Distributions with given Marginals and Moment Problems

Distributions with given Marginals and Moment Problems edited by Viktor Benes, Josef Stepán.

The last decade has seen a remarkable development of the "Marginal and Moment Problems" as a research area in Probability and Statistics. Its attractiveness stemmed from its lasting ability to provide a researcher with difficult theoretical problems that have direct consequences for appli­...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Benes, Viktor (Editor), Stepán, Josef (Editor)
Format: eBook
Language:English
Published: Dordrecht : Springer Netherlands : Imprint: Springer, 1997.
Edition:1st ed. 1997.
Series:Springer eBook Collection.
Subjects:
Probabilities.
Mathematical optimization.
Measure theory.
Cardiology.
Artificial intelligence.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • Optimal bounds on the average of a rounded off observation in the presence of a single moment condition
  • The complete solution of a rounding problem under two moment conditions
  • Methods of realization of moment problems with entropy maximization
  • Matrices of higher moments: some problems of representation
  • The method of moments in tomography and quantum mechanics
  • Moment problems in stochastic geometry
  • Fréchet classes and nonmonotone dependence
  • Comonotonicity, rank-dependent utilities and a search problem
  • A stochastic ordering based on a decomposition of Kendall’s tau
  • Maximum entropy distributions with prescribed marginals and normal score correlations
  • On bivariate distributions with Polya-Aeppli or Lüders-Delaporte marginals
  • Boundary distributions with fixed marginals
  • On approximations of copulas
  • Joint distributions of two uniform random variables when the sum and difference are independent
  • Diagonal copulas
  • Copulas constructed from diagonal sections
  • Continuous scaling on a bivariate copula
  • Representation of Markov kernels by random mappings under order conditions
  • How to construct a two dimensional random vector with a given conditional structure
  • Strassen’s theorem for group-valued charges
  • The Lancaster’s probabilities on R2 and their extreme points
  • On marginalization, collapsibility and precollapsibility
  • Moment bounds for stochastic programs in particular for recourse problems
  • Probabilistic constrained programming and distributions with given marginals
  • On an ?-solution of minimax problem in stochastic programming
  • Bounds for stochastic programs — nonconvex case
  • Artificial intelligence, the marginal problem and inconsistency
  • Inconsistent marginal problem on finite sets
  • Topics in the duality for mass transfer problems
  • Generalising monotonicity
  • On optimal multivariate couplings
  • Optimal couplings between one-dimensional distributions
  • Duality theorems for assignments with upper bounds
  • Bounding the moments of an order statistics if each k-tuple is independent.

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