Stochastic Relations of Random Variables and Processes
Author
Abstract
Suggested Citation
DOI: 10.1007/s10959-009-0216-8
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- William A. Massey, 1987. "Stochastic Orderings for Markov Processes on Partially Ordered Spaces," Mathematics of Operations Research, INFORMS, vol. 12(2), pages 350-367, May.
- Ward Whitt, 1986. "Stochastic Comparisons for Non-Markov Processes," Mathematics of Operations Research, INFORMS, vol. 11(4), pages 608-618, November.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Dubra, Juan & Maccheroni, Fabio & Ok, Efe A., 2004.
"Expected utility theory without the completeness axiom,"
Journal of Economic Theory, Elsevier, vol. 115(1), pages 118-133, March.
- Juan Dubra & Fabio Maacheroni & Efe A. Ok, 2001. "Expected Utility Theory without the Completeness Axiom," Cowles Foundation Discussion Papers 1294, Cowles Foundation for Research in Economics, Yale University.
- Juan Dubra & Fabio Maccheroni & Efe Oki, 2001. "Expected utility theory without the completeness axiom," ICER Working Papers - Applied Mathematics Series 11-2001, ICER - International Centre for Economic Research.
- Denuit, Michel & Vylder, Etienne De & Lefevre, Claude, 1999. "Extremal generators and extremal distributions for the continuous s-convex stochastic orderings," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 201-217, May.
- Xuefeng Gao & S. J. Deng, 2014. "Hydrodynamic limit of order book dynamics," Papers 1411.7502, arXiv.org, revised Feb 2016.
- Forbes, Florence & François, Olivier, 1997. "Stochastic comparison for Markov processes on a product of partially ordered sets," Statistics & Probability Letters, Elsevier, vol. 33(3), pages 309-320, May.
- Okada, Daijiro & Tercieux, Olivier, 2012.
"Log-linear dynamics and local potential,"
Journal of Economic Theory, Elsevier, vol. 147(3), pages 1140-1164.
- Daijiro Okada & Olivier Tercieux, 2008. "Log-linear Dynamics and Local Potential," Departmental Working Papers 200807, Rutgers University, Department of Economics.
- Daijiro Okada & Olivier Tercieux, 2012. "Log-linear dynamics and local potential," Post-Print halshs-00754591, HAL.
- Daijiro Okada & Olivier Tercieux, 2008. "Log-linear Dynamics and Local Potential," Economics Working Papers 0085, Institute for Advanced Study, School of Social Science.
- Frostig, Esther & Denuit, Michel, 2006. "Monotonicity results for portfolios with heterogeneous claims arrival processes," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 484-494, June.
- Lasse Leskelä, 2022. "Ross’s second conjecture and supermodular stochastic ordering," Queueing Systems: Theory and Applications, Springer, vol. 100(3), pages 213-215, April.
- Denuit, Michel, 2000. "Time stochastic s-convexity of claim processes," Insurance: Mathematics and Economics, Elsevier, vol. 26(2-3), pages 203-211, May.
- Dijk, N.M. van, 1989. "The importance of bias-terms for error bounds and comparison results," Serie Research Memoranda 0036, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Jing‐Sheng Song & Paul H. Zipkin, 2012. "Newsvendor problems with sequentially revealed demand information," Naval Research Logistics (NRL), John Wiley & Sons, vol. 59(8), pages 601-612, December.
- Bar Light, 2019. "Stochastic Comparative Statics in Markov Decision Processes," Papers 1904.05481, arXiv.org, revised Jan 2020.
- van Dijk, Nico M., 2008. "Error bounds for state space truncation of finite Jackson networks," European Journal of Operational Research, Elsevier, vol. 186(1), pages 164-181, April.
- van Dijk, Nico M. & van der Sluis, Erik, 2006. "Check-in computation and optimization by simulation and IP in combination," European Journal of Operational Research, Elsevier, vol. 171(3), pages 1152-1168, June.
- William A. Massey & Emmanuel Ekwedike & Robert C. Hampshire & Jamol J. Pender, 2023. "A transient symmetry analysis for the M/M/1/k queue," Queueing Systems: Theory and Applications, Springer, vol. 103(1), pages 1-43, February.
- Christoph Heinzel, 2014. "Term structure of discount rates under multivariate s-ordered consumption growth," Working Papers SMART 14-01, INRAE UMR SMART.
- Dijk, N.M. van, 1989. "Sensitivity error bounds for non-exponental stochastic networks," Serie Research Memoranda 0093, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Dai Pra, Paolo & Louis, Pierre-Yves & Minelli, Ida Germana, 2010. "Realizable monotonicity for continuous-time Markov processes," Stochastic Processes and their Applications, Elsevier, vol. 120(6), pages 959-982, June.
- Pekergin, Nihal & Dayar, Tugrul & Alparslan, Denizhan N., 2005. "Componentwise bounds for nearly completely decomposable Markov chains using stochastic comparison and reordering," European Journal of Operational Research, Elsevier, vol. 165(3), pages 810-825, September.
- Chuancun Yin, 2019. "Stochastic Orderings of Multivariate Elliptical Distributions," Papers 1910.07158, arXiv.org, revised Nov 2019.
- Dominik Karos, 2016. "Coordinated Adoption of Social Innovations," Economics Series Working Papers 797, University of Oxford, Department of Economics.
More about this item
Keywords
Stochastic order; Stochastic relation; Subrelation; Coupling; Probability kernel; Random dynamical system; Markov process;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jotpro:v:23:y:2010:i:2:d:10.1007_s10959-009-0216-8. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.