M. Tassy

Sets that Support a Joint Distribution

Given probability distributions $\mu$ and $\nu$ on measure spaces $X$ and $Y$, and a closed set $S \subseteq X \times Y$, when is there a probability distribution on $X \times Y$ whose marginals are $\mu$ and $\nu$, and whose support is precisely $S$? We answer the question when the marginals are discrete, and when the...