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Symmetrization of Bernoulli


 
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1. Title Title of document Symmetrization of Bernoulli
 
2. Creator Author's name, affiliation, country Soumik Pal; Cornell University
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Symmetrization, symmetry resistant, Skorokhod embedding
 
3. Subject Subject classification 60E10
 
4. Description Abstract We show that an asymmetric Bernoulli random variable is symmetry resistant in the sense that any independent random variable, which when added to it produces a symmetric sum, must have a variance at least as much as itself. The main instrument is to use Skorokhod embedding to transfer the discrete problem to the realm of stochastic calculus.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) NSF grant DMS-0306194 to the probability group at Cornell.
 
7. Date (YYYY-MM-DD) 2008-04-09
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1364
 
10. Identifier Digital Object Identifier 10.1214/ECP.v13-1364
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 13
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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