Academic Journal
Extremal solutions of a general marginal problem
| العنوان: | Extremal solutions of a general marginal problem |
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| المؤلفون: | Linhartová, Petra |
| بيانات النشر: | Charles University in Prague, Faculty of Mathematics and Physics |
| سنة النشر: | 1991 |
| المجموعة: | DML-CZ (Czech Digital Mathematics Library) |
| مصطلحات موضوعية: | keyword:marginal problem, keyword:marginal system, keyword:simplicial measure, keyword:set of marginal uniqueness, msc:28A33, msc:46A55, msc:46N30, msc:52A05, msc:60B05 |
| الوصف: | summary:The characterization of extremal points of the set of probability measures with given marginals is given in the general context of a marginal system. The sets of marginal uniqueness are studied and an example is added to illustrate the theory. |
| نوع الوثيقة: | text |
| وصف الملف: | application/pdf |
| اللغة: | English |
| تدمد: | 0010-2628 1213-7243 |
| Relation: | mr:MR1159821; zbl:Zbl 0751.60006; reference:[1] Arnol'd V.I.: On functions of three variables (in Russian).Dokl. Akad. Nauk USSR 114 (1957), 679-681. MR 0111808; reference:[2] Beneš V., Štěpán J.: The support of extremal probability measures with given marginals.In: Math. Stat. and Prob. Theory A (1987), 33-41. MR 0922685; reference:[3] Beneš V., Štěpán J.: Extremal Solutions in the Marginal Problem.In: Advances in Probability Distributions with Given Marginals, Kluwer Academic Publishers, Dodrecht, 1991, 189-207. MR 1215952; reference:[4] Douglas R.G.: On extremal measures and subspace density.Michigan Math. J. 11 (1964), 243-246. Zbl 0121.33102, MR 0185427; reference:[5] Dunford N., Schwartz J.T.: Linear Operators.Interscience Publishers Inc., New York, 1958. Zbl 0635.47003, MR 0117523; reference:[6] Ersov M.: The Choquet theorem and stochastic equations.Analysis Math. 1 (1975), 259-271. MR 0401995; reference:[7] Hoffmann-Jørgensen J.: The general marginal problem.Lecture Notes in Math. 1242: Functional Analysis II, Springer-Verlag, 1987, 77-367. MR 0906272; reference:[8] Kolmogorov A.N.: On the representation of continuous functions of many variables by superposition of continuous functions of one variable and addition (in Russian).Dokl. Akad. Nauk USSR 114 (1957), 953-956. MR 0111809; reference:[9] Letac G.: Representation des mesures de probabilité sur le produit de deux espaces denombrables, de marges données.Ann. Inst. Fourier 16 (1966), 497-507. Zbl 0141.14801, MR 0200957; reference:[10] Štěpán J.: Simplicial Measures.In: Contributions to Statistics (J. Hájek Memorial Volume), Praha, 1977, 239-251. MR 0561272; reference:[11] Štěpán J.: Probability Measures with Given Expectations.Proc. of the 2nd Prague Symp. on Asympt. Statistics, North Holland, 1979, 315-320. MR 0571198; reference:[12] Štěpán J.: Weak Convergence in Probability Theory (in Czech).Charles University, Prague, 1988, Dr.\thinspace Sc. dissertation.; reference:[13] Štěpán J.: Simplicial Measures and Sets of Uniqueness in Marginal Problem.Statistics and Decisions, 1991, to appear. MR 1257863; reference:[14] Weizsäcker H. von, Winkler G.: Integral representation in the set of solutions of a generalized moment problem.Math. Ann. 246 (1979), 23-32. MR 0554129 |
| الاتاحة: | http://hdl.handle.net/10338.dmlcz/118454 |
| Rights: | access:Unrestricted ; rights:DML-CZ Czech Digital Mathematics Library, http://dml.cz/ ; rights:Institute of Mathematics AS CR, http://www.math.cas.cz/ ; conditionOfUse:http://dml.cz/use |
| رقم الانضمام: | edsbas.A7D4D5CF |
| قاعدة البيانات: | BASE |
| تدمد: | 00102628 12137243 |
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