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Pré-Publication, Document De Travail Année : 2009

The Fréchet Contingency Array Problem is Max-Plus Linear

Laurent Truffet

Résumé

In this paper we show that the so-called array Fréchet problem in Probability/Statistics is (max, +)-linear. The upper bound of Fréchet is obtained using simple arguments from residuation theory and lattice distributivity. The lower bound is obtained as a loop invariant of a greedy algorithm. The algorithm is based on the max-plus linearity of the Fréchet problem and the Monge property of bivariate distribution.
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hal-00375428 , version 1 (14-04-2009)

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Laurent Truffet. The Fréchet Contingency Array Problem is Max-Plus Linear. 2009. ⟨hal-00375428⟩
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