Lift zonoid order and functional inequalities

DOI10.1090/S0094-9000-2015-00937-6zbMath1329.60018arXiv1308.2320OpenAlexW2962820252MaRDI QIDQ2944755

Alexei M. Kulik, Taras D. Tymoshkevych

Publication date: 8 September 2015

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.2320

zbMATH Keywords

log-Sobolev inequalityweightlift zonoidshift inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Diffusion processes (60J60) Functional inequalities, including subadditivity, convexity, etc. (39B62) Inequalities involving derivatives and differential and integral operators (26D10)

Related Items (3)

Ornstein-Uhlenbeck Pinball and the Poincaré Inequality in a Punctured Domain ⋮ The Poincaré inequality and logarithmic Sobolev inequality for a spherically censored Gaussian measure ⋮ A Black-Scholes inequality: applications and generalisations

Cites Work

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• The size of singular component and shift inequalities
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• Shift inequalities of Gaussian type and norms of barycentres
• Diffusion approximation of systems with weakly ergodic Markov perturbations. II
• Exchangeability-type properties of asset prices
• Functional Inequalities via Lyapunov conditions

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