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arXiv:1303.3381 [math.PR]AbstractReferencesReviewsResources

Discrete versions of the transport equation and the Shepp-Olkin conjecture

Erwan Hillion, Oliver Johnson

Published 2013-03-14, updated 2016-02-22Version 3

We introduce a framework to consider transport problems for integer-valued random variables. We introduce weighting coefficients which allow us to characterize transport problems in a gradient flow setting, and form the basis of our introduction of a discrete version of the Benamou-Brenier formula. Further, we use these coefficients to state a new form of weighted log-concavity. These results are applied to prove the monotone case of the Shepp-Olkin entropy concavity conjecture.

Comments: Published at http://dx.doi.org/10.1214/14-AOP973 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Journal: Annals of Probability 2016, Vol. 44, No. 1, 276-306
Categories: math.PR, cs.IT, math.IT
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