This article introduces and develops a constructive method for
generating random probability measures with a prescribed mean or distribution
of the means. The method involves sequentially generating an array of
barycenters which uniquely defines a probability measure. Basic properties of
the generated measures are presented, including conditions under which almost
all the generated measures are continuous or almost all are purely discrete or
almost all have finite support. Applications are given to models for
average-optimal control problems and to experimental approximation of universal
constants.
Publié le : 1998-08-14
Classification:
Sequential barycenter arrays,
random probability measures,
random distributions,
random homeomorphisms,
distribution of mass,
60A10,
62A15,
60G57,
60G57,
60G30
@article{1024691241,
author = {Hill, Theodore and Monticino, Michael},
title = {Constructions of random distributions via sequential
barycenters},
journal = {Ann. Statist.},
volume = {26},
number = {3},
year = {1998},
pages = { 1242-1253},
language = {en},
url = {http://dml.mathdoc.fr/item/1024691241}
}
Hill, Theodore; Monticino, Michael. Constructions of random distributions via sequential
barycenters. Ann. Statist., Tome 26 (1998) no. 3, pp. 1242-1253. http://gdmltest.u-ga.fr/item/1024691241/