This article is cited in 1 paper

On the approximation of random variables on a finite chain

A. D. Yashunsky

Keldysh Institute of Applied Mathematics RAS, 4 Miusskaya Square, 125047 Moscow, Russia

Abstract: We consider the transformations of independent random variables over a linearly ordered finite set (a chain) by the join and meet operations. We investigate the possibility of approximating an arbitrary probability distribution on a chain by means of a (possibly iterated) application of the join and meet operations to independent random variables with distributions from a given set. We establish some conditions under which the approximation is impossible and the conditions when it becomes possible. Illustr. 3, bibliogr. 9.

Keywords: finite chain, linearly ordered set, random variable, distribution, approximation.

UDC: 519.8+518.25

Received: 23.02.2020
Revised: 23.02.2020
Accepted: 25.05.2020

DOI: 10.33048/daio.2020.27.683

 English version: Journal of Applied and Industrial Mathematics, 2020, 14:3, 581–591

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