Results 41 to 50 of about 4,506 (145)

Multivariate Differences Ordering [PDF]

open access: yes
A multivariate dispersion ordering is introduced as a natural extension of a well-known univariate inequality criterion. A characterization of this new ordering is provided.
Ernesto Savaglio
core  

Parabolic Littlewood-Paley inequality for a class of time-dependent operators of arbitrary order, and applications to higher order stochastic PDE

open access: yes, 2015
In this paper we prove a parabolic version of the Littlewood-Paley inequality for a class of time-dependent local and non-local operators of arbitrary order, and as an application we show this inequality gives a fundamental estimate for the $L_p$-theory of the stochastic partial differential equations.
Kim, Ildoo   +2 more
openaire   +2 more sources

Some theory of bivariate risk attitude [PDF]

open access: yes
In past years the study of the impact of risk attitude among risks has become a major topic, in particular in Decision Sciences. Subsequently the attention was devoted to the more general case of bivariate random variables.
Marta_Cardin, Paola_Ferretti
core  

A General Class of Throughput Optimal Routing Policies in Multi-hop Wireless Networks

open access: yes, 2011
This paper considers the problem of throughput optimal routing/scheduling in a multi-hop constrained queueing network with random connectivity whose special case includes opportunistic multi-hop wireless networks and input-queued switch fabrics. The main
Javidi, Tara   +2 more
core   +1 more source

Stochastic Dominance Efficiency Tests under Diversification [PDF]

open access: yes
This paper focuses on Stochastic Dominance (SD) efficiency in a finite empirical panel data. We analytically characterize the sets of unsorted time series that dominate a given evaluated distribution by the First, Second, and Third order SD.
Timo Kuosmanen
core  

An investigation into approximate solutions for deterministic and stochastic multi-dimensional sequencing [PDF]

open access: yes, 1985
A description is given of an investigation in detail into the validity of the overlap integral method for describing planar optical waveguide junctions.
Patkar, S, Poojari, CA, Porwal, J
core  

Comparison of Noisy Channels and Reverse Data-Processing Theorems

open access: yes, 2017
This paper considers the comparison of noisy channels from the viewpoint of statistical decision theory. Various orderings are discussed, all formalizing the idea that one channel is "better" than another for information transmission.
Buscemi, Francesco
core   +1 more source

Increasing Interdependence of Multivariate Distributions [PDF]

open access: yes
Orderings of interdependence among random variables are useful in many economic contexts, for example, in assessing ex post inequality under uncertainty; in comparing multidimensional inequality; in valuing portfolios of assets or insurance policies; and
Bruno Strulovici, Margaret Meyer
core  

Empirical Applications of Multidimensional Inequality Analysis [PDF]

open access: yes
This paper explores the empirical application of theoretical multidimensional inequality analysis using real household welfare distributions. The paper operationalises recent conceptual developments in multidimensional inequality theory and assesses ...
Patricia Justino
core  

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