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Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2022, Volume 9, Issue 3, Pages 506–516
DOI: https://doi.org/10.21638/spbu01.2022.311
(Mi vspua30)
 

This article is cited in 1 scientific paper (total in 1 paper)

MATHEMATICS

Probability of hitting a random vector in a polyhedral cone: Majorization aspect

M. I. Revyakov

St Petersburg Department of the Steklov Mathematical Institute, 27, nab. r. Fontanki, St Petersburg, 191023, Russian Federation
Full-text PDF (340 kB) Citations (1)
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Abstract: The article presents conditions under which the probability of a linear combination of random vectors falling into a polyhedral cone is a Schur-concave function of the coefficients of the combination. It is required that the cone 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.
Keywords: rectangular cone, sign-invariant density, logarithmic concavity, G-majorization, preorder within majorization.
Received: 06.02.2022
Revised: 28.02.2022
Accepted: 03.03.2022
English version:
Vestnik St. Petersburg University, Mathematics, 2022, Volume 9, Issue 3, Pages 505–516
DOI: https://doi.org/10.1134/S106345412203013X
Bibliographic databases:
Document Type: Article
UDC: 519.213+517
MSC: 60E15, 60D05
Language: Russian
Citation: M. I. Revyakov, “Probability of hitting a random vector in a polyhedral cone: Majorization aspect”, Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 9:3 (2022), 506–516; Vestn. St. Petersbg. Univ., Math., 9:3 (2022), 505–516
Citation in format AMSBIB
\Bibitem{Rev22}
\by M.~I.~Revyakov
\paper Probability of hitting a random vector in a polyhedral cone: Majorization aspect
\jour Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy
\yr 2022
\vol 9
\issue 3
\pages 506--516
\mathnet{http://mi.mathnet.ru/vspua30}
\crossref{https://doi.org/10.21638/spbu01.2022.311}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4498964}
\transl
\jour Vestn. St. Petersbg. Univ., Math.
\yr 2022
\vol 9
\issue 3
\pages 505--516
\crossref{https://doi.org/10.1134/S106345412203013X}
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  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy
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