Probability of Random Vector Hitting Truncated Polyhedral Cone: Majorization Aspect
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Published:2024-03
Issue:1
Volume:57
Page:89-96
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ISSN:1063-4541
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Container-title:Vestnik St. Petersburg University, Mathematics
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language:en
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Short-container-title:Vestnik St.Petersb. Univ.Math.
Publisher
Pleiades Publishing Ltd
Reference8 articles.
1. M. I. Revyakov, “Probability of random vector hitting a polyhedral cone: Majorization aspect,” Vestn. St. Petersburg Univ.: Math. 55, 321–328 (2022). https://doi.org/10.1134/S106345412203013X
2. A. W. Marshall, I. Olkin, and B. Arnold, Inequalities: Theory of Majorization and Its Applications, 2nd ed. (Springer-Verlag, New York, 2011).
3. N. V. Efimov and E. R. Rozendorn, Linear Algebra and Multidimensional Geometry (Nauka, Moscow, 1969; Mir, Moscow, 1975).
4. M. L. Eaton, “Concentration inequalities for Gauss–Markov estimators,” J. Multivariate Anal. 25, 119–138 (1988).
5. M. L. Eaton and M. D. Perlman, “Reflection groups, generalized Schur functions and the geometry of majorization,” Ann. Probab. 5, 829–860 (1977).