Related papers: Convex geometry of max-stable distributions
Facets of the convex hull of $n$ independent random vectors chosen uniformly at random from the unit sphere in $\mathbb{R}^d$ are studied. A particular focus is given on the height of the facets as well as the expected number of facets as…
Let $X_{i,n},n\in \mathbb{N},1\leq i\leq n$, be a triangular array of independent $\mathbb{R}^d$-valued Gaussian random vectors with correlation matrices $\Sigma_{i,n}$. We give necessary conditions under which the row-wise maxima converge…
For a fixed $k\in\{1,\dots,d\}$ consider random vectors $X_0,\dots, X_{k}\in\mathbb R^d$ with an arbitrary spherically symmetric joint density function. Let $A$ be any non-singular $d\times d$ matrix. We show that the $k$-dimensional volume…
Let $X_1,...,X_n$ be iid random vectors and $f\ge 0$ be a non-negative function. Let also $k(n) = {\rm Argmax}_{i=1,...,n} f(X_i)$. We are interested in the distribution of $X_{k(n)}$ and their limit theorems. In other words, what is the…
The random convex hull of a Poisson point process in $\mathbb{R}^d$ whose intensity measure is a multiple of the standard Gaussian measure on $\mathbb{R}^d$ is investigated. The purpose of this paper is to invent a new viewpoint on these…
Stochastic dominance of a random variable by a convex combination of its independent copies has recently been shown to hold within the relatively narrow class of distributions with concave odds function, and later extended to broader…
Voronoi diagrams appear in many areas in science and technology and have numerous applications. They have been the subject of extensive investigation during the last decades. Roughly speaking, they are a certain decomposition of a given…
The bivariate normal density with unit variance and correlation $\rho$ is well-known. We show that by integrating out $\rho$, the result is a function of the maximum norm. The Bayesian interpretation of this result is that if we put a…
We study the problem of maximizing a spectral risk measure of a given output function which depends on several underlying variables, whose individual distributions are known but whose joint distribution is not. We establish and exploit an…
Weighted cone-volume functionals are introduced for the convex polytopes in $\mathbb{R}^n$. For these functionals, geometric inequalities are proved and the equality conditions are characterized. A variety of corollaries are derived,…
The class of convex sets that admit approximations as Minkowski sum of a compact convex set and a closed convex cone in the Hausdorff distance is introduced. These sets are called approximately Motzkin-decomposable and generalize the notion…
Building upon [1], this study aims to introduce fractal geometry into graph theory, and to establish a potential theoretical foundation for complex networks. Specifically, we employ the method of substitution to create and explore…
The multivariate generalized Gaussian distribution (MGGD), also known as the multivariate exponential power (MEP) distribution, is widely used in signal and image processing. However, estimating MGGD parameters, which is required in…
Given a compact convex domain $C\subset \mathbb{R}^k$ and bounded measurable functions $f_1,\ldots,f_n:C\to \mathbb{R}$, define the sup-convolution $(f_1\ast \ldots \ast f_n)(z)$ to be the supremum average value of…
The skew-normal and related families are flexible and asymmetric parametric models suitable for modelling a diverse range of systems. We show that the multivariate maximum of a high-dimensional extended skew-normal random sample has…
We present a framework for modeling complex, high-dimensional distributions on convex polytopes by leveraging recent advances in discrete and continuous normalizing flows on Riemannian manifolds. We show that any full-dimensional polytope…
For every dimension d, there is an infinite family of convex co-compact reflection groups of isometries of hyperbolic d-space --- the superideal (simplicial and cubical) reflection groups --- with the property that a random group at any…
We present an algorithm for producing discrete distributions with a prescribed nearest-neighbor distance function. Our approach is a combination of quasi-Monte Carlo (Q-MC) methods and weighted Riesz energy minimization: the initial…
In a seminal paper in 2009, Borcea, Br\"and\'en, and Liggett described the connection between probability distributions and the geometry of their generating polynomials. Namely, they characterized that stable generating polynomials…
Stochastic linear combinations of some random vectors are studied where the distribution of the random vectors and the joint distribution of their coefficients are Dirichlet. A method is provided for calculating the distribution of these…