2 papers
math.PR2015
A martingale bound for the entropy associated with a trimmed filtration on
Alexei Kulik, Taras Tymoshkevych
Using martingale methods, we provide bounds for the entropy of a probability measure on with the right-hand side given in a certain integral form. As a corollary, i…
math.PR2012
Lift zonoid and barycentric representation on a Banach space with a cylinder measure
Alexei M. Kulik, Taras D. Tymoshkevych
We show that the lift zonoid concept for a probability measure on R^d, introduced in (Koshevoy and Mosler, 1997), leads naturally to a one-to one representation of any interior poi…