Lift zonoid and barycentric representation on a Banach space with a cylinder measure

DOI10.1007/s10986-013-9202-zzbMath1273.60017arXiv1211.2927OpenAlexW2027731516MaRDI QIDQ2393671

Taras D. Tymoshkevych, Alexei M. Kulik

Publication date: 8 August 2013

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.2927

zbMATH Keywords

zonoidlift zonoidbarycentric representationcylinder measure

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items (1)

Lift zonoid order and functional inequalities

Cites Work

• Invariance properties of random vectors and stochastic processes based on the zonoid concept
• Convex measures on locally convex spaces
• Lift zonoids, random convex hulls and the variability of random vectors
• Zonoid trimming for multivariate distributions
• Exchangeability-type properties of asset prices
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