Stochastic Ordering and Dependence in Applied Probability

@inproceedings{Szekli1995StochasticOA,
  title={Stochastic Ordering and Dependence in Applied Probability},
  author={Ryszard Szekli},
  year={1995}
}
1 Univariate Ordering.- 1.1 Construction of iid random variables.- 1.2 Strong ordering.- 1.3 Convex ordering.- 1.4 Conditional orderings.- 1.5 Relative inverse function orderings.- 1.6 Dispersive ordering.- 1.7 Compounding.- 1.8 Integral orderings for queues.- 1.9 Relative inverse orderings for queues.- 1.10 Loss systems.- 2 Multivariate Ordering.- 2.1 Strassen's theorem.- 2.2 Coupling constructions.- 2.3 Conditioning.- 2.4 Markov processes.- 2.5 Point processes on R, martingales.- 2.6… CONTINUE READING

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