Stochastic domination for iterated convolutions and catalytic majorization (Q731726): Difference between revisions

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Latest revision as of 10:52, 30 July 2024

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Stochastic domination for iterated convolutions and catalytic majorization
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    Stochastic domination for iterated convolutions and catalytic majorization (English)
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    8 October 2009
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    Let \(\mu\) and \(\nu\) be two probability measures on \(\mathbb R\), and denote the corresponding \(n\)-order convolutions by \(\mu^{*n}\) and \(\nu^{*n}\). Furthermore, denote by \(\leq_{\mathrm{st}}\) the ordinary stochastic order. If \(\mu\leq_{\mathrm{st}}\nu\) then \(\mu^{*n}\leq_{\mathrm{st}}\nu^{*n}\) for all \(n\geq2\). However, \(\mu^{*n}\leq_{\mathrm{st}}\nu^{*n}\) does not necessarily imply \(\mu^{*(n+1)}\leq_{\mathrm{st}}\nu^{*(n+1)}\) or \(\mu^{*(n-1)}\leq_{\mathrm{st}}\nu^{*(n-1)}\). The authors give a necessary and sufficient condition for the existence of an \(n\) such that \(\mu^{*n}\leq_{\mathrm{st}}\nu^{*n}\) for two given probability measures \(\mu\) and \(\nu\). As a consequence they obtain a similar theorem on the majorization order for vectors in \(\mathbb R^d\). An application involving catalysis in quantum information theory is described.
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    stochastic domination
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    iterated convolutions
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    large deviations
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    majorization
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    catalysis
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