we present a general…
We utilize a discrete version of the notion of degree of freedom to prove a sharp min-entropy-variance inequality for integer valued log-concave random variables. More specifically, we show that the geometric distribution minimizes the…
We study the problem of estimating multivariate log-concave probability density functions. We prove the first sample complexity upper bound for learning log-concave densities on $\mathbb{R}^d$, for all $d \geq 1$. Prior to our work, no…
L\'{e}vy processes with completely monotone jumps appear frequently in various applications of probability. For example, all popular stock price models based on L\'{e}vy processes (such as the Variance Gamma, CGMY/KoBoL and Normal Inverse…