Orthant probabilities and the attainment of maxima on a vertex of a simplex

dc.creatorPinasco, Damian
dc.creatorSmucler, Ezequiel
dc.creatorZalduendo, Ignacio Martin
dc.date.accessioned2022-08-18T14:07:08Z
dc.date.accessioned2022-10-15T05:03:30Z
dc.date.available2022-08-18T14:07:08Z
dc.date.available2022-10-15T05:03:30Z
dc.date.created2022-08-18T14:07:08Z
dc.date.issued2021-02
dc.identifierPinasco, 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.identifier0024-3795
dc.identifierhttp://hdl.handle.net/11336/165993
dc.identifierCONICET Digital
dc.identifierCONICET
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/4347783
dc.description.abstractWe 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.languageeng
dc.publisherElsevier
dc.relationinfo:eu-repo/semantics/altIdentifier/url/https://www.sciencedirect.com/science/article/pii/S0024379520304961
dc.relationinfo:eu-repo/semantics/altIdentifier/doi/https://doi.org/10.1016/j.laa.2020.10.019
dc.rightshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.rightsinfo:eu-repo/semantics/restrictedAccess
dc.subjectHOMOGENEOUS POLYNOMIAL
dc.subjectORTHANT PROBABILITIES
dc.subjectSIMPLEX
dc.titleOrthant probabilities and the attainment of maxima on a vertex of a simplex
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:ar-repo/semantics/artículo
dc.typeinfo:eu-repo/semantics/publishedVersion


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