A theorem on joint probability distributions in stochastic locally convex linear topological spaces
I. Kotlarski (1968)
Colloquium Mathematicae
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I. Kotlarski (1968)
Colloquium Mathematicae
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Ivo Vrkoč (1966)
Czechoslovak Mathematical Journal
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Tuğrul Dayar, Jean-Michel Fourneau, Nihal Pekergin (2010)
RAIRO - Operations Research
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We present a transformation for stochastic matrices and analyze the effects of using it in stochastic comparison with the strong stochastic (st) order. We show that unless the given stochastic matrix is row diagonally dominant, the transformed matrix provides better st bounds on the steady state probability distribution.
P. Todorović (1967)
Matematički Vesnik
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R. Jajte (1967)
Colloquium Mathematicae
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Dražen Pantić (1994)
Publications de l'Institut Mathématique
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Corbo Esposito, Antonio, De Arcangelis, Ricardo (1996)
Journal of Convex Analysis
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Bruno Bassan, Marco Scarsini (1991)
Commentationes Mathematicae Universitatis Carolinae
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We consider partial orderings for stochastic processes induced by expectations of convex or increasing convex (concave or increasing concave) functionals. We prove that these orderings are implied by the analogous finite dimensional orderings.