English

Recovering a Gaussian distribution from its minimum

Probability 2016-04-12 v2

Abstract

Let X=(X1,X2,X3)X=(X_1,X_2, X_3) be a Gaussian random vector such that XN(0,Σ)X\sim \mathcal{N} (0,\Sigma). We consider the problem of determining the matrix Σ\Sigma, up to permutation, based on the knowledge of the distribution of Xmin:=min(X1,X2,X3)X_{\mathrm{min}}:=\min(X_1, X_2, X_3). Particularly, we establish a connection between this identification problem and a geometric identification problem in the context of the theory of the circular radon transform.

Cite

@article{arxiv.1508.02092,
  title  = {Recovering a Gaussian distribution from its minimum},
  author = {Ricardo Restrepo and Carlos Marín and Jose Solano},
  journal= {arXiv preprint arXiv:1508.02092},
  year   = {2016}
}
R2 v1 2026-06-22T10:29:35.475Z