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相关论文: On the number of extreme measures with fixed margi…

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By using a quantum probabilistic approach we obtain a description of the extreme points of the convex set of all joint probability distributions on the product of two standard Borel spaces with fixed marginal distributions.

概率论 · 数学 2007-05-23 K. R. Parthasarathy

In this note we study the maximal perimeter of a convex set in $\mathbb{R}^n$ with respect to various classes of measures. Firstly, we show that for a probability measure $\mu$ on $ \mathbb{R}^n$, satisfying very mild assumptions, there…

度量几何 · 数学 2019-05-01 Galyna V. Livshyts

A planar point set is in convex position precisely when it has a convex polygonization, that is, a polygonization with maximum interior angle measure at most \pi. We can thus talk about the convexity of a set of points in terms of the…

计算几何 · 计算机科学 2014-09-16 Danny Rorabaugh

In this paper we consider the unbounded local completely positive and local completely contractive maps on maximal tensor product of unital locally C*-algebras and discuss on extremal points of certain convex subsets in the set of such…

算子代数 · 数学 2023-12-27 Maria Joita

Given an irreducible subshift of finite type X, a subshift Y, a factor map \pi : X \to Y, and an ergodic invariant measure \nu on Y, there can exist more than one ergodic measure on X which projects to \nu and has maximal entropy among all…

动力系统 · 数学 2007-05-23 Karl Petersen , Anthony Quas , Sujin Shin

In this paper we shall consider some famous means such as arithmetic, harmonic, geometric, root square mean, etc. Considering the difference of these means, we can establish. some inequalities among them. Interestingly, the difference of…

信息论 · 计算机科学 2011-03-29 Inder Jeet Taneja

We present a necessary and sufficient condition for a finite dimensional density matrix to be an extreme point of the convex set of density matrices with positive partial transpose with respect to a subsystem. We also give an algorithm for…

量子物理 · 物理学 2009-11-13 Jon Magne Leinaas , Jan Myrheim , Eirik Ovrum

We show the existence of Lebesgue-equivalent conservative and ergodic $\sigma$-finite invariant measures for a wide class of one-dimensional random maps consisting of piecewise convex maps. We also estimate the size of invariant measures…

动力系统 · 数学 2023-03-21 Tomoki Inoue , Hisayoshi Toyokawa

We study constrained selection sets of random closed sets defined on a non-atomic probability space. Given a random interval $Y=[y_L,y_U]$ and scalar constraints on the expectation or the median of admissible selections, we characterize the…

概率论 · 数学 2026-03-20 Arie Beresteanu , Behrooz Moosavi Rameznzadeh

We consider random i.i.d. samples of absolutely continuous measures on bounded connected domains. We prove an upper bound on the $\infty$-transportation distance between the measure and the empirical measure of the sample. The bound is…

概率论 · 数学 2014-07-07 Nicolás García Trillos , Dejan Slepčev

In this paper, we compute the tightest possible bounds on the probability that the optimal value of a combinatorial optimization problem in maximization form with a random objective exceeds a given number, assuming only knowledge of the…

最优化与控制 · 数学 2022-11-24 Divya Padmanabhan , Selin Damla Ahipasaoglu , Arjun Ramachandra , Karthik Natarajan

We consider the problem of lower bounding a generalized Minkowski measure of subsets of a convex body with a log-concave probability measure, conditioned on the set size. A bound is given in terms of diameter and set size, which is sharp…

泛函分析 · 数学 2007-05-23 Ravi Montenegro

We introduce the concepts of max-closedness and numeraires of convex subsets in the nonnegative orthant of the topological vector space of all random variables built over a probability space, equipped with a topology consistent with…

泛函分析 · 数学 2014-10-06 Constantinos Kardaras

The likelihood function of a finite mixture model is a non-convex function with multiple local maxima and commonly used iterative algorithms such as EM will converge to different solutions depending on initial conditions. In this paper we…

机器学习 · 计算机科学 2016-08-19 Elad Mezuman , Yair Weiss

We characterize when a convex risk measure associated to a law-invariant acceptance set in $L^\infty$ can be extended to $L^p$, $1\leq p<\infty$, preserving finiteness and continuity. This problem is strongly connected to the statistical…

风险管理 · 定量金融 2014-01-15 Pablo Koch-Medina , Cosimo Munari

We prove existence of (at most denumerable many) absolutely continuous invariant probability measures for random one-dimensional dynamical systems with asymptotic expansion. If the rate of expansion (Lyapunov exponents) is bounded away from…

动力系统 · 数学 2014-11-18 Vitor Araujo , Javier Solano

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…

泛函分析 · 数学 2021-04-13 Biagio Ricceri

For a given element $f\in L^1$ and a convex cone $C\subset L^\infty$, $C\cap L^\infty_+=\{0\}$ we give necessary and sufficient conditions for the existence of an element $g\ge f$ lying in the polar of $C$. This polar is taken in…

泛函分析 · 数学 2007-05-23 Dmitry Rokhlin , Walter Schachermayer

Known Bernstein-type upper bounds on the tail probabilities for sums of independent zero-mean sub-exponential random variables are improved in several ways at once. The new upper bounds have a certain optimality property.

概率论 · 数学 2022-08-15 Iosif Pinelis

Building on recent results regarding symmetric probabilistic constructions of countable structures, we provide a method for constructing probability measures, concentrated on certain classes of countably infinite structures, that are…

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