- Series
- Stochastics Seminar
- Time
- Thursday, November 10, 2011 - 3:05pm for 1 hour (actually 50 minutes)
- Location
- skyles 006
- Speaker
- Ruodu Wang – School of mathematics, Georgia institute of Technology
- Organizer
- Karim Lounici
The marginal distribution of identically distributed random variables
having a constant sum is called a completely mixable distribution. In
this talk, the concept, history and present research of the complete
mixability will be introduced. I will discuss its relevance to existing
problems in the Frechet class, i.e. problems with known marginal
distributions but unknown joint distribution and its applications in
quantitative risk management.