Slepian's inequality with respect to majorization

DOI10.1016/J.LAA.2010.10.019MaRDI QIDQ624374zbMATH OpenOpenAlexFDO

Authors Longxiang Fang, Xinsheng Zhang

Publication date 9 February 2011

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2010.10.019

zbMATH Keywords

Gaussian random vectorsmajorizationSchur-convexSlepian's inequality

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

Cites work

• Characterization of the law of the iterated logarithm in Banach spaces
• Inequalities: theory of majorization and its applications
• Majorizations and inequalities in matrix theory
• Random Fields and Geometry
• Transfer bounds for linear feature learning

Cited in

(9)

• Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence
• Inequalities for Gaussian random variables under Archimedean copula dependence
• Stochastic comparisons of parallel and series systems with heterogeneous Birnbaum-Saunders components
• Stochastic comparisons of series systems with heterogeneous Weibull components
• Stochastic ordering of minima and maxima from heterogeneous bivariate Birnbaum-Saunders random vectors
• Orderings of extremes from dependent Gaussian variables with Archimedean copula under simple tree order restrictions
• A note on Slepian's inequality based on majorization
• Ordering properties of the smallest order statistics from generalized Birnbaum-Saunders models with associated random shocks
• New results on stochastic comparison of order statistics from heterogeneous Weibull populations

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