阿基米德共轭下凸阶和递增凸阶的一些特性

IF 0.7 3区工程技术 Q4 ENGINEERING, INDUSTRIAL Probability in the Engineering and Informational Sciences Pub Date : 2024-03-05 DOI:10.1017/s0269964824000020

Qingyuan Guan, Bing Xing Wang

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引用次数: 0

摘要

本文研究了因变量凸阶和凸阶递增的排序性质。独立随机变量下凸阶和递增凸阶的一些闭包性质被扩展到阿基米德协整下的从属随机变量。我们提供了两个应用来说明我们的结果。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Some properties of convex and increasing convex orders under Archimedean copula

In this paper, the ordering properties of convex and increasing convex orders of the dependent random variables are studied. Some closure properties of the convex and increasing convex orders under independent random variables are extended to the dependent random variables under the Archimedean copula. Two applications are provided to illustrate our results.

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来源期刊

Probability in the Engineering and Informational Sciences 数学-工程：工业

CiteScore

2.20

自引率

18.20%

发文量

审稿时长

>12 weeks

期刊介绍： The primary focus of the journal is on stochastic modelling in the physical and engineering sciences, with particular emphasis on queueing theory, reliability theory, inventory theory, simulation, mathematical finance and probabilistic networks and graphs. Papers on analytic properties and related disciplines are also considered, as well as more general papers on applied and computational probability, if appropriate. Readers include academics working in statistics, operations research, computer science, engineering, management science and physical sciences as well as industrial practitioners engaged in telecommunications, computer science, financial engineering, operations research and management science.