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Convex measure information


In measure and probability theory in mathematics, a convex measure is a probability measure that — loosely put — does not assign more mass to any intermediate set "between" two measurable sets A and B than it does to A or B individually. There are multiple ways in which the comparison between the probabilities of A and B and the intermediate set can be made, leading to multiple definitions of convexity, such as log-concavity, harmonic convexity, and so on. The mathematician Christer Borell was a pioneer of the detailed study of convex measures on locally convex spaces in the 1970s.[1][2]

  1. ^ Borell, Christer (1974). "Convex measures on locally convex spaces". Ark. Mat. 12 (1–2): 239–252. doi:10.1007/BF02384761. ISSN 0004-2080.
  2. ^ Borell, Christer (1975). "Convex set functions in d-space". Period. Math. Hungar. 6 (2): 111–136. doi:10.1007/BF02018814. ISSN 0031-5303.

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Convex measure

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In measure and probability theory in mathematics, a convex measure is a probability measure that — loosely put — does not assign more mass to any intermediate...

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Coherent risk measure

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the sublinear property,R is convex, then R is a set-valued convex risk measure. A lower semi-continuous convex risk measure ϱ {\displaystyle \varrho }...

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Convex

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Look up convex or convexity in Wiktionary, the free dictionary. Convex or convexity may refer to: Convex lens, in optics Convex set, containing the whole...

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Logarithmically concave measure

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measure is log-concave. The restriction of the Lebesgue measure to any convex set is also log-concave. By a theorem of Borell, a probability measure on...

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Locally convex topological vector space

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analysis and related areas of mathematics, locally convex topological vector spaces (LCTVS) or locally convex spaces are examples of topological vector spaces...

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Tape measure

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began mass-producing the tape measure. Their product was later sold to Stanley Works. It was Farrand's concave-convex tape that went on to become the...

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Central tendency

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central tendency (or measure of central tendency) is a central or typical value for a probability distribution. Colloquially, measures of central tendency...

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Euler measure

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dimension, the Euler measure of a closed bounded convex polyhedron always equals 1, while the Euler measure of a d-D relative-open bounded convex polyhedron is...

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Concave polygon

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A simple polygon that is not convex is called concave, non-convex or reentrant. A concave polygon will always have at least one reflex interior angle—that...

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Radon measure

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real-valued Radon measures with the dual space of the locally convex space K(X). These real-valued Radon measures need not be signed measures. For example...

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Lens

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the Latin name of the lentil (a seed of a lentil plant), because a double-convex lens is lentil-shaped. The lentil also gives its name to a geometric figure...

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Convex curve

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Examples of convex curves include the convex polygons, the boundaries of convex sets, and the graphs of convex functions. Important subclasses of convex curves...

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Diameter

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{\displaystyle d=2r\qquad {\text{or equivalently}}\qquad r={\frac {d}{2}}.} For a convex shape in the plane, the diameter is defined to be the largest distance that...

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Regular polygon

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equiangular (all angles are equal in measure) and equilateral (all sides have the same length). Regular polygons may be either convex, star or skew. In the limit...

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Geometry

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(geōmetría) 'land measurement'; from γῆ (gê) 'earth, land', and μέτρον (métron) 'a measure') is a branch of mathematics concerned with properties of space such as...

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Dirac measure

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sequence[dubious – discuss]. The Dirac measures are the extreme points of the convex set of probability measures on X. The name is a back-formation from...

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Angle

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decide the sign of the exterior angle measure. In Euclidean geometry, the sum of the exterior angles of a simple convex polygon, if only one of the two exterior...

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Gibbs measure

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The set of Gibbs measures on a system is always convex, so there is either a unique Gibbs measure (in which case the system is said to be "ergodic")...

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Entropic risk measure

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individual is difficult to do. The entropic risk measure is the prime example of a convex risk measure which is not coherent. Given the connection to utility...

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Dynamic risk measure

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_{t}(Y)} [clarification needed] A conditional coherent risk measure is a conditional convex risk measure that additionally satisfies: Conditional positive homogeneity...

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Invariant measure

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collection of ergodic measures, E f ( X ) , {\displaystyle E_{f}(X),} is a subset of M f ( X ) . {\displaystyle M_{f}(X).} Moreover, any convex combination of...

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Hausdorff measure

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normed spaces even convex, that will yield the same H δ d ( S ) {\displaystyle H_{\delta }^{d}(S)} numbers, hence the same measure. In R n {\displaystyle...

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