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Article
Constructing Random Probability Distributions
Abstract and Applied Analysis
  • Theodore P. Hill, Georgia Institute of Technology - Main Campus
  • David E.R. Sitton, Planning System Incorporated
Publication Date
1-1-2004
Abstract

This article surveys several classes of iterative methods for constructing random probability distributions (or random convex functions, or random homeomorphisms), and includes illustrative applications in statistics, optimal-control theory, and game theory. Computer simulations of these methods are fast and easy to implement

Disciplines
Citation Information
Theodore P. Hill and David E.R. Sitton. "Constructing Random Probability Distributions" Abstract and Applied Analysis (2004) p. 453 - 468
Available at: http://works.bepress.com/tphill/28/