Parametric stochastic convexity and concavity of stochastic processes
From MaRDI portal
Publication:803654
DOI10.1007/BF00049305zbMath0727.60073MaRDI QIDQ803654
Shaked, Moshe, J. George Shanthikumar
Publication date: 1990
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Discrete-time Markov processes on general state spaces (60J05) Queueing theory (aspects of probability theory) (60K25) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
Related Items
Supermodular Order and Lundberg Exponents, Nash equilibrium uniqueness in nice games with isotone best replies, How retention levels influence the variability of the total risk under reinsurance, Construction of non-exchangeable bivariate distribution functions, On expected utility for financial insurance portfolios with stochastic dependencies, Characterization of optimal order of servers in a tandem queue with blocking, New properties of the orthant convex-type stochastic orders, Generalization of \(h\)-convex stochastic processes and some classical inequalities, Stochastic comparisons of mixtures of parametric families in stochastic epidemics, CONVEX COMPARISONS FOR RANDOM SUMS IN RANDOM ENVIRONMENTS AND APPLICATIONS, Multivariate higher-degree stochastic increasing convexity, VARIABILITY FOR CARRIER-BORNE EPIDEMICS AND REED–FROST MODELS INCORPORATING UNCERTAINTIES AND DEPENDENCIES FROM SUSCEPTIBLES AND INFECTIVES, On optimality of extremal schemes in progressive type II censoring, Design of manufacturing systems using queueing models, Stochastic comparisons for rooted butterfly networks and tree networks, with random environments, Actuarial comparisons for aggregate claims with randomly right-truncated claims, Various characterizations of convex fuzzy games, Some new results on multivariate dispersive ordering of generalized order statistics, A NOTE ON BOUNDS AND MONOTONICITY OF SPATIAL STATIONARY COX SHOT NOISES, Structural properties and stochastic bounds for a buffer problem in packetized voice transmission, Two Variability Orders, Comparing the Variability of Random Variables and Point Processes, Multivariate dispersive ordering of spacings of generalized order statistics, Directionally convex ordering of random measures, shot noise fields, and some applications to wireless communications, When Is a Renewal Process Convexly Parameterized in Its Mean Parameterization?, Two Extremal Autocorrelated Arrival Processes, Variability comparisons for some mixture models with stochastic environments in biosciences and engineering, Hessian orders and multinormal distributions, Stochastic orderings of multivariate elliptical distributions, Spatiotemporal Convexity of Stochastic Processes and Applications, Distributions with known initial hazard rate functions, Optimal order of servers in a tandem queue with general blocking
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Solution of a statistical optimization problem by rearrangement methods
- Temporal stochastic convexity and concavity
- Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
- Classes of orderings of measures and related correlation inequalities. II. Multivariate reverse rule distributions
- Markov chain models - rarity and exponentiality
- Shock models and wear processes
- Spatiotemporal Convexity of Stochastic Processes and Applications
- Convexity of a set of stochastically ordered random variables
- Strong Convexity Results for Queueing Systems
- Optimal Server Allocation in a System of Multi-Server Stations
- Stochastic convexity and its applications
- Probability and expectation inequalities
- Minimizing a Submodular Function on a Lattice
- L-superadditive structure functions
- Inequalities: theory of majorization and its applications
