Centers of probability measures without the mean
文献类型：期刊论文
| 作者 | Puccetti, Giovanni1; Rigo, Pietro2; Wang, Bin3 ; Wang, Ruodu4
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| 刊名 | JOURNAL OF THEORETICAL PROBABILITY
 |
| 出版日期 | 2019-09-01 |
| 卷号 | 32期号:3页码:1482-1501 |
| 关键词 | Cauchy distribution Complete mixability Joint mixability Multivariate dependence |
| ISSN号 | 0894-9840 |
| DOI | 10.1007/s10959-018-0815-3 |
| 英文摘要 | In the recent years, the notion of mixability has been developed with applications to operations research, optimal transportation, and quantitative finance. An n-tuple of distributions is said to be jointly mixable if there exist n random variables following these distributions and adding up to a constant, called center, with probability one. When the n distributions are identical, we speak of complete mixability. If each distribution has finite mean, the center is obviously the sum of the means. In this paper, we investigate the set of centers of completely and jointly mixable distributions not having a finite mean. In addition to several results, we show the (possibly counterintuitive) fact that, for each n >= 2, there exist n standard Cauchy random variables adding up to a constant C if and only if vertical bar C vertical bar <= n log (n - 1)/pi . |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000476509700016 |
| 出版者 | SPRINGER/PLENUM PUBLISHERS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/35277]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Puccetti, Giovanni |
| 作者单位 | 1.Univ Milan, Dept Econ Management & Quantitat Methods, Milan, Italy 2.Univ Pavia, Dept Math, Pavia, Italy 3.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Random Complex Struct & Data Sci, Beijing, Peoples R China 4.Univ Waterloo, Dept Stat & Actuarial Sci, Waterloo, ON, Canada |
| 推荐引用方式 GB/T 7714 | Puccetti, Giovanni,Rigo, Pietro,Wang, Bin,et al. Centers of probability measures without the mean[J]. JOURNAL OF THEORETICAL PROBABILITY,2019,32(3):1482-1501. |
| APA | Puccetti, Giovanni,Rigo, Pietro,Wang, Bin,&Wang, Ruodu.(2019).Centers of probability measures without the mean.JOURNAL OF THEORETICAL PROBABILITY,32(3),1482-1501. |
| MLA | Puccetti, Giovanni,et al."Centers of probability measures without the mean".JOURNAL OF THEORETICAL PROBABILITY 32.3(2019):1482-1501. |
入库方式： OAI收割
来源：数学与系统科学研究院
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