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A coupling proof of convex ordering for compound distributions - MaRDI portal

A coupling proof of convex ordering for compound distributions (Q782840)

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A coupling proof of convex ordering for compound distributions
scientific article

    Statements

    title
    A coupling proof of convex ordering for compound distributions (English)
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    author
    Jean Bérard
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    Nicolas Juillet
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    publication date
    29 July 2020
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    zbMATH Keywords
    convex order
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    Strassen's theorem
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    martingale transport
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    Identifiers

    DOI
    10.1214/20-ECP323
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    Mathematics Subject Classification ID
    60E15
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    60G50
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    49Q22
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    46A55
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    60G42
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    zbMATH DE Number
    7225538
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    arXiv ID
    1910.07218
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