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

Probability 2007-05-23 v1 Functional Analysis

Abstract

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.

Keywords

Cite

@article{arxiv.math/0702544,
  title  = {Extreme Points of the Convex Set of Joint Probability Distributions with Fixed Marginals},
  author = {K. R. Parthasarathy},
  journal= {arXiv preprint arXiv:math/0702544},
  year   = {2007}
}