Contributions to the theory of stochastic convexity and stochastic majorization.
This dissertation presents some contributions to the theory of stochastic convexity and stochastic majorization. In the first part of this dissertation, we develop an operator-analytic approach to study temporal stochastic convexity and concavity of Markov processes. We obtain sufficient and necessa...
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| Language: | en |
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The University of Arizona.
1994
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| Online Access: | http://hdl.handle.net/10150/186817 |