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MATHEMATICS
Probability of random vector hitting in a polyhedral frustum of a cone: Majorization aspect
M. I. Revyakov St. Peterburg Department of the Steklov Mathematical Institute of the Russian Academy of Sciences (POMI RAS), 27, nab. r. Fontanki, St. Peterburg, 191023, Russian Federation
Abstract:
The article presents conditions under which the probability of a linear combination of random vectors falling into a polyhedral oblate (from above) cone, in particular, into frustum of a cone is a Schur-concave function of the vector corresponding this linear combination. It is required that the oblate cone is convex, it contains the point 0, its edges are parallel to the coordinate axes, and the distribution density of vectors is a logarithmically concave sign-invariant function. In addition, the characterization was obtained in differential form functions that preserve one known pre-order, which is inside the majorization pre-order.
Keywords:
frustum of a cone, G-majorization, sign-invariant density, logarithmic concavity, preorder within majorization.
Received: 23.11.2022 Revised: 27.01.2023 Accepted: 31.08.2023
Citation:
M. I. Revyakov, “Probability of random vector hitting in a polyhedral frustum of a cone: Majorization aspect”, Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 11:1 (2024), 131–140
Linking options:
https://www.mathnet.ru/eng/vspua284 https://www.mathnet.ru/eng/vspua/v11/i1/p131
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