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arXiv 2004.04682math.PRmath.FAmath.MG
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Orthant probabilities and the attainment of maxima on a vertex of a simplex

Damián Pinasco, Ezequiel Smucler, Ignacio Zalduendo

英文摘要:

We calculate bounds for orthant probabilities for the equicorrelated multivariate normal distribution and use these bounds to show the following: for degree $k>4$, the probability that a $k$-homogeneous polynomial in $n$ variables attains a relative maximum on a vertex of the $n$-dimensional simplex tends to one as the dimension $n$ grows. The bounds we obtain for the orthant probabilities are tight up to $\log(n)$ factors.

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