Stochastic order characterization of uniform integrability and tightness

Stochastic order characterization of uniform integrability and tightness

We show that a family of random variables is uniformly integrable if and only if it is stochastically bounded in the increasing convex order by an integrable random variable. This result is complemented by proving analogous statements for the strong stochastic order and for power-integrable dominati...

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Príomhchruthaitheoirí:	Leskelä, L, Vihola, M
Formáid:	Journal article
Teanga:	English
Foilsithe / Cruthaithe:	2013

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