English

Sets that Support a Joint Distribution

Probability 2026-08-04 v1

Abstract

Given probability distributions μ\mu and ν\nu on measure spaces XX and YY, and a closed set SX×YS \subseteq X \times Y, when is there a probability distribution on X×YX \times Y whose marginals are μ\mu and ν\nu, and whose support is precisely SS? We answer the question when the marginals are discrete, and when the marginals are continuous distributions on the real line. Of special interest is the case where S[0,1]2S \subseteq [0,1]^2 and μ\mu and ν\nu are Lebesgue measure; then the above question is tantamount to ``when is SS the support of a doubly stochastic measure?". The discrete case is generalized to determine when a (possibly infinite) edge-capacitated, node-weighted graph supports a full, nowhere-zero flow; for the continuous case we provide a particularly straightforward characterization when the set in question is regular (i.e., is the closure of its interior).

Cite

@article{arxiv.2608.04135,
  title  = {Sets that Support a Joint Distribution},
  author = {Christopher Coscia and Martin Tassy and Peter Winkler},
  journal= {arXiv preprint arXiv:2608.04135},
  year   = {2026}
}

Comments

22 pages, 5 figures