Convex bodies generated by sublinear expectations of random vectors

DOI10.1016/j.aam.2021.102251zbMath1479.52011arXiv2006.02186OpenAlexW3183499515MaRDI QIDQ820925

Riccardo Turin, Ilya S. Molchanov

Publication date: 29 September 2021

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.02186

zbMATH Keywords

quantilerisk measureconvex floating bodysublinear expectationcentroid bodymetronoidUlam floating body

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Geometric probability and stochastic geometry (60D05) Order statistics; empirical distribution functions (62G30) Approximation by convex sets (52A27) Random convex sets and integral geometry (aspects of convex geometry) (52A22)

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