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arXiv 2004.05028math.PR
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Minimal L^p-Densities with Prescribed Marginals

Paolo Guasoni, Eberhard Mayerhofer, Mingchuan Zhao

英文摘要:

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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