A Short Proof of Strassen's Theorem Using Convex Analysis
From MaRDI portal
Abstract: We give a simple proof of Strassen's theorem on stochastic dominance using linear programming duality, without requiring measure-theoretic arguments. The result extends to generalized inequalities using conic optimization duality and provides an additional, intuitive optimization formulation for stochastic dominance.
This page was built for publication: A Short Proof of Strassen's Theorem Using Convex Analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6270997)
