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dc.contributor.author
Pinasco, Damian
dc.contributor.author
Smucler, Ezequiel
dc.contributor.author
Zalduendo, Ignacio Martin
dc.date.available
2022-08-18T14:07:08Z
dc.date.issued
2021-02
dc.identifier.citation
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
dc.identifier.issn
0024-3795
dc.identifier.uri
http://hdl.handle.net/11336/165993
dc.description.abstract
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.
dc.format
application/pdf
dc.language.iso
eng
dc.publisher
Elsevier
dc.rights
info:eu-repo/semantics/restrictedAccess
dc.rights.uri
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.subject
HOMOGENEOUS POLYNOMIAL
dc.subject
ORTHANT PROBABILITIES
dc.subject
SIMPLEX
dc.subject.classification
Matemática Pura
dc.subject.classification
Matemáticas
dc.subject.classification
CIENCIAS NATURALES Y EXACTAS
dc.subject.classification
Estadística y Probabilidad
dc.subject.classification
Matemáticas
dc.subject.classification
CIENCIAS NATURALES Y EXACTAS
dc.title
Orthant probabilities and the attainment of maxima on a vertex of a simplex
dc.type
info:eu-repo/semantics/article
dc.type
info:ar-repo/semantics/artículo
dc.type
info:eu-repo/semantics/publishedVersion
dc.date.updated
2022-08-16T18:15:59Z
dc.journal.volume
610
dc.journal.pagination
785-803
dc.journal.pais
Países Bajos
dc.journal.ciudad
Amsterdam
dc.description.fil
Fil: Pinasco, Damian. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad Torcuato Di Tella; Argentina
dc.description.fil
Fil: Smucler, Ezequiel. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad Torcuato Di Tella; Argentina
dc.description.fil
Fil: Zalduendo, Ignacio Martin. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad Torcuato Di Tella; Argentina
dc.journal.title
Linear Algebra and its Applications
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/url/https://www.sciencedirect.com/science/article/pii/S0024379520304961
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/https://doi.org/10.1016/j.laa.2020.10.019
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