Stochastic comparison of multivariate random sums

DOI10.4064/AM30-4-2MaRDI QIDQ4829391zbMATH OpenOpenAlexFDO

Authors Rafał Kulik

Publication date 29 November 2004

Published in Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/am30-4-2

zbMATH Keywords

stochastic comparisondirectionally convex ordermultivariate stochastic orderssupermodular functionsconvex-type orderingsmultivariate random sumsstationary sequence of nonnegative (non-independent) random variables

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Inequalities; stochastic orderings (60E15)

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Cited in

(21)

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• Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications
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• Stochastic comparisons for queueing models via random sums and intervals
• A stochastic ordering of partial sums of independent random variables and of some random processes
• Stochastic majorization of stochastically monotone families of random variables
• A further study on correlation order
• Properties of the stochastic ordering for discrete distributions and their applications to the renewal sequence generated by a nonhomogeneous Markov chain
• Comparing a large number of multivariate distributions
• CONVEX COMPARISONS FOR RANDOM SUMS IN RANDOM ENVIRONMENTS AND APPLICATIONS
• Supermodular stochastic orders and positive dependence of random vectors
• Stochastic Comparison of Random Vectors with a Common Copula
• Stochastic comparisons of symmetric supermodular functions of heterogeneous random vectors
• Multiple comparisons and sums of dissociated random variables
• Ordering functions of random vectors, with application to partial sums
• Directionally convex ordering of random measures, shot noise fields, and some applications to wireless communications
• Comparing sums of exchangeable Bernoulli random variables
• Generalized increasing convex and directionally convex orders
• Comparison Results for Branching Processes in Random Environments

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