Slepian's inequality with respect to majorization

DOI10.1016/J.LAA.2010.10.019zbMath1206.60022OpenAlexW1985154320MaRDI QIDQ624374

Longxiang Fang, Xin Sheng Zhang

Publication date: 9 February 2011

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2010.10.019

zbMATH Keywords

majorizationSchur-convexGaussian random vectorsSlepian's inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Probability distributions: general theory (60E05)

Related Items (9)

Stochastic comparisons of parallel and series systems with heterogeneous Birnbaum-Saunders components ⋮ Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence ⋮ Orderings of extremes from dependent Gaussian variables with Archimedean copula under simple tree order restrictions ⋮ Stochastic comparisons of series systems with heterogeneous Weibull components ⋮ Inequalities for Gaussian random variables under Archimedean copula dependence ⋮ Stochastic ordering of minima and maxima from heterogeneous bivariate Birnbaum–Saunders random vectors ⋮ A note on Slepian's inequality based on majorization ⋮ Ordering properties of the smallest order statistics from generalized Birnbaum-Saunders models with associated random shocks ⋮ New results on stochastic comparison of order statistics from heterogeneous Weibull populations

Cites Work

• Characterization of the law of the iterated logarithm in Banach spaces
• Majorizations and inequalities in matrix theory
• Transfer bounds for linear feature learning
• Random Fields and Geometry
• Inequalities: theory of majorization and its applications

This page was built for publication: Slepian's inequality with respect to majorization