Download This PaperCenters of Probability Measures Without the Mean
18 Pages Posted: 7 Apr 2017 Last revised: 9 Aug 2017
Date Written: August 8, 2017
Abstract
We investigate the set of centers of completely and jointly mixable distributions. In addition to several results, we show that, for each n ≥ 2, there exist n standard Cauchy random variables adding up to a constant C if and only if |C| ≤ n*log(n − 1)/π.
Keywords: Cauchy distribution, Complete mixability, Joint mixability, Multivariate dependence
Suggested Citation: Suggested Citation
Puccetti, Giovanni and Rigo, Pietro and Wang, Bin and Wang, Ruodu, Centers of Probability Measures Without the Mean (August 8, 2017). Available at SSRN: https://ssrn.com/abstract=2948242 or http://dx.doi.org/10.2139/ssrn.2948242
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