Weak decreasing stochastic order
نویسندگان
چکیده
منابع مشابه
Weak order for the discretization of the stochastic heat equation
In this paper we study the approximation of the distribution of Xt Hilbert–valued stochastic process solution of a linear parabolic stochastic partial differential equation written in an abstract form as dXt +AXt dt = Q dWt, X0 = x ∈ H, t ∈ [0, T ], driven by a Gaussian space time noise whose covariance operatorQ is given. We assume that A is a finite trace operator for some α > 0 and that Q is...
متن کاملSupplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations
This paper gives a modification of a class of stochastic Runge-Kutta methods proposed in a paper by Komori (2007). The slight modification can reduce the computational costs of the methods significantly.
متن کاملWeak order polytopes
The weak order polytope P n WO is the polytope in R n(n?1) whose ver-tices correspond to the members of the family of reeexive weak orders on f1; 2 : : : ; ng when each coordinate of R n(n?1) is associated with a diierent ordered pair (i; j) of distinct points in f1; 2; : : : ; ng. The vertex w that corresponds to weak order W has w (i;j) = 1 if i-j in W and has w (i;j) = 0 otherwise, with P n ...
متن کاملWeak Order Complexes
The paper presents geometric models of the set WO of weak orders on a finite set X. In particular, WO is modeled as a set of vertices of a cubical subdivision of a permutahedron. This approach is an alternative to the usual representation of WO by means of a weak order polytope.
متن کاملWeak-Order Extensions of an Order
In this paper, at rst we describe a graph representing all the weak-order extensions of a partially ordered set and an algorithm generating them. Then we present a graph representing all of the minimal weak-order extensions of a partially ordered set, and implying a generation algorithm. Finally, we prove that the number of weak-order extensions of a partially ordered set is a comparability inv...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2017
ISSN: 0167-7152
DOI: 10.1016/j.spl.2017.02.020