Back to Search Start Over

Minimal L^p-Densities with Prescribed Marginals

Authors :
Guasoni, Paolo
Mayerhofer, Eberhard
Zhao, Mingchuan
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

Details

Database :
arXiv
Journal :
Bernoulli Volume 27, Number 1 (2021), 576-585
Publication Type :
Report
Accession number :
edsarx.2004.05028
Document Type :
Working Paper