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 Probability Surveys > Vol. 12 (2015) open journal systems 

Current open questions in complete mixability

Ruodu Wang, University of Waterloo

Complete and joint mixability has raised considerable interest in recent few years, in both the theory of distributions with given margins, and applications in discrete optimization and quantitative risk management. We list various open questions in the theory of complete and joint mixability, which are mathematically concrete, and yet accessible to a broad range of researchers without specific background knowledge. In addition to the discussions on open questions, some results contained in this paper are new.

AMS 2000 subject classifications: Primary 60C05, 60E05; secondary 60E15.

Keywords: Complete mixability, joint mixability, dependence, optimization, Fréchet problems.

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Wang, Ruodu, Current open questions in complete mixability, Probability Surveys, 12, (2015), 13-32 (electronic). DOI: 10.1214/14-PS250.


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