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  1. Newsgroups: sci.math.research
  2. Path: sparky!uunet!zaphod.mps.ohio-state.edu!mips!sdd.hp.com!ux1.cso.uiuc.edu!news.cso.uiuc.edu!usenet
  3. From: amstanko@athena.mit.edu (Aleksandar M Stankovic)
  4. Subject: probability distributions with bounded unit support
  5. Nntp-Posting-Host: lees1.mit.edu
  6. Message-ID: <1992Jul29.055733.12761@athena.mit.edu>
  7. Sender: Daniel Grayson <dan@math.uiuc.edu>
  8. Followup-To: poster
  9. X-Submissions-To: sci-math-research@uiuc.edu
  10. Organization: Massachusetts Institute of Technology
  11. X-Administrivia-To: sci-math-research-request@uiuc.edu
  12. Approved: Daniel Grayson <dan@math.uiuc.edu>
  13. Date: Wed, 29 Jul 1992 05:57:33 GMT
  14. Lines: 24
  15.  
  16. Hello,
  17.  
  18. As a part of an optimization problem in random modulation, I need
  19. an efficient description (paramatrization) of the set of all
  20. probability distributions (cumulative distributions) with a
  21. BOUNDED (unit) support.
  22.  
  23. Specifically, I am looking at a set of characteristic functions (in
  24. probabilistic language, Fourier transforms of prob. distributions) and need a
  25. way to optimize a convex functional over it. If need be, I am ready to shrink
  26. the domain by considering only distributions which are absolutely continuous,
  27. or only the discrete distributions.
  28.  
  29. Any pointers to literature will be graetly appreciated. I am familiar with 
  30. books by Lukacs, Feller and Kawata. If there is interest, I'll be glad to
  31. post a summary.
  32.  
  33. Regards,
  34.  
  35.                                Alex Stankovic
  36.                      
  37.                               amstanko@athena.mit.edu    
  38.  
  39.  
  40.