Related papers: Log-concave functions and transformations thereof
In this paper, by using a general result on the monotonicity of quotients of power series, our aim is to prove some monotonicity and convexity results for the modified Struve functions. Moreover, as consequences of the above mentioned…
The probabilistic satisfiability of a logical expression is a fundamental concept known as the partition function in statistical physics and field theory, an evaluation of a related graph's Tutte polynomial in mathematics, and the…
We introduce an expressive subclass of non-negative almost submodular set functions, called strongly 2-coverage functions which include coverage and (sums of) matroid rank functions, and prove that the homogenization of the generating…
This paper presents a detailed theoretical analysis of the Langevin Monte Carlo sampling algorithm recently introduced in Durmus et al. (Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau, 2016)…
The theory of convex risk functions has now been well established as the basis for identifying the families of risk functions that should be used in risk averse optimization problems. Despite its theoretical appeal, the implementation of a…
We show that the modified log-Sobolev constant for a natural Markov chain which converges to an $r$-homogeneous strongly log-concave distribution is at least $1/r$. Applications include a sharp mixing time bound for the bases-exchange walk…
For an analytic and univalent function $f$ in the unit disk $\mathbb{D}:=\{z\in\mathbb{C}:|z|<1\}$ with the normalization $f(0)=0=f'(0)-1$, the logarithmic coefficients $\gamma_n$ are defined by $\log \frac{f(z)}{z}= 2\sum_{n=1}^{\infty}…
We investigate conditions for logarithmic complete monotonicity of product ratios of gamma and q-gamma functions whose arguments are linear functions of the variable. We give necessary and sufficient conditions in terms of nonnegativity of…
Sampling logconcave functions arising in statistics and machine learning has been a subject of intensive study. Recent developments include analyses for Langevin dynamics and Hamiltonian Monte Carlo (HMC). While both approaches have…
We provide a new characterization of second-order stochastic dominance, also known as increasing concave order. The result has an intuitive interpretation that adding a risk with negative expected value in adverse scenarios makes the…
In the paper, after reviewing the history, background, origin, and applications of the functions $\frac{b^{t}-a^{t}}{t}$ and $\frac{e^{-\alpha t}-e^{-\beta t}}{1-e^{-t}}$, we establish sufficient and necessary conditions such that the…
In this paper, some monotonicity and concavity results of several functions involving the psi and polygamma functions are proved, and then some known inequalities are extended and generalized.
Menon's proof of the preservation of log-concavity of sequences under convolution becomes simpler when adapted to 2-sided infinite sequences. Under assumption of log-concavity of two 2-sided infinite sequences, the existence of the…
In the literature on optimal stopping, the problem of maximizing the expected discounted reward over all stopping times has been explicitly solved for some special reward functions (including $(x^+)^{\nu}$, $(e^x-K)^+$, $(K-e^{-x})^+$,…
In the present paper two certain subclasses of the starlike functions associated with the vertical strip are considered. The main aim of this paper is to investigate some basic properties of these classes such as, subordination relations,…
A monotone function interval is the set of monotone functions that lie pointwise between two fixed monotone functions. We characterize the set of extreme points of monotone function intervals and apply this to a number of economic settings.…
We extend the notion of John's ellipsoid to the setting of integrable log-concave functions. This will allow us to define the integral ratio of a log-concave function, which will extend the notion of volume ratio, and we will find the…
We investigate the (functional) convex order of for various continuous martingale processes, either with respect to their diffusions coefficients for L\'evy-driven SDEs or their integrands for stochastic integrals. Main results are bordered…
In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…
We consider a class of monotone operators which are appropriate for symbolic representation and manipulation within a computer algebra system. Various structural properties of the class (e.g., closure under taking inverses, resolvents) are…