Constructions of random distributions via sequential barycenters
成果类型：
Article
署名作者：
Hill, T; Monticino, M
署名单位：
University System of Georgia; Georgia Institute of Technology; University of North Texas System; University of North Texas Denton
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
发表日期：
1998
页码：
1242-1253
关键词：
摘要：
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.