Related papers: Convexity of the median in the gamma distribution
This paper uses convolutions of the gamma density and the one-sided stable density to construct higher level densities. The approach is applied to constructing a 4-parameter Mittag-Leffler density, whose Laplace transform is a corresponding…
In this paper, approximate convexity and approximate midconvexity properties, called $\varphi$-convexity and $\varphi$-midconvexity, of real valued function are investigated. Various characterizations of $\varphi$-convex and…
Let $\alpha$ be a Steinhaus or a Rademacher random multiplicative function. For a wide class of multiplicative functions $f$ we show that the sum $\sum_{n \le x}\alpha(n) f(n)$, normalised to have mean square $1$, has a non-Gaussian…
We prove that weak convergence within generalized gamma convolution (GGC) distributions implies convergence in the mean value. We use this fact to show the robustness of the expected utility maximizing optimal portfolio under exponential…
We generalize the main result of math.RA/9608214 concerning the convex embeddings of a chain Gamma in a lexicographic power Delta^Gamma. For a fixed nonempty chain Delta, we derive necessary and sufficient conditions for the existence of…
Positive definite matrices abound in a dazzling variety of applications. This ubiquity can be in part attributed to their rich geometric structure: positive definite matrices form a self-dual convex cone whose strict interior is a…
We consider the evolution of hypersurfaces in $\mathbb{R}^{n+1}$ with normal velocity given by a positive power of the mean curvature. The hypersurfaces under consideration are assumed to be strictly mean convex (positive mean curvature),…
We generalize a size-biased distribution related to the Riemann xi function using the work of Ferrar. Some analysis and properties of this more general distribution are offered as well.
In this article, we further explore convex functions by revealing new bounds, resulting from stronger convexity behavior. In particular, we define the so called radical convex functions and study their properties. We will see that such…
We prove some properties of completely monotonic functions and apply them to obtain results on gamma and $q$-gamma functions.
We propose a definition of the Riemannian median $M(\mathbb{A})$ of a tuple of positive-definite matrices $\mathbb{A}:=(A_{1}, \cdots, A_{n})$. We will define it as a positive-definite matrix using Landers and Rogge's work \cite{Lan81}…
We prove the $\Gamma$-convergence of the renormalised fractional Gaussian $s$-perimeter to the Gaussian perimeter as $s\to 1^-$. Our definition of fractional perimeter comes from that of the fractional powers of Ornstein-Uhlenbeck operator…
We study the generating function of descent numbers for the permutations with descent pairs of prescribed parities, the distribution of which turns out to be a refinement of median Genocchi numbers. We prove the $\gamma$-positivity for the…
Mutual space-frequency distribution is proposed and it is shown that Wigner and Weyl distribution functions are only particular cases of these distribution. Mutual distribution for Gaussian signal is analytically obtained. The simple…
We establish explicit bounds on the convex distance between the distribution of a vector of smooth functionals of a Gaussian field, and that of a normal vector with a positive definite covariance matrix. Our bounds are commensurate to the…
We show that the chord-length distribution function $[\gamma"(r)]$ of any bounded polyhedron has an elementary algebraic form, the expression of which changes in the different subdomains of the $r$-range. In each of these, the $\gamma"(r)$…
In this expository and survey paper, along one of main lines of bounding the ratio of two gamma functions, we look back and analyse some inequalities, the complete monotonicity of several functions involving ratios of two gamma or $q$-gamma…
In this paper, we present a more complete version of the minimax theorem established in [7]. As a consequence, we get, for instance, the following result: Let $X$ be a compact, not singleton subset of a normed space $(E,\|\cdot\|)$ and let…
We consider mesh functions which are discrete convex in the sense that their central second order directional derivatives are positive. Analogous to the case of a uniformly bounded sequence of convex functions, we prove that the uniform…
We introduce the notion of one-sided mapping cones of positive linear maps between matrix algebras. These are convex cones of maps that are invariant under compositions by completely positive maps from either the left or right side. The…