首页    期刊浏览 2025年06月21日 星期六
登录注册

文章基本信息

  • 标题:Bi-log-concavity: some properties and some remarks towards a multi-dimensional extension
  • 本地全文:下载
  • 作者:Adrien Saumard
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2019
  • 卷号:24
  • DOI:10.1214/19-ECP266
  • 语种:English
  • 出版社:Electronic Communications in Probability
  • 摘要:Bi-log-concavity of probability measures is a univariate extension of the notion of log-concavity that has been recently proposed in a statistical literature. Among other things, it has the nice property from a modelisation perspective to admit some multimodal distributions, while preserving some nice features of log-concave measures. We compute the isoperimetric constant for a bi-log-concave measure, extending a property available for log-concave measures. This implies that bi-log-concave measures have exponentially decreasing tails. Then we show that the convolution of a bi-log-concave measure with a log-concave one is bi-log-concave. Consequently, infinitely differentiable, positive densities are dense in the set of bi-log-concave densities for $ L_{p}$-norms, $p\in \left [1,+\infty \right ]$. We also derive a necessary and sufficient condition for the convolution of two bi-log-concave measures to be bi-log-concave. We conclude this note by discussing a way of defining a multi-dimensional extension of the notion of bi-log-concavity.
  • 关键词:bi-log-concavity; isoperimetric constant; log-concavity
国家哲学社会科学文献中心版权所有