Uniform conditional variability ordering of probability distributions

DOI10.2307/3213865MaRDI QIDQ3687415zbMATH OpenOpenAlexFDO

Authors Ward Whitt

Publication date 1985

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3213865

zbMATH Keywords

closed queueing networklog-concavitystationary-excess distributionuniform conditional variability orderunimodalityvariability orderings

Mathematics Subject Classification ID

Distribution theory (60E99) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Queueing theory (aspects of probability theory) (60K25)

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(34)

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• Concentration inequalities for log-concave sequences
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• Relations between risk-averse models in extended two-stage stochastic optimization
• Anti-concentration inequalities for log-concave variables on the real line
• When are option prices \(\mathrm{TP}_2\)?
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• Reversed hazard rate order of equilibrium distributions and a related aging notion
• Mathematical theory of queueing networks
• Ordering distributions on the circle with respect to uniformity
• A descriptive-analytic approach to MCDA: the case of correspondence analysis

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