Published December 3, 2019
| Submitted
Discussion Paper
Open
There are no monotone homomorphisms out of the convolution semigroup
- Creators
- Fritz, Tobias
-
Tamuz, Omer
Chicago
An error occurred while generating the citation.
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
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Additional details
- Alternative title
- There is no good way to quantify fat tailed distributions
- Eprint ID
- 100877
- Resolver ID
- CaltechAUTHORS:20200123-105749369
- Simons Foundation
- 419427
- Binational Science Foundation (USA-Israel)
- 2018397
- Created
-
2020-01-23Created from EPrint's datestamp field
- Updated
-
2023-06-02Created from EPrint's last_modified field