{"title":"The Distributions of the Mean of Random Vectors with Fixed Marginal Distribution","authors":"Andrzej Komisarski, Jacques Labuschagne","doi":"10.1007/s10959-023-01277-2","DOIUrl":null,"url":null,"abstract":"Abstract Using recent results concerning non-uniqueness of the center of the mix for completely mixable probability distributions, we obtain the following result: For each $$d\\in {\\mathbb {N}}$$ <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"> <mml:mrow> <mml:mi>d</mml:mi> <mml:mo>∈</mml:mo> <mml:mi>N</mml:mi> </mml:mrow> </mml:math> and each non-empty bounded Borel set $$B\\subset {\\mathbb {R}}^d$$ <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"> <mml:mrow> <mml:mi>B</mml:mi> <mml:mo>⊂</mml:mo> <mml:msup> <mml:mrow> <mml:mi>R</mml:mi> </mml:mrow> <mml:mi>d</mml:mi> </mml:msup> </mml:mrow> </mml:math> , there exists a d -dimensional probability distribution $$\\varvec{\\mu }$$ <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"> <mml:mrow> <mml:mi>μ</mml:mi> </mml:mrow> </mml:math> satisfying the following: For each $$n\\ge 3$$ <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"> <mml:mrow> <mml:mi>n</mml:mi> <mml:mo>≥</mml:mo> <mml:mn>3</mml:mn> </mml:mrow> </mml:math> and each probability distribution $$\\varvec{\\nu }$$ <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"> <mml:mrow> <mml:mi>ν</mml:mi> </mml:mrow> </mml:math> on B , there exist d -dimensional random vectors $${\\textbf{X}}_{\\varvec{\\nu },1},{\\textbf{X}}_{\\varvec{\\nu },2},\\dots ,{\\textbf{X}}_{\\varvec{\\nu },n}$$ <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"> <mml:mrow> <mml:msub> <mml:mi>X</mml:mi> <mml:mrow> <mml:mrow> <mml:mi>ν</mml:mi> </mml:mrow> <mml:mo>,</mml:mo> <mml:mn>1</mml:mn> </mml:mrow> </mml:msub> <mml:mo>,</mml:mo> <mml:msub> <mml:mi>X</mml:mi> <mml:mrow> <mml:mrow> <mml:mi>ν</mml:mi> </mml:mrow> <mml:mo>,</mml:mo> <mml:mn>2</mml:mn> </mml:mrow> </mml:msub> <mml:mo>,</mml:mo> <mml:mo>⋯</mml:mo> <mml:mo>,</mml:mo> <mml:msub> <mml:mi>X</mml:mi> <mml:mrow> <mml:mrow> <mml:mi>ν</mml:mi> </mml:mrow> <mml:mo>,</mml:mo> <mml:mi>n</mml:mi> </mml:mrow> </mml:msub> </mml:mrow> </mml:math> such that $$\\frac{1}{n}({\\textbf{X}}_{\\varvec{\\nu },1}+{\\textbf{X}}_{\\varvec{\\nu },2}+\\dots +{\\textbf{X}}_{\\varvec{\\nu },n})\\sim \\varvec{\\nu }$$ <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"> <mml:mrow> <mml:mfrac> <mml:mn>1</mml:mn> <mml:mi>n</mml:mi> </mml:mfrac> <mml:mrow> <mml:mo>(</mml:mo> <mml:msub> <mml:mi>X</mml:mi> <mml:mrow> <mml:mrow> <mml:mi>ν</mml:mi> </mml:mrow> <mml:mo>,</mml:mo> <mml:mn>1</mml:mn> </mml:mrow> </mml:msub> <mml:mo>+</mml:mo> <mml:msub> <mml:mi>X</mml:mi> <mml:mrow> <mml:mrow> <mml:mi>ν</mml:mi> </mml:mrow> <mml:mo>,</mml:mo> <mml:mn>2</mml:mn> </mml:mrow> </mml:msub> <mml:mo>+</mml:mo> <mml:mo>⋯</mml:mo> <mml:mo>+</mml:mo> <mml:msub> <mml:mi>X</mml:mi> <mml:mrow> <mml:mrow> <mml:mi>ν</mml:mi> </mml:mrow> <mml:mo>,</mml:mo> <mml:mi>n</mml:mi> </mml:mrow> </mml:msub> <mml:mo>)</mml:mo> </mml:mrow> <mml:mo>∼</mml:mo> <mml:mrow> <mml:mi>ν</mml:mi> </mml:mrow> </mml:mrow> </mml:math> and $${\\textbf{X}}_{\\varvec{\\nu },i}\\sim \\varvec{\\mu }$$ <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"> <mml:mrow> <mml:msub> <mml:mi>X</mml:mi> <mml:mrow> <mml:mrow> <mml:mi>ν</mml:mi> </mml:mrow> <mml:mo>,</mml:mo> <mml:mi>i</mml:mi> </mml:mrow> </mml:msub> <mml:mo>∼</mml:mo> <mml:mrow> <mml:mi>μ</mml:mi> </mml:mrow> </mml:mrow> </mml:math> for $$i=1,2,\\dots ,n$$ <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"> <mml:mrow> <mml:mi>i</mml:mi> <mml:mo>=</mml:mo> <mml:mn>1</mml:mn> <mml:mo>,</mml:mo> <mml:mn>2</mml:mn> <mml:mo>,</mml:mo> <mml:mo>⋯</mml:mo> <mml:mo>,</mml:mo> <mml:mi>n</mml:mi> </mml:mrow> </mml:math> . We also show that the assumption regarding the boundedness of the set B cannot be completely omitted, but it can be substantially weakened.","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"23 1","pages":"0"},"PeriodicalIF":0.8000,"publicationDate":"2023-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Theoretical Probability","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/s10959-023-01277-2","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
Abstract Using recent results concerning non-uniqueness of the center of the mix for completely mixable probability distributions, we obtain the following result: For each $$d\in {\mathbb {N}}$$ d∈N and each non-empty bounded Borel set $$B\subset {\mathbb {R}}^d$$ B⊂Rd , there exists a d -dimensional probability distribution $$\varvec{\mu }$$ μ satisfying the following: For each $$n\ge 3$$ n≥3 and each probability distribution $$\varvec{\nu }$$ ν on B , there exist d -dimensional random vectors $${\textbf{X}}_{\varvec{\nu },1},{\textbf{X}}_{\varvec{\nu },2},\dots ,{\textbf{X}}_{\varvec{\nu },n}$$ Xν,1,Xν,2,⋯,Xν,n such that $$\frac{1}{n}({\textbf{X}}_{\varvec{\nu },1}+{\textbf{X}}_{\varvec{\nu },2}+\dots +{\textbf{X}}_{\varvec{\nu },n})\sim \varvec{\nu }$$ 1n(Xν,1+Xν,2+⋯+Xν,n)∼ν and $${\textbf{X}}_{\varvec{\nu },i}\sim \varvec{\mu }$$ Xν,i∼μ for $$i=1,2,\dots ,n$$ i=1,2,⋯,n . We also show that the assumption regarding the boundedness of the set B cannot be completely omitted, but it can be substantially weakened.
期刊介绍:
Journal of Theoretical Probability publishes high-quality, original papers in all areas of probability theory, including probability on semigroups, groups, vector spaces, other abstract structures, and random matrices. This multidisciplinary quarterly provides mathematicians and researchers in physics, engineering, statistics, financial mathematics, and computer science with a peer-reviewed forum for the exchange of vital ideas in the field of theoretical probability.