AbstractA discrete time stochastic process {Xn, n = 0, 1, 2, …} is said to be temporally convex (concave) if Eθ(Xn) is a nondecreasing convex (concave) function of n whenever θ is a nondecreasing convex (concave) function. Similarly one can define temporal convexity and concavity for continuous time stochastic processes. In this paper we find conditions which imply that a given Markov process is temporally convex or concave. Some illustrative examples of stochastic temporal convexity and concavity in reliability theory, queueing theory, branching processes and record values are given. Finally an application of temporal stochastic concavity to a problem in computational probability is described
This paper explores sufficient conditions for a continuous stationary Markov optimal policy and a co...
AbstractA general metatheorem is proved which reduces a wide class of statements about continuous ti...
This note introduces the concept of (h1, h2)-convex stochastic processes using intervalvalued functi...
AbstractA discrete time stochastic process {Xn, n = 0, 1, 2, …} is said to be temporally convex (con...
A discrete time stochastic process {Xn, N = 0, 1, 2, ...} is said to be temporally convex (concave) ...
This dissertation presents some contributions to the theory of stochastic convexity and stochastic m...
on reverse if necessarY and identify by block numbetr)-FIELD GROUP. SUB. GR. Stochastic monotonicity...
Sample path convexity and concavity, Markov processes, directional convexity and concavity, single s...
AbstractA discrete-time Markov process on [0, ∞) is considered. The process is generated by selectin...
The field of stochastic processes is essentially a branch of probability theory, treating probabilis...
[[abstract]]A multidimensional stochastic process is considered which is a function of a parametric ...
[[abstract]]© 1991 Institute of Electrical and Electronics Engineers-A multidimensional stochastic p...
AbstractA stochastic matrix is “monotone” [4] if its row-vectors are stochastically increasing. Clos...
AbstractWe establish contiguity of families of probability measures indexed by T, as T → ∞, for clas...
We determine the law of the convex minorant (Ms; s 2 [0; 1]) of a real-valued Cauchy process on the ...
This paper explores sufficient conditions for a continuous stationary Markov optimal policy and a co...
AbstractA general metatheorem is proved which reduces a wide class of statements about continuous ti...
This note introduces the concept of (h1, h2)-convex stochastic processes using intervalvalued functi...
AbstractA discrete time stochastic process {Xn, n = 0, 1, 2, …} is said to be temporally convex (con...
A discrete time stochastic process {Xn, N = 0, 1, 2, ...} is said to be temporally convex (concave) ...
This dissertation presents some contributions to the theory of stochastic convexity and stochastic m...
on reverse if necessarY and identify by block numbetr)-FIELD GROUP. SUB. GR. Stochastic monotonicity...
Sample path convexity and concavity, Markov processes, directional convexity and concavity, single s...
AbstractA discrete-time Markov process on [0, ∞) is considered. The process is generated by selectin...
The field of stochastic processes is essentially a branch of probability theory, treating probabilis...
[[abstract]]A multidimensional stochastic process is considered which is a function of a parametric ...
[[abstract]]© 1991 Institute of Electrical and Electronics Engineers-A multidimensional stochastic p...
AbstractA stochastic matrix is “monotone” [4] if its row-vectors are stochastically increasing. Clos...
AbstractWe establish contiguity of families of probability measures indexed by T, as T → ∞, for clas...
We determine the law of the convex minorant (Ms; s 2 [0; 1]) of a real-valued Cauchy process on the ...
This paper explores sufficient conditions for a continuous stationary Markov optimal policy and a co...
AbstractA general metatheorem is proved which reduces a wide class of statements about continuous ti...
This note introduces the concept of (h1, h2)-convex stochastic processes using intervalvalued functi...