作者：Liu, Yating; Pages, Gilles
作者单位：Universite PSL; Universite Paris-Dauphine; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite Paris Cite; Sorbonne Universite; Centre National de la Recherche Scientifique (CNRS)
摘要：We establish the functional convex order results for two scaled McKean- Vlasov processes X = (X-t)(t is an element of[0 ,T] )and Y = (Y-t)(t is an element of[0 ,T]) defined on a filtered probability space (Omega,F,(F-t)(t >= 0) , P) by{dX(t )= b(t, X-t , mu(t))d(t) + sigma (t, X-t , mu(t))dB(t) , X-0 is an element of L-p(P),dY(t) = b(t,Y-t ,nu(t))d(t) + theta(t, Y-t , nu(t))dB(t) , Y-0 is an element of L-p(P), where p >= 2, for every t is an element of [0 , T ] , mu(t) , nu t denote the probab...
作者：Vechambre, Gregoire
作者单位：Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS
摘要：Wright-Fisher diffusions describe the evolution of the type composition of an infinite haploid population with two types (say type 0 and type 1) subject to neutral reproductions, and possibly selection and mutations. In the present paper we study a Wright-Fisher diffusion in a Levy environment that gives a selective advantage to sometimes one type, sometimes the other. Classical methods using the ancestral selection graph (ASG) fail in the study of this model because of the complexity, resulti...
作者：Elbourne, James m; Palafox -castillo, Gerardo
作者单位：Universidad Autonoma de Nuevo Leon
摘要：We establish a reversal of Lyapunov's inequality for monotone logconcave sequences, settling a conjecture of Havrilla-Tkocz and Melbourne- Tkocz. A strengthened version of the same conjecture is disproved through counter example. We also derive several information theoretic inequalities as consequences. In particular sharp bounds are derived for the varentropy, Renyi entropies, and the concentration of information of monotone logconcave random variables. Moreover, the majorization approach uti...
