We consider the Gaussian correlation inequality for nonsymmetric convex sets. More precisely, if A⊂Rd is convex and the origin 0∈A, then for any ball B centered at the origin, it holds γd(A∩B)≥γd(A)γd(B), where γd is the standard Gaussian measure on Rd. This generalizes Proposition 1...

In this paper we investigate the minimization process of the exact cost function for a continuous review (Q,R) inventory model with non-negative reorder point and fixed lead-time. Backorders are allowed and the unit shortage cost is used to determine the expected annual shortage cost. Provided...

In this paper a new operational definition of Rényi divergence and Rényi entropy is presented. Other operational definitions are mentioned.

Consider a probability measure μ supported by a regular geodesic ball in a manifold. For any p≥1 we define a stochastic algorithm which converges almost surely to the p-mean ep of μ. Assuming furthermore that the functional to minimize is regular around ep, we prove that a natural...

Many cooperative games, especially ones stemming from resource pooling in<br/>queuing or inventory systems, are based on situations in which each player is associated with a single attribute (a real number representing, say, a demand) and in which the cost to optimally serve any sum of attributes is...