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Minimal L^p-Densities with Prescribed Marginals
- Source :
- Bernoulli Volume 27, Number 1 (2021), 576-585
- Publication Year :
- 2020
-
Abstract
- We derive sharp lower bounds for L^p-functions on the n-dimensional unit hypercube in terms of their p-th marginal moments. Such bounds are the unique solutions of a system of constrained nonlinear integral equations depending on the marginals. For square-integrable functions, the bounds have an explicit expression in terms of the second marginals moments.<br />Comment: 8 pages, 1 figure, some typing issues fixed
- Subjects :
- Mathematics - Probability
26H05, 52A21, 31B10
Subjects
Details
- Database :
- arXiv
- Journal :
- Bernoulli Volume 27, Number 1 (2021), 576-585
- Publication Type :
- Report
- Accession number :
- edsarx.2004.05028
- Document Type :
- Working Paper