Let K be the set of probability measures on a metric space having prescribed values for the integrals of (a finite number of) prescribed functions fi. Extreme points of K are characterized in general. Under a restriction on the fi extreme points and more general faces of K are characterized. Applications to inverse balayage problems, measures with prescribed moments or values of Laplace transforms, measures with prescribed marginal distributions and the queueing system GI/M/1 are presented.
No takes yet. Share an insight, caveat, or question.
Alan F. Karr (1983) studied this question.
Synapse has enriched 3 closely related papers on similar clinical questions. Consider them for comparative context: