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...

Volledige beschrijving

Bibliografische gegevens
Hoofdauteurs:	Leskelä, L, Vihola, M
Formaat:	Journal article
Taal:	English
Gepubliceerd in:	2013

Gelijkaardige items

Markovian stochastic approximation with expanding projections
door: Andrieu, C, et al.
Gepubliceerd in: (2014)

Stochastic Order for a Multivariate Uniform Distributions Family
door: Luigi-Ionut Catana, et al.
Gepubliceerd in: (2020-08-01)

Tight Euler tours in uniform hypergraphs - computational aspects
door: Zbigniew Lonc, et al.
Gepubliceerd in: (2017-09-01)

Tight Bounds on the Convergence of Noisy Random Circuits to the Uniform Distribution
door: Abhinav Deshpande, et al.
Gepubliceerd in: (2022-12-01)

Ordered sets as uniformities
door: Hušek Miroslav
Gepubliceerd in: (2018-03-01)

Designing the Uniform Stochastic Photomatrix Therapeutic Systems
door: Oleg K. Karaduta, et al.
Gepubliceerd in: (2020-02-01)

Uniformization techniques for stochastic simulation of chemical reaction networks
door: Beentjes, CHL, et al.
Gepubliceerd in: (2019)

Cover Time in Edge-Uniform Stochastically-Evolving Graphs
door: Ioannis Lamprou, et al.
Gepubliceerd in: (2018-10-01)

The Supermodular Stochastic Ordering
door: Meyer, M, et al.
Gepubliceerd in: (2013)

New asparagus: Two new strains of the Mary Washington produce tight spears of uniform color
door: G Hanna
Gepubliceerd in: (1949-03-01)

Tight 9-Cycle Decompositions of <i>λ</i>-Fold Complete 3-Uniform Hypergraphs
door: Hongtao Zhao, et al.
Gepubliceerd in: (2024-10-01)

Integrated approach for fracture characterization of hydraulically stimulated volume in tight gas reservoir
door: Belladonna Maulianda, et al.
Gepubliceerd in: (2019-04-01)

On the use of partial orders in uniform spaces
door: Bruce S. Burdick
Gepubliceerd in: (2003-04-01)

Stochastic ordering constraint for ordered extremes
door: Adam, Mohd Bakri
Gepubliceerd in: (2017)

On the stability and ergodicity of adaptive scaling Metropolis algorithms
door: Vihola, M
Gepubliceerd in: (2011)

Rao-Blackwellised particle filtering in random set multitarget tracking
door: Vihola, M
Gepubliceerd in: (2007)

Grapham: Graphical models with adaptive random walk Metropolis algorithms
door: Vihola, M
Gepubliceerd in: (2010)

Can the adaptive metropolis algorithm collapse without the covariance lower bound?
door: Vihola, M
Gepubliceerd in: (2011)

Robust adaptive Metropolis algorithm with coerced acceptance rate
door: Vihola, M
Gepubliceerd in: (2012)

Stochastic homogenization of fully nonlinear uniformly elliptic equations revisited
door: Armstrong, Scott N, et al.
Gepubliceerd in: (2016)

Integral Characterizations for Uniform Stability with Growth Rates in Banach Spaces
door: Rovana Boruga (Toma), et al.
Gepubliceerd in: (2021-09-01)

Stochastic orders and their applications /
door: 313351 Shaked, Moshe, et al.
Gepubliceerd in: (1994)

Enhancement of Uniformity of Solid Particles in Spouted Bed Using Stochastic Optimization
door: Ghanim.M. Alwan
Gepubliceerd in: (2015-09-01)

Stochastic Comparisons of Residual Entropy of Order Statistics and Some Characterization Results
door: Ramesh C. Gupta, et al.
Gepubliceerd in: (2014-03-01)

Rate Transient Behavior of Wells Intercepting Non-Uniform Fractures in a Layered Tight Gas Reservoir
door: Chengwei Zhang, et al.
Gepubliceerd in: (2022-08-01)

The uniform boundedness principle for order bounded operators
door: Charles Swartz
Gepubliceerd in: (1989-01-01)

The topology of uniform convergence on order-bounded sets /
door: 463259 Wong, Yau-Chuen
Gepubliceerd in: (1976)

On uniform dichotomy in mean of stochastic skew-evolution semiflows in Banach spaces
door: Fülöp Tímea Melinda Személy
Gepubliceerd in: (2023-07-01)

Deterministic and stochastic primal-dual subgradient algorithms for uniformly convex minimization
door: Anatoli Juditsky, et al.
Gepubliceerd in: (2014-09-01)

Uniform Labeled Transition Systems for Nondeterministic, Probabilistic, and Stochastic Process Calculi
door: Marco Bernardo, et al.
Gepubliceerd in: (2011-08-01)

LINEAR QUADRATIC OPTIMAL CONTROL UNDER STOCHASTIC UNIFORM OBSERVABILITY AND DETECTABILITY CONDITIONS
door: V.M. Ungureanu
Gepubliceerd in: (2011-07-01)

Stochastic orderings by nonlinear expectations
door: Ly, Sel
Gepubliceerd in: (2020)

Stochastic Orders [electronic book]/
door: 313351 Shaked, Moshe
Gepubliceerd in: (2007)

Modified Horizontal Well Productivity Model for a Tight Gas Reservoir Subjected to Non-Uniform Damage and Turbulence
door: Samuel O. Osisanya, et al.
Gepubliceerd in: (2021-12-01)

High-order optical Hall effect at the tight focus of laser radiation
door: V.V. Kotlyar, et al.
Gepubliceerd in: (2023-10-01)

A high order numerical method for Ito stochastic Volterra integral equations
door: Sadegh Amiri, et al.
Gepubliceerd in: (2024-07-01)

Antisymmetry of the Stochastical Order on all Ordered Topological Spaces
door: Fritz Tobias
Gepubliceerd in: (2019-12-01)

A characterization of uniform distribution /
door: 339093 Wong, Wing-Yue
Gepubliceerd in: (1978)

Some Results on Stochastic Orderings of Generalized Order Statistics and Spacings
door: Z. Zamani, et al.
Gepubliceerd in: (2017-08-01)

Expectation Identities of Generalized Order Statistics from Marshall-Olkin Extended Uniform Distribution and its Characterization
door: Haseeb Athar, et al.
Gepubliceerd in: (2015-06-01)