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English version:
Journal of Applied and Industrial Mathematics, 2020, 14:3, 581-591

Volume 27, No 3, 2020, P. 109-125

UDC 519.8+518.25
A. D. Yashunsky
On the approximation of random variables on a finite chain

Abstract:
We consider the transformations of independent random variables over a linearly ordered finite set (a chain) by the join and meet operations. We investigate the possibility of approximating an arbitrary probability distribution on a chain by means of a (possibly iterated) application of the join and meet operations to independent random variables with distributions from a given set. We establish some conditions under which the approximation is impossible and the conditions when it becomes possible.
Illustr. 3, bibliogr. 9.

Keywords: finite chain, linearly ordered set, random variable, distribution, approximation.

DOI: 10.33048/daio.2020.27.683

Aleksey D. Yashunsky 1
1. Keldysh Institute of Applied Mathematics RAS,
4 Miusskaya Square, 125047 Moscow, Russia
e-mail: yashunsky@keldysh.ru

Received February 23, 2020
Revised February 23, 2020
Accepted May 25, 2020

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