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

DOI10.1007/S10986-013-9202-ZMaRDI QIDQ2393671zbMATH OpenOpenAlexFDO

Authors Taras Tymoshkevych, A. M. Kulik

Publication date 8 August 2013

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

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

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)

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.

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Cites work

• scientific article; zbMATH DE number 3344969 (Why is no real title available?)
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Cited in

(3)

• scientific article; zbMATH DE number 2129935 (Why is no real title available?)
• Lift zonoid order and functional inequalities
• Lift expectations of random sets

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