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- Title
EXTREME POINTS OF CERTAIN SETS OF PROBABILITY MEASURES, WITH APPLICATIONS.
- Authors
Karr, Alan F.
- Abstract
Let K be the set of probability measures on a metric space having prescribed values for the integrals of (a finite number of) prescribed functions f//. Extreme points of K are characterized in general. Under a restriction on the fi extreme points and more general faces of K are characterized. Applications to inverse balayage problems, measures with prescribed moments or values of Laplace transforms, measures with prescribed marginal distributions and the queueing system Gl/M/1 are presented.
- Subjects
PROBABILITY measures; METRIC spaces; INTEGRALS; LAPLACE transformation; MARGINAL distributions; QUEUING theory
- Publication
Mathematics of Operations Research, 1983, Vol 8, Issue 1, p74
- ISSN
0364-765X
- Publication type
Article
- DOI
10.1287/moor.8.1.74