| Literature DB >> 24761134 |
Fadoua Balabdaoui1, Jon A Wellner2.
Abstract
We show that the density of Z = argmax{W (t) - t2}, sometimes known as Chernoff's density, is log-concave. We conjecture that Chernoff's density is strongly log-concave or "super-Gaussian", and provide evidence in support of the conjecture.Entities:
Keywords: Brownian motion; Polya frequency function; Prekopa–Leindler theorem; Schoenberg’s theorem; airy function; correlation inequalities; hyperbolically monotone; log-concave; monotone function estimation; slope process; strongly log-concave
Year: 2014 PMID： 24761134 PMCID： PMC3993999 DOI： 10.3150/12-BEJ483
Source DB: PubMed Journal: Bernoulli (Andover) ISSN： 1350-7265 Impact factor: 1.595