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On the structure of intuitionistic algebras with relational probabilities.

Francesc Esteva (1988)

Stochastica

Trillas ([1]) has defined a relational probability on an intuitionistic algebra and has given its basic properties. The main results of this paper are two. The first one says that a relational probability on a intuitionistic algebra defines a congruence such that the quotient is a Boolean algebra. The second one shows that relational probabilities are, in most cases, extensions of conditional probabilities on Boolean algebras.

Optimal solutions of multivariate coupling problems

Ludger Rüschendorf (1995)

Applicationes Mathematicae

Some necessary and some sufficient conditions are established for the explicit construction and characterization of optimal solutions of multivariate transportation (coupling) problems. The proofs are based on ideas from duality theory and nonconvex optimization theory. Applications are given to multivariate optimal coupling problems w.r.t. minimal l p -type metrics, where fairly explicit and complete characterizations of optimal transportation plans (couplings) are obtained. The results are of interest...

Optimality conditions for maximizers of the information divergence from an exponential family

František Matúš (2007)

Kybernetika

The information divergence of a probability measure P from an exponential family over a finite set is defined as infimum of the divergences of P from Q subject to Q . All directional derivatives of the divergence from are explicitly found. To this end, behaviour of the conjugate of a log-Laplace transform on the boundary of its domain is analysed. The first order conditions for P to be a maximizer of the divergence from are presented, including new ones when P  is not projectable to .

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