Stochastic orders and applications. A classified bibliography. With the collaboration of Rainer Dyckerhoff and Hartmut Holz (Q1312222)

What is to be found in this bibliography? We are well aware that many papers might have slipped our attention, especially if the involvement of stochastic orderings was minor or if they were published in difficult-to- find journals. But we tried to include everything that was about the theory and/or some applications of stochastic orderings, or that merely used some relevant fact about stochastic orderings in a substantial way, and was published before 1992 included. Of course, the last year is not fully covered as some 1992 publications are still in print. Several fields, like stochastic processes, reliability, queues, appear only as far as stochastic orderings are involved. E.g., not all comparison results of stochastic processes are included. Some other fields, like unimodality, are fully covered. What is not to be found here? When deciding what to include in the bibliography, we had to draw a line, and where to draw it was not an easy decision. Some general criteria were used throughout. Papers dealing with probability inequalities per se (e.g. Chebyshev, Markov, Hölder, etc.), without reference to an ordering, were not included. Inference under order restrictions is only partially covered. Also, in economics, the vast literature on inequality indices has been omitted. Papers about the economics of risk and risk aversion were not included, except for some fundamental ones and for the articles that use the theory of stochastic orderings, for instance the ones that link the comparison of risk aversion and the comparison of risk. Papers in the economics of information have been omitted, too. We included a few applications to physics and to the life sciences, but we believe that there exist many more which we are not aware of. The Appendix contains some grey literature, contributions to non-referred publications and recent technical reports which we received from colleagues. Some papers and books published after 1992 appear in the Appendix, too, but there has been absolutely no attempt to be exhaustive from 1993 on.