Convergence theorems form the backbone of probability theory and statistical inference, ensuring that sequences of random variables behave in a predictable manner as their index grows. These theorems, ...
Stochastic dominance (SD) theory is concerned with orderings of random variables by classes of utility functions characterized solely in terms of general properties. This paper discusses a type of ...
Stochastic differential equations (SDEs) and random processes form a central framework for modelling systems influenced by inherent uncertainties. These mathematical constructs are used to rigorously ...
Journal of Applied Probability, Vol. 29, No. 1 (Mar., 1992), pp. 156-167 (12 pages) We present some monotonicity and convexity properties for the sequence of partial sums associated with a sequence of ...