Lift zonoid and barycentric representation on a Banach space with a cylinder measure

DOI10.1007/S10986-013-9202-ZzbMATH Open1273.60017arXiv1211.2927OpenAlexW2027731516MaRDI QIDQ2393671FDOQ2393671

A. M. Kulik, Taras Tymoshkevych

Publication date: 8 August 2013

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Abstract: We show that the lift zonoid concept for a probability measure on R^d, introduced in (Koshevoy and Mosler, 1997), leads naturally to a one-to one representation of any interior point of the convex hull of the support of a continuous measure as the barycenter w.r.t. to this measure of either of a half-space, or the whole space. We prove the infinite-dimensional generalization of this representation, which is based on the extension of the lift-zonoid concept for a cylindrical probability measure.

Full work available at URL: https://arxiv.org/abs/1211.2927

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zbMATH Keywords

zonoidlift zonoidbarycentric representationcylinder measure

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Cites Work

• Zonoid trimming for multivariate distributions
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• Exchangeability-type properties of asset prices
• Invariance properties of random vectors and stochastic processes based on the zonoid concept
• Measurable functionals and finitely absolutely continuous measures on Banach spaces

Cited In (2)

• Title not available (Why is that?)
• Lift zonoid order and functional inequalities

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