Partitioning General Probability Measures
Hill, Theodore P.
Ann. Probab., Tome 15 (1987) no. 4, p. 804-813 / Harvested from Project Euclid
Suppose $\mu_1,\ldots,\mu_n$ are probability measures on the same measurable space $(\Omega, \mathscr{F})$. Then if all atoms of each $\mu_i$ have mass $\alpha$ or less, there is a measurable partition $A_1,\ldots, A_n$ of $\Omega$ so that $\mu_i(A_i) \geq V_n(\alpha)$ for all $i = 1,\ldots, n$, where $V_n(\cdot)$ is an explicitly given piecewise linear nonincreasing continuous function on [0, 1]. Moreover, the bound $V_n(\alpha)$ is attained for all $n$ and all $\alpha$. Applications are given to $L_1$ spaces, to statistical decision theory, and to the classical nonatomic case.
Publié le : 1987-04-14
Classification:  Optimal-partitioning inequalities,  atomic probability measures,  cake-cutting,  fair division problems,  minimax decision rules,  60A10,  28A99,  60E15,  62C20
@article{1176992173,
     author = {Hill, Theodore P.},
     title = {Partitioning General Probability Measures},
     journal = {Ann. Probab.},
     volume = {15},
     number = {4},
     year = {1987},
     pages = { 804-813},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176992173}
}
Hill, Theodore P. Partitioning General Probability Measures. Ann. Probab., Tome 15 (1987) no. 4, pp.  804-813. http://gdmltest.u-ga.fr/item/1176992173/