1,236 research outputs found

    Bi-log-concave distribution functions

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    Nonparametric statistics for distribution functions F or densities f=F' under qualitative shape constraints provides an interesting alternative to classical parametric or entirely nonparametric approaches. We contribute to this area by considering a new shape constraint: F is said to be bi-log-concave, if both log(F) and log(1 - F) are concave. Many commonly considered distributions are compatible with this constraint. For instance, any c.d.f. F with log-concave density f = F' is bi-log-concave. But in contrast to the latter constraint, bi-log-concavity allows for multimodal densities. We provide various characterizations. It is shown that combining any nonparametric confidence band for F with the new shape-constraint leads to substantial improvements, particularly in the tails. To pinpoint this, we show that these confidence bands imply non-trivial confidence bounds for arbitrary moments and the moment generating function of F

    Aubry sets vs Mather sets in two degrees of freedom

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    We study autonomous Tonelli Lagrangians on closed surfaces. We aim to clarify the relationship between the Aubry set and the Mather set, when the latter consists of periodic orbits which are not fixed points. Our main result says that in that case the Aubry set and the Mather set almost always coincide.Comment: Revised and expanded version. New proof of Lemma 2.3 (formerly Lemma 14
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