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Monday, June 06, 2016

Majorization and Schur-convexity

Majorization 

A real vector b=(b1,,bn) is said to majorize a=(a1,,an), denote ab   if

  1.  ni=1ai=ni=1bi, and
  2. ni=ka(i)ni=kb(i), k=2,,n
where a(1)a(n), b(1)b(n) are a and b arranged in increasing order. 

A function ϕ(a) symmetric in the coordinates of a=(a1,,an) is said to be Schur-concave if  ab implies ϕ(a)ϕ(b).  

A function ϕ(a) is Schur-convex if ϕ(a) is Schur-concave.

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