عنوان

Distributions with given Marginals and Moment Problems

شابک

9401155321

شابک

9789401155328

شماره

b546005

عنوان اصلي

Distributions with given Marginals and Moment Problems

نام عام مواد

[Book]

نام نخستين پديدآور

edited by Viktor Beneš, Josef Štěpán.

محل نشرو پخش و غیره

Dordrecht

نام ناشر، پخش کننده و غيره

Springer Netherlands

تاریخ نشرو بخش و غیره

1997

نام خاص و کميت اثر

(320 pages)

متن يادداشت

Preface. Optimal Bounds on the Average of a Rounded-off Observation in the Presence of a Single Moment Condition; G.A. Anastassio. The Complete Solution of a Rounding Problem Under Two Moment Conditions; T. Rychlik. Methods of Realization of Moment Problems with Entropy Maximization; V. Girardin. Matrices of Higher Moments: Some Problems of Representation; E. Kaarik. The Method of Moments in Tomography and Quantum Mechanics; L.B. Klebanov, S.T. Rachev. Moment Problems in Stochastic Geometry; V. Benes. Frechet Classes and Nonmonotone Dependence; M. Scarsini, M. Shaked. Comonotonicity, Rank-Dependent Utilities and a Search Problem; A. Chateauneuf, et al. A Stochastic Ordering Based on a Decomposition of Kendall's Tau; P. Caperaa, et al. Maximum Entropy Distributions with Prescribed Marginals and Normal Score Correlations; M.J.W. Jansen. On Bivariate Distributions with Polya-Aeppli or Luders-Delaporte Marginals; V.E. Piperigou. Boundary Distributions with Fixed Marginals; E.-M. Tiit, H.-L. Helemae. On Approximations of Copulas; X. Li, et al. Joint Distributions of Two Uniform Random Variables When the Sum and Difference are Independent; G. Dall'Aglio. Diagonal Copulas; R.B. Nelsen, G.A. Fredricks. Copulas Constructed from Diagonal Sections; G.A. Fredricks, R.B. Nelsen. Continuous Scaling on a Bivariate Copula; C.M. Cuadras, J. Fortiana. Representation of Markov Kernels by Random Mappings Under Order Conditions; H.G. Kellerer. How to Construct a Two- Dimensional Random Vector with a Given Conditional Structure; J. Stepan. Strassen's Theorem for Group-Valued Charges; A. Hirshberg, R.M. Shortt. The Lancaster's Probabilities on R2 and Their Extreme Points; G. Letac. On Marginalization, Collapsibility andPrecollapsibility; M. Studeny. Moment Bounds for Stochastic Programs in Particular for Recourse Problems; J. Dupa ova. Probabilistic Constrained Programming and Distributions with Given Marginals; T. Szantai. On an -solution of Minimax Problem in Stochastic Programming; V. Ka kova. Bounds for Stochastic Programs Nonconvex Case; T. Visek. Artificial Intelligence, the Marginal Problem and Inconsistency; R. Jirousek. Inconsistent Marginal Problem on Finite Sets; O. K i . Topics in the Duality for Mass Transfer Problems; V.L. Levin. Generalising Monotonicity; C.S. Smith, M. Knott. On Optimal Multivariate Couplings; L. Ruschendorf, L. Uckelmann. Optimal Couplings Between One-Dimensional Distributions; L. Uckelmann. Duality Theorems for Assignments with Upper Bounds; D. Ramachandran, L. Ruschendorf. Bounding the Moments of an Order Statistics if Each k-Tuple is Independent; J.H.B. Kemperman. Subject Index.

متن يادداشت

This volume contains the Proceedings of the 1996 Prague Conference on 'Distributions with Given Marginals and Moment Problems'. It provides researchers with difficult theoretical problems that have direct consequences for applications outside mathematics. Contributions centre around the following two main themes. Firstly, an attempt is made to construct a probability distribution, or at least prove its existence, with a given support and with some additional inner stochastic property defined typically either by moments or by marginal distributions. Secondly, the geometrical and topological structures of the set of probability distributions generated by such a property are studied, mostly with the aim to propose a procedure that would result in a stochastic model with some optimal properties within the set of probability distributions. Topics that are dealt with include moment problems and their applications, marginal problems and stochastic order, copulas, measure theoretic approach, applications in stochastic programming and artificial intelligence, and optimization in marginal problems.
Audience: This book will be of interest to probability theorists and statisticians.

موضوع مستند نشده

Distribution (Probability theory)

موضوع مستند نشده

Distribution (Probability theory) -- Congresses.

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

edited by Viktor Beneš, Josef Štěpán.

مستند نام اشخاص تاييد نشده

Josef Štěpán

مستند نام اشخاص تاييد نشده

Viktor Beneš

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y