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4 votes
2 answers
193 views

Minimal coupling

Let $\mu,\nu$ be probability measures defined on a common measure space $(\Omega,\mathcal F)$. A coupling of $\mu,\nu$ is a probability measure $\pi$ on $(\Omega^2,\mathcal F^2)$ with marginals $\mu,\...
pre-kidney's user avatar
  • 1,329
1 vote
2 answers
295 views

Monotonicity of maximum of convex combination of two scaled concave functions

Let $f:R\rightarrow R$ be a concave function with a unique and finite maximum. Let $$g(x, \beta) = \beta f(\alpha \cdot x) + (1-\beta) f((1-\alpha) \cdot x), $$ where $\alpha \in [0,1/2]$ and $\beta \...
ACopt's user avatar
  • 13
1 vote
0 answers
45 views

Inequality Involving Concave Monotonic Function

Assume that $ f: \mathbb{R} \to \mathbb{R}_+ $ is a concave, non-decreasing and positive function. Let $\mathbb{X}$ be a finite set consisting of $ 0\leq x_1 \leq x_2 \leq x_3 \leq \ldots \leq x_n$. ...
Alireza Bakhtiari's user avatar
0 votes
0 answers
38 views

Bounding the error of a truncated moment problem

Let $\{x_{i}\}_{i=1}^{\infty}$ be a non-increasing sequence of non-negative real numbers, and let $\{y_{j}\}_{j=1}^{B}$ be a non-increasing sequence of non-negative real numbers, where $B$ is a finite ...
CWC's user avatar
  • 433
0 votes
0 answers
87 views

Comparison between the expected values of the inverse of the CDF of binomial-distributed random variables

Let us denote with $F(x;j,\mu)$ the cdf of a Binomial distributed random variable with $j$ trial with success probability $\mu$ considered in $x$, and let $f(x;j,\mu)$ be the pmf. Defining $0\leq \...
Marco Max Fiandri's user avatar