Related papers: Log-concave functions and transformations thereof
In this paper, we focus on efficient risk-sharing rules for the concave dominance order. For a univariate risk, it follows from a comonotone dominance principle, due to Landsberger and Meilijson [25], that efficiency is characterized by a…
We consider a deterministic continuous time model of monopolistic firm, which chooses production and pricing strategies of a single good. Firm's goal is to maximize the discounted profit over infinite time horizon. The no-backlogging…
This is a survey paper concerning some theorems on stochastic convex ordering and their applications to functional inequalities for convex functions. We present the recent results on those subjects
In this paper we deal with generalizations of the Mahler volume product for log-concave functions. We show that the polarity transform $\mathcal A$ can be rescaled so that the Mahler product it induces has upper and lower bounds of the same…
This article treats both discrete time and continuous time stopping problems for general Markov processes on the real line with general linear costs. Using an auxiliary function of maximum representation type, conditions are given to…
The logarithmic coefficients $\gamma_n$ of an analytic and univalent function $f$ in the unit disk $\mathbb{D}=\{z\in\mathbb{C}:|z|<1\}$ with the normalization $f(0)=0=f'(0)-1$ are defined by $\log \frac{f(z)}{z}= 2\sum_{n=1}^{\infty}…
This paper studies properties of functions having monotone tails. We extend Theorem 1 of Dhaene et al. (2002a) and show how the tail quantiles of a random variable transformed with a monotone tail function can be expressed as the…
In these notes we address the study of the log-concave operator acting on Lucas Sequences of first kind. We will find for which initial values a generic Lucas sequence is log-concave, and using this we show when the same sequence is…
Given a suitably normalized $X\in\mathbb{R}^n$ we observe that the function $\theta\mapsto\mathbb{E}|X\cdot\theta|$, defined for $\theta\in S^{n-1}$, admits surprisingly strong concentration far surpassing what is expected on account of…
In this note, we study monotone dynamical systems with respect to polyhedral cones. Using the half-space representation and the vertex representation, we propose three equivalent conditions to certify monotonicity of a dynamical system with…
In this paper, we introduce operator geodesically convex and operator convex-log functions and characterize some properties of them. Then apply these classes of functions to present several operator Azc\'{e}l and Minkowski type inequalities…
The log-rank conjecture is one of the fundamental open problems in communication complexity. It speculates that the deterministic communication complexity of any two-party function is equal to the log of the rank of its associated matrix,…
Matrix versions of some basic convexity inequalities are given. Further results on the same topic are proved in the recent papers on arxiv: 1. Hermitian operators and convex functions, 2. A concavity inequality for symmetric norms, 3.…
We show that every symmetric random variable with log-concave tails satisfies the convex infimum convolution inequality with an optimal cost function (up to scaling). As a result, we obtain nearly optimal comparison of weak and strong…
We analyze matrix convex functions of a fixed order defined on a real interval by differential methods as opposed to the characterization in terms of divided differences given by Kraus. We obtain for each order conditions for matrix…
We provide extensions of geometric inequalities about sections and projections of convex bodies to the setting of integrable log-concave functions. Namely, we consider suitable generalizations of the affine and dual affine quermassintegrals…
This paper studies the problem of perturbed convex and smooth optimization. The main results describe how the solution and the value of the problem change if the objective function is perturbed. Examples include linear, quadratic, and…
Contractive coupling rates have been recently introduced by Conforti as a tool to establish convex Sobolev inequalities (including modified log-Sobolev and Poincar\'{e} inequality) for some classes of Markov chains. In this work, we show…
This thesis explores the historical progression and theoretical constructs of financial mathematics, with an in-depth exploration of Stochastic Calculus as showcased in the Binomial Asset Pricing Model and the Continuous-Time Models. A…
Log-concave distributions are an attractive choice for modeling and inference, for several reasons: The class of log-concave distributions contains most of the commonly used parametric distributions and thus is a rich and flexible…