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hal.structure.identifier
dc.contributor.authorBalabdaoui, Fadoua*
hal.structure.identifier
dc.contributor.authorWellner, Jon*
dc.date.accessioned2015-04-07T11:18:20Z
dc.date.available2015-04-07T11:18:20Z
dc.date.issued2014
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/14877
dc.language.isoenen
dc.subjectairy functionen
dc.subjectBrownian motionen
dc.subjectcorrelation inequalitiesen
dc.subjecthyperbolically monotoneen
dc.subjectlog-concaveen
dc.subjectmonotone function estimationen
dc.subjectPolya frequency functionen
dc.subjectPrekopa–Leindler theoremen
dc.subjectSchoenberg’s theoremen
dc.subjectslope processen
dc.subjectstrongly log-concaveen
dc.subject.ddc519en
dc.titleChernoff’s density is log-concaveen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe 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.en
dc.relation.isversionofjnlnameBernoulli
dc.relation.isversionofjnlvol20en
dc.relation.isversionofjnlissue1en
dc.relation.isversionofjnldate2014
dc.relation.isversionofjnlpages231-244en
dc.relation.isversionofdoihttp://dx;doi.org/10.3150/12-BEJ483en
dc.identifier.urlsitehttp://arxiv.org/abs/1203.0828v2en
dc.relation.isversionofjnlpublisherBernoulli Societyen
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen
hal.author.functionaut
hal.author.functionaut


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