相关论文: Sure Wins, Separating Probabilities and the Repres…
Extension problems for polynomial valuations on different cones of convex functions are investigated. It is shown that for the classes of functions under consideration, the extension problem reduces to a simple geometric obstruction on the…
We obtain convolution inequalities in Lebesgue and Lorentz spaces with power weights when the functions involved are assumed to be radially symmetric. We also present applications of these results to inequalities for Riesz potentials of…
We characterize the solution of a broad class of convex optimization problems that address the reconstruction of a function from a finite number of linear measurements. The underlying hypothesis is that the solution is decomposable as a…
We study disjunctive conic sets involving a general regular (closed, convex, full dimensional, and pointed) cone K such as the nonnegative orthant, the Lorentz cone or the positive semidefinite cone. In a unified framework, we introduce…
Let $C$ be a cone in a locally convex Hausdorff topological vector space $X$ containing $0$. We show that there exists a (essentially unique) nonempty family $\mathscr{K}$ of nonempty subsets of the topological dual $X^\prime$ such that $$…
Fix an integer $h \geq 2$, and let $b_1, \ldots, b_h$ be (not necessarily distinct) positive integers with $\gcd(b_1, \ldots, b_h) = 1$. For any subset $A \subseteq \mathbb{N}$, let $r_A(n)$ denote the number of solutions $(k_1, \ldots,…
Motivated by a long-standing conjecture of Polya and Szeg\"o about the Newtonian capacity of convex bodies, we discuss the role of concavity inequalities in shape optimization, and we provide several counterexamples to the…
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…
We employ the pinching theorem, ensuring that some operators A admit any sequence of contractions as an operator diagonal of A, to deduce/improve two recent theorems of Kennedy-Skoufranis and Loreaux-Weiss for conditional expectations onto…
Take a random variable X with some finite exponential moments. Define an exponentially weighted expectation by E^t(f) = E(e^{tX}f)/E(e^{tX}) for admissible values of the parameter t. Denote the weighted expectation of X itself by r(t) =…
In this expository note, we explain facial structures for the convex cones consisting of positive linear maps, completely positive linear maps, decomposable positive linear maps between matrix algebras, respectively. These will be applied…
We investigate the possibility of replacing the topology of convergence in probability with convergence in $L^1$. A characterization of continuous linear functionals on the space of measurable functions is also obtained.
Given a probability measure space $(X,\Sigma,\mu)$, it is well known that the Riesz space $L^0(\mu)$ of equivalence classes of measurable functions $f: X \to \mathbf{R}$ is universally complete and the constant function $\mathbf{1}$ is a…
An alternative, geometrical proof of a known theorem concerning the decomposition of positive maps of the matrix algebra $M_{2}(\mathbb{C})$ has been presented. The premise of the proof is the identification of positive maps with operators…
Integral representations for continuous polynomial local functionals on convex functions are established in terms of a finite family of polynomials. This result is obtained by approximation from a classification of the dense subspace of…
For a square integrable $m$-dimensional random variable $X$ on a probability space $(\Omega,\Fc,\Pr)$ and a sub sigma algebra $\Ac$, we show that there is a constructive way to represent $X-\Er[X\mid\Ac]$ as the sum of a series of variables…
We consider a general framework for integrable hierarchies in Lax form and derive certain universal equations from which `functional representations' of particular hierarchies (like KP, discrete KP, mKP, AKNS), i.e. formulations in terms of…
In the setup of i.i.d.~observations and a real valued differentiable functional~$T$, locally asymptotic upper bounds are derived for the power of one-sided tests (simple, versus large values of~$T$)and for the confidence probability of…
In this article, we construct semiparametrically efficient estimators of linear functionals of a probability measure in the presence of side information using an easy empirical likelihood approach. We use estimated constraint functions and…
Chapter 1 deals with the problem of the existence of an upper/lower envelope from a convex cone or, more generally, a convex set for functions on the projective limit of vector lattices with values in the completion of the Kantorovich space…