Probability Surveys

Current open questions in complete mixability

Ruodu Wang

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Abstract

Complete and joint mixability has raised considerable interest in recent few years, in both the theory of distributions with given margins, and applications in discrete optimization and quantitative risk management. We list various open questions in the theory of complete and joint mixability, which are mathematically concrete, and yet accessible to a broad range of researchers without specific background knowledge. In addition to the discussions on open questions, some results contained in this paper are new.

Article information

Source
Probab. Surveys, Volume 12 (2015), 13-32.

Dates
Received: December 2014
First available in Project Euclid: 20 August 2015

Permanent link to this document
https://projecteuclid.org/euclid.ps/1440075824

Digital Object Identifier
doi:10.1214/14-PS250

Mathematical Reviews number (MathSciNet)
MR3385976

Zentralblatt MATH identifier
1328.60023

Subjects
Primary: 60C05: Combinatorial probability 60E05: Distributions: general theory
Secondary: 60E15: Inequalities; stochastic orderings

Keywords
Complete mixability joint mixability dependence optimization Fréchet problems

Citation

Wang, Ruodu. Current open questions in complete mixability. Probab. Surveys 12 (2015), 13--32. doi:10.1214/14-PS250. https://projecteuclid.org/euclid.ps/1440075824


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