Distributions with given Marginals and Moment Problems

  • Viktor Beneš
  • Josef Štěpán

Table of contents

  1. Front Matter
    Pages i-x
  2. L. B. Klebanov, S. T. Rachev
    Pages 35-52
  3. Viktor Beneš
    Pages 53-58
  4. Marco Scarsini, Moshe Shaked
    Pages 59-71
  5. Alain Chateauneuf, Michèle Cohen, Isaac Meilijson
    Pages 73-79
  6. P. Capéraà, A.-L. Fougères, C. Genest
    Pages 81-86
  7. Ene-Margit Tiit, Hele-Liis Helemäe
    Pages 99-106
  8. X. Li, P. Mikusiński, H. Sherwood, M. D. Taylor
    Pages 107-116
  9. Roger B. Nelsen, Gregory A. Fredricks
    Pages 121-128
  10. Gregory A. Fredricks, Roger B. Nelsen
    Pages 129-136
  11. C. M. Cuadras, J. Fortiana
    Pages 137-142
  12. A. Hirshberg, R. M. Shortt
    Pages 173-178
  13. Otakar Kříž
    Pages 235-242
  14. C. S. Smith, M. Knott
    Pages 253-259
  15. L. Rüschendorf, L. Uckelmann
    Pages 261-273
  16. D. Ramachandran, L. Rüschendorf
    Pages 283-290
  17. Back Matter
    Pages 305-309

About this book


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".


Markov kernel Measure Probability distribution Random variable Stent artificial intelligence intelligence optimization programming

Editors and affiliations

  • Viktor Beneš
    • 1
  • Josef Štěpán
    • 2
  1. 1.Department of MathematicsCzech Technical UniversityPragueCzech Republic
  2. 2.Department of StatisticsCharles UniversityPragueCzech Republic

Bibliographic information