Artículo
Orthant probabilities and the attainment of maxima on a vertex of a simplex
Fecha de publicación:
02/2021
Editorial:
Elsevier
Revista:
Linear Algebra and its Applications
ISSN:
0024-3795
Idioma:
Inglés
Tipo de recurso:
Artículo publicado
Clasificación temática:
Resumen
We calculate bounds for orthant probabilities for the equicorrelated multivariate normal distribution and use these bounds to show the following: for degree k>4, the probability that a k-homogeneous polynomial in n variables attains a local constrained maximum on a vertex of the n-dimensional simplex tends to one as the dimension n grows. The bounds we obtain for the orthant probabilities are tight up to log(n) factors.
Palabras clave:
HOMOGENEOUS POLYNOMIAL
,
ORTHANT PROBABILITIES
,
SIMPLEX
Archivos asociados
Licencia
Identificadores
Colecciones
Articulos(SEDE CENTRAL)
Articulos de SEDE CENTRAL
Articulos de SEDE CENTRAL
Citación
Pinasco, Damian; Smucler, Ezequiel; Zalduendo, Ignacio Martin; Orthant probabilities and the attainment of maxima on a vertex of a simplex; Elsevier; Linear Algebra and its Applications; 610; 2-2021; 785-803
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