probability distributions with bounded unit support

Article View: sci.math.research

Article #23

#23

From: Aleksandar M Stankovic
Date: Wed, 29 Jul 1992 05:57

22 lines
1540 bytes

Hello,

As a part of an optimization problem in random modulation, I need
an efficient description (paramatrization) of the set of all
probability distributions (cumulative distributions) with a
BOUNDED (unit) support.

Specifically, I am looking at a set of characteristic functions (in
probabilistic language, Fourier transforms of prob. distributions) and need a
way to optimize a convex functional over it. If need be, I am ready to shrink
the domain by considering only distributions which are absolutely continuous,
or only the discrete distributions.

Any pointers to literature will be graetly appreciated. I am familiar with 
books by Lukacs, Feller and Kawata. If there is interest, I'll be glad to
post a summary.

Regards,

                               Alex Stankovic
                     
                              amstanko@athena.mit.edu

Technical Details

Message-ID: <1992Jul29.055733.12761@athena.mit.edu>

Path: arc1-ca.pugleaf.net!sparky!uunet!zaphod.mps.ohio-state.edu!mips!sdd.hp.com!ux1.cso.uiuc.edu!news.cso.uiuc.edu!usenet

Show Full Headers

Complete Article Headers

Newsgroups: sci.math.research
Path: arc1-ca.pugleaf.net!sparky!uunet!zaphod.mps.ohio-state.edu!mips!sdd.hp.com!ux1.cso.uiuc.edu!news.cso.uiuc.edu!usenet
From: amstanko@athena.mit.edu (Aleksandar M Stankovic)
Subject: probability distributions with bounded unit support
Nntp-Posting-Host: lees1.mit.edu
Message-ID: <1992Jul29.055733.12761@athena.mit.edu>
Sender: Daniel Grayson <dan@math.uiuc.edu>
Followup-To: poster
X-Submissions-To: sci-math-research@uiuc.edu
Organization: Massachusetts Institute of Technology
X-Administrivia-To: sci-math-research-request@uiuc.edu
Approved: Daniel Grayson <dan@math.uiuc.edu>
Date: Wed, 29 Jul 1992 05:57:33 GMT
Lines: 24