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We investigate the set of centers of completely and jointly mixable distributions. In addition to several results, we show that, for each n ≥ 2, there exist n standard Cauchy random variables adding up to a constant C if and only if |C| ≤ n*log(n − 1)/π
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In this paper we provide a general mathematical framework for distributional transforms, which allows for many examples that are used extensively in the literature of finance, economics and optimization. We put a special focus on the class of probability distortions, which is a fundamental tool...
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