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09 August 2020
 
  » arxiv » 1412.5350

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Theory of locally concave functions and its applications to sharp estimates of integral functionals
Dmitriy M. Stolyarov ; Pavel B. Zatitskiy ;
Date 17 Dec 2014
AbstractWe prove a duality theorem the computation of certain Bellman functions is usually based on. As a byproduct, we obtain sharp results about the norms of monotonic rearrangements. The main novelty of our approach is a special class of martingales and an extremal problem on this class, which is dual to the minimization problem for locally concave functions.
Source arXiv, 1412.5350
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