Regular, Sample Path and Strong Stochastic Convexity: A Review
Several notions of stochastic convexity and concavity and their properties are described in this survey. The notion of sample path stochastic convexity is a refinement of the well used notion of stochastic ordering, and it can be used to construct, on a common probability space, random variables whi...
| Veröffentlicht in: | Lecture Notes-Monograph Series. - Institute of Mathematical Statistics, 1982. - 19(1991) vom: Jan., Seite 320-333 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
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1991
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| Zugriff auf das übergeordnete Werk: | Lecture Notes-Monograph Series |
| Schlagworte: | Queueing theory Reliability theory Stochastic orderings Stochastic convexity Record values Branching processes Imperfect repair Mathematics Behavioral sciences Applied sciences |
| Online verfügbar |
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