Theorem · version 1

The earlier ordinary log-concavity theorem

Statement

The density of argmaxₜ∈ℝ{W(t)−t²}, for two-sided standard Brownian motion W, is log-concave.

Assumptions

  • Ordinary log-concavity requires nonnegative curvature, without a uniform strictly positive lower bound.
Distribution
Z = argmax{W(t)−t²}, standard W
Curvature requirement
κ(x) ≥ 0 for all x
Uniform positive constant
Not required

Evidence

Source reports

Connections

In this problem · publication v8

Strong log-concavity of the Chernoff density →

Supporting result · Proved

Related statements

The newer theorem strengthens ordinary log-concavity for the same distribution to a uniform strictly positive curvature bound.

A strictly positive pointwise second derivative alone does not give a uniform lower bound.

Details & sources
The earlier ordinary log-concavity theorem →

Proved · version 1

The density of argmaxₜ∈ℝ{W(t)−t²}, for two-sided standard Brownian motion W, is log-concave.

  • Ordinary log-concavity requires nonnegative curvature, without a uniform strictly positive lower bound.

Scope: Ordinary log-concavity requires nonnegative curvature, without a uniform strictly positive lower bound.

Uniform positive curvature of the Chernoff density →

Proved · version 1

For Z=argmax⁡t∈R{W(t)−t2}Z=\operatorname*{argmax}_{t\in\mathbb R}\{W(t)-t^2\}, with W two-sided standard Brownian motion and density f, inf⁡x∈R−(log⁡f)′′(x)>0\inf_{x\in\mathbb R}-(\log f)^{\prime\prime}(x)>0.

  • The lower bound is uniform over the whole real line. Strict positivity at each point alone would not establish this infimum bound.

Scope: The lower bound is uniform over the whole real line. Strict positivity at each point alone would not establish this infimum bound.

Relationship not independently reviewed.

Connection in Strong log-concavity of the Chernoff density →

Relationship not independently reviewed. This concerns its use in this problem.

Sources

Chernoff’s density is log-concave →

  • Log-concavity theorem and Conjecture 3.1 → · Original passage ↗
    Recorded wording

    Ordinary log-concavity is established, and uniform positive negative log-curvature is proposed as a stronger property of the same Chernoff density.

    paraphrase · Linked proof prose is not republished. Any copied graph data is CC0, as specified by its archive.

Fadoua Balabdaoui · Jon A. Wellner · Published · Publication date Feb 5, 2014

Source-reported results and external checks are separate from independent OpenMath assessment.

Revision & attribution

Source revision: v2. Observed Oct 14, 2026.

No AI contribution is reported in this selected source.

Chernoff’s Density Is Strongly Log-Concave →

  • Theorem 1 and Section 5 → · Original passage ↗
    Recorded wording

    The paper establishes v(x) > 0 and v(x) ≥ 4x for the normalized one-sided factor, hence κ(x) > 4|x| and inf κ > 0 for the Chernoff density.

    paraphrase · Linked proof prose is not republished. Any copied graph data is CC0, as specified by its archive.

Xianyang Zhang · Quan Zhou · Preprint · Publication date Jul 21, 2026

Source-reported results and external checks are separate from independent OpenMath assessment.

Revision & attribution

Source revision: v1. Observed Oct 14, 2026.

The authors attribute the proof to GPT-5.6 Sol, describe an initial algebraic failure and later corrected approaches, and report carefully checking the argument and revising the exposition.

History

Statement versions

Statement versions and problem publication versions are separate. A new publication can update context or sources while retaining the same statement.

Assessment history · 1

Assessments retained in these publication records. Earlier statement versions retain their own source histories.

Record details
Claim ID
claim-chernoff-ordinary-log-concavity
Statement version
1
SHA-256
556eb81ea757177dff8c7300d47578bd08bde12306f5e0a6c8c8f51e163fad27

Publication records