Minimal L^p-Densities with Prescribed Marginals
Paolo Guasoni, Eberhard Mayerhofer, Mingchuan Zhao

TL;DR
This paper establishes sharp lower bounds for L^p-functions on the hypercube based on their marginal moments, providing explicit solutions for square-integrable functions and solving related nonlinear integral equations.
Contribution
It introduces a novel method to derive unique lower bounds for L^p-functions with prescribed marginals, including explicit formulas for square-integrable cases.
Findings
Derived sharp lower bounds for L^p-functions based on marginals
Solved a system of nonlinear integral equations for these bounds
Provided explicit expressions for square-integrable functions
Abstract
We derive sharp lower bounds for L^p-functions on the n-dimensional unit hypercube in terms of their p-th marginal moments. Such bounds are the unique solutions of a system of constrained nonlinear integral equations depending on the marginals. For square-integrable functions, the bounds have an explicit expression in terms of the second marginals moments.
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Taxonomy
TopicsStochastic processes and financial applications · Advanced Harmonic Analysis Research · Mathematical Approximation and Integration
