probability distributions with bounded unit support

Thread View: sci.math.research

1 messages

[T] Back to Threads [V] Tree View [G] Group Articles

1 total messages Started by Aleksandar M Stankovic Wed, 29 Jul 1992 05:57

#23

Author: 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

Thread Navigation

This is a paginated view of messages in the thread with full content displayed inline.

Messages are displayed in chronological order, with the original post highlighted in green.

Use pagination controls to navigate through all messages in large threads.

Back to All Threads