The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
From MaRDI portal
Publication:3227133
DOI10.2307/2032333zbMath0066.37402OpenAlexW4235034398MaRDI QIDQ3227133
Publication date: 1955
Full work available at URL: https://doi.org/10.2307/2032333
Cites Work
Related Items (only showing first 100 items - show all)
Cluster sets for a generalized law of the iterated logarithm in Banach spaces ⋮ Level sets of additive Lévy processes ⋮ The integral of an invariant unimodal function over an invariant convex set—an inequality and applications ⋮ Mesures Gaussiennes sur un espace localement convexe ⋮ Modeling with a large class of unimodal multivariate distributions ⋮ The extremal process of critical points of the pure \(p\)-spin spherical spin Glass model ⋮ Matrix equivalence classes with applications ⋮ On the asymptotic accuracy of the bootstrap under arbitrary resampling size ⋮ Unimodality and Dominance For Symmetric Random Vectors ⋮ Exact Lower and Upper Bounds for Gaussian Measures ⋮ The Brunn-Minkowski inequality ⋮ Some conjectures aboutLp norms of k-plane transforms ⋮ Efficient estimation in a nonlinear counting-process regression model ⋮ Regularity properties of the solution to a stochastic heat equation driven by a fractional Gaussian noise on \(\mathbb{S}^2\) ⋮ Lower functions and Chung's LILs of the generalized fractional Brownian motion ⋮ IG-symmetry and R-symmetry: Interrelations and applications to the inverse Gaussian theory ⋮ A lim inf result for the increments of the Wiener process under the \(L_ 2\)-norm ⋮ A characterization of limiting distributions of regular estimates ⋮ Dimensional properties of fractional Brownian motion ⋮ A goodness-of-fit process for ARMA(\(p\),\(q\)) models based on a modified residual autocorrelation sequence ⋮ Precise asymptotics in the law of the logarithm for random fields in Hilbert space ⋮ Singular values of Gaussian matrices and permanent estimators ⋮ Small deviations and Chung’s law of iterated logarithm for a hypoelliptic Brownian motion on the Heisenberg group ⋮ Pricing of Volume-Weighted Average Options: Analytical Approximations and Numerical Results ⋮ On stochastic majorization of the eigenvalues of a Wishart matrix ⋮ P-Values for Two-Sided Tests ⋮ Chung's law of the iterated logarithm for subfractional Brownian motion ⋮ On the change–point problem ⋮ Unnamed Item ⋮ Gaussian measures on linear spaces ⋮ A new approach to tests and confidence bands for distribution functions ⋮ Entropic exercises around the Kneser–Poulsen conjecture ⋮ Strong local nondeterminism and exact modulus of continuity for isotropic Gaussian random fields on compact two-point homogeneous spaces ⋮ Consistency of \(p\)-norm based tests in high dimensions: characterization, monotonicity, domination ⋮ Efficient computation of the zeros of the Bargmann transform under additive white noise ⋮ Packing dimension of the range of a Lévy process ⋮ Overparameterized maximum likelihood tests for detection of sparse vectors ⋮ On the moment convergence rates of LIL in Hilbert space ⋮ On maximization of the integral of a bell‐shaped function over a symmetric set ⋮ Exact uniform modulus of continuity for \(q\)-isotropic Gaussian random fields ⋮ The critical 2d stochastic heat flow is not a Gaussian multiplicative chaos ⋮ Extremal Dependence-Based Specification Testing of Time Series ⋮ Dynamics for spherical spin glasses: disorder dependent initial conditions ⋮ The smoothed complexity of Frank-Wolfe methods via conditioning of random matrices and polytopes ⋮ Bayes minimax estimation under power priors of location parameters for a wide class of spherically symmetric distributions ⋮ Bounds and Approximations for Distributions of Weighted Kolmogorov-Smirnov Tests ⋮ Quantifying the cost of simultaneous non-parametric approximation of several samples ⋮ Concentration order on a metric space, with some statistical applications ⋮ Symmetric rearrangements around infinity with applications to Lévy processes ⋮ Favourite sites of transient Brownian motion ⋮ Small ball probabilities for integrals of weighted Brownian motion ⋮ Sparsity-promoting and edge-preserving maximum a posteriori estimators in non-parametric Bayesian inverse problems ⋮ L2RM: Low-Rank Linear Regression Models for High-Dimensional Matrix Responses ⋮ On the symmetry function of a convex set ⋮ A Spherical Surface Measure Inequality for Convex Sets ⋮ Sample path properties of bifractional Brownian motion ⋮ Convergence rates of the LIL for random fields in Hilbert spaces ⋮ On uniform consistency of nonparametric tests. I ⋮ Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields ⋮ Stable Measure of a Small Ball ⋮ Small deviations of weighted fractional processes and average non–linear approximation ⋮ Nonparametric notions of multivariate scatter measure and more scattered based on statistical depth functions ⋮ On the Power of Adaptive Information for Functions with Singularities ⋮ Evaluating the small deviation probabilities for subordinated Lévy processes ⋮ Convex set functions in \(d\)-space ⋮ Questions liées à la théorie des espaces de Wiener ⋮ Local nondeterminism and the exact modulus of continuity for stochastic wave equation ⋮ Monotonicity of certain multivariate normal probabilities ⋮ On frequentist coverage errors of Bayesian credible sets in moderately high dimensions ⋮ On the probability of a symmetric stable process crossing a bottom outer boundary ⋮ Anderson Inequality is Strict for Gaussian and Stable Measures ⋮ A relation between Chung's and Strassen's laws of the iterated logarithm ⋮ Unnamed Item ⋮ Multiple points of Gaussian random fields ⋮ A local time curiosity in random environment ⋮ Asymptotic efficiency of the maximum likelihood estimator ⋮ New goodness-of-fit tests and their application to nonparametric confidence sets ⋮ Unnamed Item ⋮ Maximum probability estimators ⋮ A generalized monotone character of d.f.'s and moments of statistics from some well-known populations ⋮ Some inequalities for symmetric convex sets with applications ⋮ Asymptotically optimal estimation in misspecified time series models ⋮ On estimation and adaptive estimation for locally asymptotically normal families ⋮ The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism ⋮ Product-convolution of R-symmetric unimodal distributions: an analogue of Wintner's theorem ⋮ Chung’s law for integrated Brownian motion ⋮ Straight-line models in star-shaped mixtures ⋮ On estimator efficiency in stochastic processes ⋮ On the limiting distribution of a sequence of estimators with uniformity property ⋮ Some generalizations of the T-method in simultaneous inference ⋮ On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions. ⋮ A Gaussian correlation inequality and its applications to the existence of small ball constant. ⋮ Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion ⋮ A specification test for dynamic conditional distribution models with function-valued parameters ⋮ AdaBoost and robust one-bit compressed sensing ⋮ The Poincaré maps of a slow-fast stochastic system ⋮ Exact moduli of continuity for operator-scaling Gaussian random fields ⋮ Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields ⋮ Graph-Based Regularization for Regression Problems with Alignment and Highly Correlated Designs ⋮ Learning models with uniform performance via distributionally robust optimization
This page was built for publication: The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities