Stochastic comparison of multivariate random sums

• Autorzy: Rafał Kulik
• Języki publikacji: EN

Abstrakty

EN

We establish preservation results for the stochastic comparison of multivariate random sums of stationary, not necessarily independent, sequences of nonnegative random variables. We consider convex-type orderings, i.e. convex, coordinatewise convex, upper orthant convex and directionally convex orderings. Our theorems generalize the well-known results for the stochastic ordering of random sums of independent random variables.

Kategorie tematyczne

• 60E15: Inequalities; stochastic orderings

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2003
• Tom: 30
• Numer: 4
• Strony: 379-387

Daty

wydano

2003

Twórcy

autor

Rafał Kulik

• Mathematical Institute, Wrocław University, Pl. Grunwaldzki 2/4, 50-384 Wrocław, Poland

Identyfikatory

DOI

10.4064/am30-4-2