Random concave functions (Q2134284): Difference between revisions

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+Polar factorization and monotone rearrangement of vector‐valued functions
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+Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio
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+Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density
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+The Monge–Ampère equation and its link to optimal transportation
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+Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency
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+A Bayesian analysis of some nonparametric problems
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+max-infinitely divisible and max-stable sample continuous processes
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+Shape constraints in economics and operations research
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+Cones generated by random points on half-spheres and convex hulls of Poisson point processes
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+Stochastic Portfolio Theory: an Overview
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+Extremes and related properties of random sequences and processes
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+Introduction to Smooth Manifolds
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+A Bayesian nonparametric approach to log-concave density estimation
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+Theory of Random Sets
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+The geometry of relative arbitrage
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+Exponentially concave functions and a new information geometry
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+Multiplicative Schrödinger problem and the Dirichlet transport
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+Recent progress in log-concave density estimation
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+Log-concavity and strong log-concavity: a review
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+Stochastic and Integral Geometry
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+Nonparametric least squares estimation of a multivariate convex regression function
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+Optimal Transport
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+Entropic measure and Wasserstein diffusion
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+Optimization of relative arbitrage
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+Logarithmic divergences from optimal transport and Rényi geometry
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+Information Geometry in Portfolio Theory
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