Abstract:In the recent years, the notion of mixability has been developed with applications to optimal transportation, quantitative finance and operations research. An n-tuple of distributions is said to be jointly mixable if there exist n random variables following these distributions and adding up to a constant, called center, with probability one. When the n distributions are identical, we speak of complete mixability. If each distribution has finite mean, the center is obviously the sum of the means. In this paper,… Show more
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