Extremal solutions of a general marginal problem
Commentationes Mathematicae Universitatis Carolinae, Tome 32 (1991) no. 4, pp. 743-748
Voir la notice de l'article provenant de la source Czech Digital Mathematics Library
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.
Classification :
28A33, 46A55, 46N30, 52A05, 60B05
Keywords: marginal problem; marginal system; simplicial measure; set of marginal uniqueness
Keywords: marginal problem; marginal system; simplicial measure; set of marginal uniqueness
@article{CMUC_1991__32_4_a16,
author = {Linhartov\'a, Petra},
title = {Extremal solutions of a general marginal problem},
journal = {Commentationes Mathematicae Universitatis Carolinae},
pages = {743--748},
publisher = {mathdoc},
volume = {32},
number = {4},
year = {1991},
mrnumber = {1159821},
zbl = {0751.60006},
language = {en},
url = {http://geodesic.mathdoc.fr/item/CMUC_1991__32_4_a16/}
}
Linhartová, Petra. Extremal solutions of a general marginal problem. Commentationes Mathematicae Universitatis Carolinae, Tome 32 (1991) no. 4, pp. 743-748. http://geodesic.mathdoc.fr/item/CMUC_1991__32_4_a16/