Results 21 to 30 of about 143,710 (291)
Stein's Method and Stochastic Orderings [PDF]
Advances in Applied Probability, 2012 A stochastic ordering approach is applied with Stein's method for approximation by the equilibrium distribution of a birth-death process. The usual stochastic order and the more general s -convex orders are discussed.
Daly, FA, Lefèvre, C, Utev, S
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Advanced Electronic Materials, 2023 Antiferromagnet (AFM) has currently participated in the spin‐orbit torque (SOT) technology due to its great potential to be applied to the field‐free SOT switching and to promote the thermal stability of MRAM.
Ssu‐Yuan Wang +7 more
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Multiperiod ordering model with put option contracts under inflation [PDF]
E3S Web of Conferences, 2021 This paper considers the rising price and the shrinking demand caused by the inflation. To manage these above risks, the firm has a chance to place two types of orders in each period, viz., the firm order and the put options order.
Wan Nana, Li Li
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The Annals of Probability, 1978 A probability measure $P$ on a partially ordered Polish space $E$ is called stochastically smaller than $Q$ (notation: $P \leqslant Q$) if $\int f dP \leqslant \int f dQ$ holds for all bounded increasing measurable $f$. We investigate the question when for a stochastically increasing family $\{P_t, t \in \mathbb{R}\}$ there exists an increasing process
Kamae, T., Krengel, U.
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Stochastic Comparisons of Weighted Distributions and Their Mixtures
Entropy, 2020 In this paper, various stochastic ordering properties of a parametric family of weighted distributions and the associated mixture model are developed. The effect of stochastic variation of the output random variable with respect to the parameter and/or ...
Abdulhakim A. Albabtain +3 more
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Assessing non-convex value functions for the optimal control of stochastic differential equations
Results in Control and Optimization, 2022 Solving the optimal control of stochastic differential equations (SDEs) using the dynamic programming method requires writing the problem in terms of the so-called value function. This paper presents conditions to assure that the value function is convex
Elmer Lévano +2 more
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On capital allocation for stochastic arrangement increasing actuarial risks
Dependence Modeling, 2017 This paper studies the increasing convex ordering of the optimal discounted capital allocations for stochastic arrangement increasing risks with stochastic arrangement decreasing occurrence times. The application to optimal allocation of policy limits is
Pan Xiaoqing, Li Xiaohu
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On stochastic orders defined by other stochastic orders and transformations of probabilities
Mathematical Inequalities & Applications, 2022 This research is supported by the Spanish Ministry of Science and Innovation (Grants MTM2015-63971-P, MTM2017-83506-C2-2-P and MTM-PID2019-104486GB-I00) and Principado de Asturias (Grants FC-GRUPIN-IDI/2018/000132 and FC-GRUPIN-IDI/2018/000193). *Corresponding author.
López Díaz, María Concepción +2 more
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Stochastic orderings induced by star-shaped functions
International Journal of Mathematics and Mathematical Sciences, 1991 The non-decreasing functions whicl are star-shaped and supported above at each point of a non-empty closed proper subset of the real line induce an ordering, on the class of distribution functions with finite first moments, that is strictly weaker than ...
Henry A. Krieger
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Convexification of stochastic ordering. [PDF]
, 2004 In this paper sets defined by first order stochastic dominance constraints are considered. The authors impose rather general assumptions in order to prove that in the space of integrable random variables the closed convex hull of the set of the usual stochastic ordering relation is equal to the set defined by the second order stochastic dominance ...
Darinka Dentcheva, Andrzej Ruszczynski
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