Orthant probabilities and the attainment of maxima on a vertex of a simplex

DOI10.1016/J.LAA.2020.10.019MaRDI QIDQ2228133zbMATH OpenOpenAlexFDO

Authors Damián Pinasco, Ezequiel Smucler, Ignacio Zalduendo

Publication date 16 February 2021

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2004.04682

zbMATH Keywords

homogeneous polynomialorthant probabilitiessimplex

Mathematics Subject Classification ID

Inequalities for trigonometric functions and polynomials (26D05) (Spaces of) multilinear mappings, polynomials (46G25) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10)

Abstract: We calculate bounds for orthant probabilities for the equicorrelated multivariate normal distribution and use these bounds to show the following: for degree $k>4$, the probability that a $k$-homogeneous polynomial in $n$ variables attains a relative maximum on a vertex of the $n$-dimensional simplex tends to one as the dimension $n$ grows. The bounds we obtain for the orthant probabilities are tight up to $log(n)$ factors.

Recommendations

• On the measure of polynomials attaining maxima on a vertex
• A probabilistic approach to polynomial inequalities
• Probability bounds for polynomial functions in random variables
• Publication:3470279
• Normal orthant probabilities in the equicorrelation case

Cites work

• A note on the evaluation of the multivariate normal integral
• A probabilistic approach to polynomial inequalities
• An Inequality for Mill's Ratio
• Bounds for the ratio of two gamma functions
• scientific article; zbMATH DE number 2016894 (Why is no real title available?)
• On the measure of polynomials attaining maxima on a vertex
• Orthant probabilities for the equicorrelated multivariate normal distribution
• Partial differential equations in Fischer-Fock spaces for the Hilbert-Schmidt holomorphy type
• Products of polynomials in many variables
• Where do homogeneous polynomials on \(\ell_{1}^{n}\) attain their norm?

Cited in

(2)

• scientific article; zbMATH DE number 4137571 (Why is no real title available?)
• On the measure of polynomials attaining maxima on a vertex

This page was built for publication: Orthant probabilities and the attainment of maxima on a vertex of a simplex

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2228133)