Stochastic Orders and Applications

Name: Stochastic Orders and Applications
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783540569565
Price: 551.23 RON
Availability: InStock

A Classified Bibliography

Autor: Karl Mosler, Marco Scarsini

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Editura: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

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A bibliography on stochastic orderings. Was there a real need for it? In a time of reference databas...

Informații despre carte

Autor

Karl Mosler, Marco Scarsini

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

1993

Pagini

379

EAN

9783540569565

ISBN

3540569561

Enbook ID

06808992

Editura

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Greutate

593

Dimensiuni

155 x 235 x 21

Descriere completă

A bibliography on stochastic orderings. Was there a real need for it? In a time of reference databases as the MathSci or the Science Citation Index or the Social Science Citation Index the answer seems to be negative. The reason we think that this bibliog raphy might be of some use stems from the frustration that we, as workers in the field, have often experienced by finding similar results being discovered and proved over and over in different journals of different disciplines with different levels of mathematical so phistication and accuracy and most of the times without cross references. Of course it would be very unfair to blame an economist, say, for not knowing a result in mathematical physics, or vice versa, especially when the problems and the languages are so far apart that it is often difficult to recognize the analogies even after further scrutiny. We hope that collecting the references on this topic, regardless of the area of application, will be of some help, at least to pinpoint the problem. We use the term stochastic ordering in a broad sense to denote any ordering relation on a space of probability measures. Questions that can be related to the idea of stochastic orderings are as old as probability itself. Think for instance of the problem of comparing two gambles in order to decide which one is more favorable.

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Stochastic Orders and Applications

A Classified Bibliography

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Descriere completă

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