2 papers
math.PR2025
On Convex Functions of Gaussian Variables
Maite Fernández-Unzueta, James Melbourne, Gerardo Palafox-Castillo
We investigate a convexity properties for normalized log moment generating function continuing a recent investigation of Chen of convex images of Gaussians. We show that any variab…
math.PR2025
Anti-concentration inequalities for log-concave variables on the real line
Tulio Gaxiola, James Melbourne, Vincent Pigno +1
We prove sharp anti-concentration results for log-concave random variables on the real line in both the discrete and continuous setting. Our approach is elementary and uses majoriz…