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Wydział Matematyki, Informatyki i Mechaniki Uniwersytetu Warszawskiego

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Aktualności — Wydarzenia

Sem. Probability


Coherent Distributions on the Square

Prelegent: Stanisław Cichomski

2023-03-09 12:15

Let C denote the family of coherent distributions on [0,1]^2, i.e. all those probability measures m for which there exists a random
vector (X,Y)~m such that X=P(E|G), Y=P(E|H) a.s. for some event E and sigma fields G,H. During the talk, we will:

1) examine the set of extreme points of C and provide its general characterisation;
2) derive several structural properties of extremal coherent measures with finite support,
3) using 1) and 2), analyse the behaviour of sup_C E|X-Y|^N, for N going to infinity.