Geometrical Bounds for Variance and Recentered Moments

DOI10.1287/MOOR.2021.1125zbMath1493.62274arXiv2001.11851OpenAlexW3164291639WikidataQ114058158 ScholiaQ114058158MaRDI QIDQ5076700

Robert J. McCann, Tongseok Lim

Publication date: 17 May 2022

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.11851

zbMATH Keywords

varianceconvex dualityinfinite-dimensional linear programmingrandom vectorsisodiametric inequalityLegendre-FenchelDavisPopoviciuBhatiaJungmultidimensional moment bounds

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Optimality conditions and duality in mathematical programming (90C46) Inequalities and extremum problems involving convexity in convex geometry (52A40) Duality theory (optimization) (49N15)

Related Items (2)

Classifying minimum energy states for interacting particles: regular simplices ⋮ Generalized barycenters and variance maximization on metric spaces

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