When is an integral stochastic order generated by a poset?

DOI10.1186/1029-242X-2012-265MaRDI QIDQ387939zbMATH OpenWikidataFDO

Authors Miguel López-Díaz, María Concepción López-Díaz

Publication date 17 December 2013

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1186/1029-242X-2012-265

zbMATH Keywords

\(\preceq\)-comonotonic function\(\preceq\)-preserving functionmaximal generatorposetstochastic order

Mathematics Subject Classification ID

Partial orders, general (06A06) Inequalities; stochastic orderings (60E15)

Recommendations

• Stochastic Orders Generated by Integrals: a Unified Study
• On stochastic orders and total positivity
• Stochastic Orderings of Integer Valued Random Variables
• Uniform stochastic orderings and total positivity
• First order properties of random posets
• scientific article; zbMATH DE number 205821
• Order-Convergence in Posets
• Stochastic integration on partially ordered sets
• When are intermediate processes of the same stochastic order?

Cites work

• A stochastic ordering for random variables with applications
• Another tale of two tails: on characterizations of comparative risk
• Stochastic Orders Generated by Integrals: a Unified Study

Cited in

(5)

• When are intermediate processes of the same stochastic order?
• A stochastic order for the analysis of investments affected by the time value of money
• Smooth generators of integral stochastic orders.
• On order-isomorphisms of stochastic orders generated by partially ordered sets with applications to the analysis of chemical components of seaweeds
• Stochastic order inequalities for systems with standby units and parallel-series configurations

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