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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
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
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
Linking options:
https://www.mathnet.ru/eng/vspua30 https://www.mathnet.ru/eng/vspua/v9/i3/p506
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