共查询到20条相似文献,搜索用时 10 毫秒
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This paper provides some useful results for convex risk measures. In fact, we consider convex functions on a locally convex vector space E which are monotone with respect to the preference relation implied by some convex cone and invariant with respect to some numeraire (‘cash’). As a main result, for any function f, we find the greatest closed convex monotone and cash-invariant function majorized by f. We then apply our results to some well-known risk measures and problems arising in connection with insurance regulation. 相似文献
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S. J. Dilworth Ralph Howard James W. Roberts 《Transactions of the American Mathematical Society》2006,358(8):3413-3445
Let be the standard -dimensional simplex and let . Then a function with domain a convex set in a real vector space is -almost convex iff for all and the inequality holds. A detailed study of the properties of -almost convex functions is made. If contains at least one point that is not a vertex, then an extremal -almost convex function is constructed with the properties that it vanishes on the vertices of and if is any bounded -almost convex function with on the vertices of , then for all . In the special case , the barycenter of , very explicit formulas are given for and . These are of interest, as and are extremal in various geometric and analytic inequalities and theorems.
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Given an arbitrary functiong and a convex functionh, we derive the expression of the conjugate ofg —h via a simple proof. 相似文献
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In this paper we give a simple proof of inequalities of integrals of functions which are the composition of nonnegative continuous convex functions on a vector space Rm and vector-valued functions in a weakly compact subset of a Banach vector space generated by m-spaces for 1?p<+∞. Also, the same inequalities hold if these vector-valued functions are in a weakly* compact subset of a Banach vector space generated by m-spaces instead. 相似文献
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Seven kinds of monotone maps 总被引:20,自引:0,他引:20
Known as well as new types of monotone and generalized monotone maps are considered. For gradient maps, these generalized monotonicity properties can be related to generalized convexity properties of the underlying function. In this way, pure first-order characterizations of various types of generalized convex functions are obtained. 相似文献
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S. Simons 《Transactions of the American Mathematical Society》1998,350(7):2953-2972
In this paper, we derive sufficient conditions for the sum of two or more maximal monotone operators on a reflexive Banach space to be maximal monotone, and we achieve this without any renorming theorems or fixed-point-related concepts. In the course of this, we will develop a generalization of the uniform boundedness theorem for (possibly nonreflexive) Banach spaces. We will apply this to obtain the Fenchel Duality Theorem for the sum of two or more proper, convex lower semicontinuous functions under the appropriate constraint qualifications, and also to obtain additional results on the relation between the effective domains of such functions and the domains of their subdifferentials. The other main tool that we use is a standard minimax theorem.
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In this work we present some new results on convolution and subordination in geometric function theory. We prove that the class of convex functions of order α is closed under convolution with a prestarlike function of the same order. Using this, we prove that subordination under the convex function order α is preserved under convolution with a prestarlike function of the same order. Moreover, we find a subordinating factor sequence for the class of convex functions. The work deals with several ideas and techniques used in geometric function theory, contained in the book Convolutions in Geometric Function Theory by Ruscheweyh (1982). 相似文献
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There are basic equivalent assertions known for operator monotone functions and operator convex functions in two papers by Hansen and Pedersen. In this note we consider their results as correlation problem between two sequences of matrix n-monotone functions and matrix n-convex functions, and we focus the following three assertions at each label n among them:
- (i) f(0)0 and f is n-convex in [0,α),
- (ii) For each matrix a with its spectrum in [0,α) and a contraction c in the matrix algebra Mn,f(cac)cf(a)c,