Geometrical Bounds for Variance and Recentered Moments
DOI10.1287/moor.2021.1125zbMath1493.62274arXiv2001.11851OpenAlexW3164291639WikidataQ114058158 ScholiaQ114058158MaRDI QIDQ5076700
Robert J. McCann, Tongseok Lim
Publication date: 17 May 2022
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.11851
varianceconvex dualityinfinite-dimensional linear programmingrandom vectorsisodiametric inequalityLegendre-FenchelDavisPopoviciuBhatiaJungmultidimensional moment bounds
Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Optimality conditions and duality in mathematical programming (90C46) Inequalities and extremum problems involving convexity in convex geometry (52A40) Duality theory (optimization) (49N15)
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Cites Work
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