Chernoff's density is log-concave (Q2444665): Difference between revisions
From MaRDI portal
Created a new Item |
Created claim: Wikidata QID (P12): Q38863667, #quickstatements; #temporary_batch_1706298923732 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q38863667 / rank | |||
Normal rank | |||
Revision as of 22:02, 26 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Chernoff's density is log-concave |
scientific article |
Statements
Chernoff's density is log-concave (English)
0 references
10 April 2014
0 references
Chernoff density, i.e., the density of argmax\((W(t) - t^2)\) for a two-sided Brownian motion \(W\), is shown to be log-concave. A stronger form of log-concavity is conjectured and a partial proof thereof is provided. The proof uses a characterization of Pólya frequency functions due to Schoenberg and a representation for Airy functions due to Merkes and Salmassi.
0 references
Chernoff's density
0 references
two-sided Brownian motion
0 references
log-concavity
0 references
Airy functions
0 references
