TWO-POINT EXTREMALS FOR CHARACTERISTIC-FUNCTION DEPENDENCE WITH FIXED MARGINALS

We study the maximal characteristic-function dependence defect when the one-dimensional marginal laws are fixed. The central mechanism is a two-point extremal principle: convex-order relaxation, quantile-split fusions, and two-tangent certificates reduce a high-dimensional coupling problem to explicit one-dimensional extremal problems. For broad classes of symmetric unimodal marginals we obtain exact constants, including the uniform and triangular laws for all \(d\ge3\), and additional compactly supported families in the stated ranges. Under strict hypotheses, attainment is characterized by complete mixability, while Gaussian marginals provide a natural non-attainment example. For general bounded marginals we derive a large-\(d\) expansion in which the leading correction is governed by \[ \frac{\operatorname{Var}X}{(E|X-\operatorname{med}X|)^2}, \] interpreted as the price of fixing the marginal. We also analyze what changes when symmetry is removed, including a sharp \(9/7\) inequality for unimodal laws and the emergence of asymmetric extremal marginals. The paper develops the fixed-marginal branch of the theory introduced in the companion paper on the universal free-law profile.

Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-28
DOI
https://doi.org/10.5281/zenodo.23022042
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
0.00
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
article

TWO-POINT EXTREMALS FOR CHARACTERISTIC-FUNCTION DEPENDENCE WITH FIXED MARGINALS

Alexandr Martinevski
Zenodo (CERN European Organization for Nuclear Research)
Stochastic processes and financial applications
article

TWO-POINT EXTREMALS FOR CHARACTERISTIC-FUNCTION DEPENDENCE WITH FIXED MARGINALS

Alexandr Martinevski
article en

Abstract

We study the maximal characteristic-function dependence defect when the one-dimensional marginal laws are fixed. The central mechanism is a two-point extremal principle: convex-order relaxation, quantile-split fusions, and two-tangent certificates reduce a high-dimensional coupling problem to explicit one-dimensional extremal problems. For broad classes of symmetric unimodal marginals we obtain exact constants, including the uniform and triangular laws for all \(d\ge3\), and additional compactly supported families in the stated ranges. Under strict hypotheses, attainment is characterized by complete mixability, while Gaussian marginals provide a natural non-attainment example. For general bounded marginals we derive a large-\(d\) expansion in which the leading correction is governed by \[ \frac{\operatorname{Var}X}{(E|X-\operatorname{med}X|)^2}, \] interpreted as the price of fixing the marginal. We also analyze what changes when symmetry is removed, including a sharp \(9/7\) inequality for unimodal laws and the emergence of asymmetric extremal marginals. The paper develops the fixed-marginal branch of the theory introduced in the companion paper on the universal free-law profile.

Zenodo (CERN European Organization for Nuclear Research)
Reduced inequalities
Openalex Percentile: Top 7%
Stochastic processes and financial applications
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.

TWO-POINT EXTREMALS FOR CHARACTERISTIC-FUNCTION DEPENDENCE WITH FIXED MARGINALS — Alexandr Martinevski · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS