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**4**

votes

**1**answer

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### Quantitative Version of Jensen's Inequality?

Hi,
I've been looking at situations where Jensen's inequality is almost tight, and found myself proving a lemma that I'm nearly certain exists somewhere in the literature.
The specifics are as ...

**12**

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**0**answers

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### How large are the smallest-area projections of a high-dimensional convex body?

Let $B$ be a convex body in $\mathbb{R}^d$, equipped with its standard Euclidean form, and assume that
$$\intop_B x \, dx = 0$$
$$\frac{1}{|B|_d} \intop_B x_i x_j \, dx = \delta_{ij},$$
a ...

**1**

vote

**2**answers

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### Hessian of function of covariance matrices

Suppose we have a typical logdet function $\mathcal{L}$ with respect to a covariance matrix $\mathbf{A}$,
$$
\mathcal{L}(\mathbf{A}) = \log\vert \mathbf{I} + \mathbf{A}\mathbf{S} \vert - ...

**1**

vote

**1**answer

170 views

### Subgradient of Minimum Eigenvalue

Consider three $N \times N$ Hermitian matrices $A_0$, $A_1$, $A_2$. Consider the function
\begin{align}
f(t_1,t_2)=\lambda_{\text{min}}(A_0+t_1A_1+t_2A_2)
\end{align}
where $\lambda_{\text{min}}$ ...

**0**

votes

**1**answer

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### Exponential Convexity

$\textbf{Definition:}$ 1. A function $h : (a,b)\rightarrow\mathbb{R}$ is exponentially convex if it is continuous
and
$$\sum _{i, j=1}^n\xi_i\xi_jh(x_i+x_j)\geq 0,$$
for all $n\in\mathbb{N}$ and all ...

**3**

votes

**1**answer

158 views

### Characterization of a set in $\mathbb{R}^d$

Let $X= (X_1,\dots, X_d)$ be a fixed vector of random variables on the space $(\Omega, \mathcal{F}, \mathbb{P})$. Consider the following set.
\begin{equation}\label{main12}
C= \{x\in \mathbb{R}^d ~|~ ...