Theoretical Statistics and Mathematics Unit, ISI Delhi

Extreme Points of the Convex Set of Joint Probability Distributions with Fixed Marginals

by K. R. Parthasarathy

By using a quantum probabilistic approach we obtain a description of the extreme points of the convex set of all joint probability distributions on the product of two standard Borel spaces with fixed marginal distributions.

isid/ms/2007/04 [fulltext]

Click here to return to Preprints Page