Quantizations of probability measures and preservation of the convex order

DOI10.1016/j.spl.2015.09.001zbMath1356.60026MaRDI QIDQ900963

David M. Baker

Publication date: 23 December 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.09.001

zbMATH Keywords

quantization; convex order; martingale transition

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

60B05: Probability measures on topological spaces

Related Items

Quantization and martingale couplings, Approximation rate in Wasserstein distance of probability measures on the real line by deterministic empirical measures, Convex order, quantization and monotone approximations of ARCH models, Best finite constrained approximations of one-dimensional probabilities

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