The degree of progress to goal during self-organization process
A properly measurable set (where are Polish spaces and is the space of Borel probability measures on ) is considered. Given a probability distribution the paper treats the problem of the existence of -valued random vector for which and -almost surely that possesses moreover some other properties such as “ has the maximal possible support” or “’s are extremal...
For α∈(0, 1) an α-trimming, P∗, of a probability P is a new probability obtained by re-weighting the probability of any Borel set, B, according to a positive weight function, f≤1/(1−α), in the way P∗(B)=∫Bf(x)P(dx). If P, Q are probability measures on euclidean space, we consider the problem of obtaining the best L2-Wasserstein approximation between: (a) a fixed probability and trimmed versions of the other; (b) trimmed versions of both probabilities. These best trimmed approximations naturally...