Related papers: A question about Parisi functional
We investigate the convexity property on $(0,1)$ of the function $$f_a(x)=\frac{{\cal K}{(\sqrt x)}}{a-(1/2)\log(1-x)}.$$ We show that $f_a$ is strictly convex on $(0,1)$ if and only if $a\geq a_c$ and $1/f_a$ is strictly convex on $(0,1)$…
We consider convex trace functions $\Phi_{p,q,s} = Trace[ (A^{q/2}B^p A^{q/2})^s]$ where $A$ and $B$ are positive $n\times n$ matrices and ask when these functions are convex or concave. We also consider operator convexity/concavity of…
In this paper, we prove the convexity of trace functionals $$(A,B,C)\mapsto \text{Tr}|B^{p}AC^{q}|^{s},$$ for parameters $(p,q,s)$ that are best possible, where $B$ and $C$ are any $n$-by-$n$ positive definite matrices, and $A$ is any…
We report on numerical experiments suggesting that rank-one convexity imples quasiconvexity in the planar case. We give a simple heuristic explanation of our findings.
The usual approach to developing and analyzing first-order methods for smooth convex optimization assumes that the gradient of the objective function is uniformly smooth with some Lipschitz constant $L$. However, in many settings the…
We establish the functional convex order results for two scaled McKean-Vlasov processes $X=(X_{t})_{t\in[0, T]}$ and $Y=(Y_{t})_{t\in[0, T]}$ defined on a filtered probability space $(\Omega, \mathcal{F}, (\mathcal{F}_{t})_{t\geq0},…
In this paper, we obtained some inequalities for \phi_{s}-convex function, \phi-Godunova-Levin function, \phi-P-function and log-\phi-convex function. Finally, we defined the class of \phi-quasi-convex functions and we examined some…
We prove that for any two centrally-symmetric convex shapes $K,L \subset \mathbb{R}^2$, the function $t \mapsto |e^t K \cap L|$ is log-concave. This extends a result of Cordero-Erausquin, Fradelizi and Maurey in the two dimensional case.…
We establish general versions of a variety of results for quasiconvex, lower-semicontinuous, and law-invariant functionals. Our results extend well-known results from the literature to a large class of spaces of random variables. We…
Morrey Conjecture deals with two properties of functions which are known as quasi-convexity and rank-one convexity. It is well established that every function satisfying the quasi-convexity property also satisfies rank-one convexity. Morrey…
Prox-regularity is a generalization of convexity that includes all C2, lower-C2, strongly amenable and primal-lower-nice functions. The study of prox-regular functions provides insight on a broad spectrum of important functions.…
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.
Several matrix/operator inequalies are given. Most of them are unexpected extensions of the Araki Log-majorization theorem, obtained thanks to a new log-majorization for positive linear maps and normal operators (Theorem 2.9). The main idea…
The Lebesgue property (order-continuity) of a monotone convex function on a solid vector space of measurable functions is characterized in terms of (1) the weak inf-compactness of the conjugate function on the order-continuous dual space,…
We prove convex ordering results for random vectors admitting a predictable representation in terms of a Brownian motion and a non-necessarily independent jump component. Our method uses forward-backward stochastic calculus and extends…
Motivated by the minimax concave penalty based variable selection in high-dimensional linear regression, we introduce a simple scheme to construct structured semiconvex sparsity promoting functions from convex sparsity promoting functions…
It is established that general s-convex functions are a new class of generalized convex functions. In a similar vein, a new class of general s-convex sets is introduced, which are generalizations of s-convex sets. Additionally, certain…
In this short note, we extend the linear convergence result of the Cauchy algorithm, derived recently by E. Klerk, F. Glineur, and A. Taylor, from the case of smooth strongly convex functions to the case of restricted strongly convex…
The radii of convexity of some Lommel and Struve functions of the first kind are determined. For both of Lommel and Struve functions three different normalizations are applied in such a way that the resulting functions are analytic in the…
In this short note, we show that every convex, order bounded above functional on a Frechet lattice is automatically norm continuous. This improves a result in \cite{RS06} and applies to many deviation and variability measures. We also show…