Probability of random vector Hitting a polyhedral cone: majorization aspect

DOI10.1134/S106345412203013XMaRDI QIDQ2103887zbMATH OpenOpenAlexWikidataFDO

Authors M. I. Revyakov

Publication date 9 December 2022

Published in Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s106345412203013x

zbMATH Keywords

logarithmic concavity\(G\)-majorizationpreorder inside majorizationrectangular conesign-invariant density

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Means (26E60) Random convex sets and integral geometry (aspects of convex geometry) (52A22)

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Cites work

• scientific article; zbMATH DE number 192648 (Why is no real title available?)
• A Theorem on Convex Sets with Applications
• Concentration inequalities for Gauss-Markov estimators
• Inequalities: theory of majorization and its applications
• Peakedness of Distributions of Convex Combinations
• Reflection groups, generalized Schur functions, and the geometry of majorization
• Schur-convex functions of the 2nd order on $\mathbb {R}^n$

Cited in

(2)

• Calculation of the probability that a normal random vector lies in a circular cone
• Probability of random vector hitting truncated polyhedral cone: majorization aspect

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