Bi-log-concavity: some properties and some remarks towards a multi-dimensional extension

DOI10.1214/19-ECP266MaRDI QIDQ2332989zbMATH OpenOpenAlexFDO

Authors Adrien Saumard

Publication date 6 November 2019

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1903.07347, https://projecteuclid.org/euclid.ecp/1569895736

zbMATH Keywords

isoperimetric constantlog-concavitybi-log-concavity

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15)

Abstract: Bi-log-concavity of probability measures is a univariate extension of the notion of log-concavity that has been recently proposed in a statistical literature. Among other things, it has the nice property from a modelisation perspective to admit some multimodal distributions, while preserving some nice features of log-concave measures. We compute the isoperimetric constant for a bi-log-concave measure, extending a property available for log-concave measures. This implies that bi-log-concave measures have exponentially decreasing tails. Then we show that the convolution of a bi-log-concave measure with a log-concave one is bi-log-concave. Consequently, infinitely differentiable, positive densities are dense in the set of bi-log-concave densities for $L_p-$norms, $pin[1;+infty]$. We also derive a necessary and sufficient condition for the convolution of two bi-log-concave measures to be bi-log-concave. We conclude this note by discussing ways of defining a multi-dimensional extension of the notion of bi-log-concavity. We propose an approach based on a variant of the isoperimetric problem, restricted to half-spaces.

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Cited in

(3)

• Bi-\( s^\ast \)-concave distributions
• Log-concavity and strong log-concavity: a review
• Bi-log-concave distribution functions

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