Randomly generated distributions |
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Authors: | R Daniel Mauldin Michael G Monticino |
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Institution: | (1) Mathematics Department, University of North Texas, P.O. Box 5116, 76203-51116 Denton, Texas, USA |
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Abstract: | A new scheme for randomly generating probability distributions on the interval 0, 1] is introduced. The scheme can also be
viewed as a way to generate homeomorphisms at random. Conditions are given so that a continuous measure with full support
is generated almost surely. Geometric properties of the generated probability measures are examined, including the dimension
and derivative structure of the measures and their respective distribution functions. For example, we give conditions so that
almost all the distribution functions of the measures generated are strictly singular. Applications include determining average
case errors for numerical methods of equation solving and Bayesian statistics.
Research supported by NSF Grant DMS-9303888. |
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Keywords: | |
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