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Distributions with given Marginals and Moment Problems (Hardcover, 1997 ed.)
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Distributions with given Marginals and Moment Problems (Hardcover, 1997 ed.)
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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 cations outside of mathematics. The
relevant research aims centered mainly along the following lines
that very frequently met each other to provide sur prizing and
useful results: -To construct a probability distribution (to prove
its existence, at least) with a given support and with some
additional inner stochastic property defined typically either by
moments or by marginal distributions. -To study the geometrical and
topological structure of the set of prob ability distributions
generated by such a property 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. These
research aims characterize also, though only very generally, the
scientific program of the 1996 conference "Distributions with given
marginals and moment problems" held at the beginning of September
in Prague, Czech Republic, to perpetuate the tradition and
achievements of the closely related 1990 Roma symposium "On Frechet
Classes" 1 and 1993 Seattle" AMS Summer Conference on Marginal
Problem.""
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