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On the Approximation of Random Variables on a Finite Chain

Authors :
A. D. Yashunsky
Source :
Journal of Applied and Industrial Mathematics. 14:581-591
Publication Year :
2020
Publisher :
Pleiades Publishing Ltd, 2020.

Abstract

We consider the transformations of independent random variables over a linearly ordered finite set (a chain) by the join and meet operations. We investigate the possibility of approximating an arbitrary probability distribution on a chain by means of a (possibly iterated) application of the join and meet operations to independent random variables with distributions from a given set. We establish some conditions under which the approximation is impossible and the conditions when it becomes possible.

Details

ISSN :
19904797 and 19904789
Volume :
14
Database :
OpenAIRE
Journal :
Journal of Applied and Industrial Mathematics
Accession number :
edsair.doi.dedup.....a1cceed0e79c9540f56e8d43c8bca73e