Cookies?
Library Header Image
LSE Research Online LSE Library Services

Extremal measures maximizing functionals based on simplicial volumes

Pronzato, Luc and Wynn, Henry P. and Zhigljavsky, Anatoly (2016) Extremal measures maximizing functionals based on simplicial volumes. Statistical Papers, 57 (4). pp. 1059-1075. ISSN 0932-5026

[img]
Preview
PDF - Accepted Version
Download (782kB) | Preview

Identification Number: 10.1007/s00362-016-0767-6

Abstract

We consider functionals measuring the dispersion of a d-dimensional distribution which are based on the volumes of simplices of dimension k ≤ d formed by k + 1 independent copies and raised to some power δ. We study properties of extremal measures that maximize these functionals. In particular, for positive δ we characterize their support and for negative δ we establish connection with potential theory and motivate the application to space-filling design for computer experiments. Several illustrative examples are presented.

Item Type: Article
Official URL: http://link.springer.com/journal/362
Additional Information: © 2016 Springer International Publishing AG, Part of Springer Science and Business Media
Subjects: Q Science > QA Mathematics
Sets: Research centres and groups > Centre for the Analysis of Time Series (CATS)
Research centres and groups > Decision Support and Risk Group (DSRG)
Date Deposited: 16 May 2016 11:59
Last Modified: 19 Sep 2017 10:09
URI: http://eprints.lse.ac.uk/id/eprint/66522

Actions (login required)

View Item View Item

Downloads

Downloads per month over past year

View more statistics