The isoperimetric problem for convex hulls and large deviations rate functionals of random walks

DOI10.1016/J.SPA.2024.104519MaRDI QIDQ6657404zbMATH OpenFDO

Authors Vladislav V. Vysotsky

Publication date 6 January 2025

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2024.104519

zbMATH Keywords

convex hullconvexificationEuler-Lagrange equationisoperimetric problemlarge deviationsrandom walkrate functionalrearrangement inequality

Mathematics Subject Classification ID

Optimality conditions for free problems in one independent variable (49K05) Inequalities and extremum problems involving convexity in convex geometry (52A40) Geometric probability and stochastic geometry (60D05) Large deviations (60F10) Sums of independent random variables; random walks (60G50)

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• The Isoperimetric Problem in the Minkowski Plane
• The Wulff theorem revisited
• When is the rate function of a random vector strictly convex?

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