Published January 23, 2020
| Submitted
Report
Open
There are no monotone homomorphisms out of the convolution semigroup
- Creators
- Fritz, Tobias
-
Tamuz, Omer
Abstract
We prove that there is no nonzero way of assigning real numbers to probability measures on R in a way which is monotone under first-order stochastic dominance and additive under convolution.
Additional Information
T. Fritz would like to thank Lu Chen for discussion. O. Tamuz was supported by the Simons Foundation (#419427) and by the BSF (#2018397).Attached Files
Submitted - 1912.01733.pdf
Files
1912.01733.pdf
Files
(96.1 kB)
| Name | Size | Download all |
|---|---|---|
|
md5:d4411defcb529165d1042aff10abbef5
|
96.1 kB | Preview Download |
Additional details
- Alternative title
- There is no good way to quantify fat tailed distributions
- Eprint ID
- 100877
- Resolver ID
- CaltechAUTHORS:20200123-105749369
- 419427
- Simons Foundation
- 2018397
- Binational Science Foundation (USA-Israel)
- Created
-
2020-01-23Created from EPrint's datestamp field
- Updated
-
2023-06-02Created from EPrint's last_modified field