Overview

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.

Full Product Details

Author:   R. Dyckerhoff ,  Karl Mosler ,  H. Holz ,  Marco Scarsini
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Volume:   401
Dimensions:   Width: 15.50cm , Height: 2.00cm , Length: 23.50cm
Weight:   0.593kg
ISBN:  

9783540569565

ISBN 10:   3540569561
Pages:   379
Publication Date:   29 September 1993
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Out of stock  
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Table of Contents

Main List (by authors).- Field Lists.- GMT: General Mathematical Theory.- MAJ: Majorization.- ECT: Economic Theory.- INM: Inequality Measurement.- FIN: Finance.- INS: Insurance.- CHR: Choice under Risk.- DEM: Decision Methodology.- SEC: Special Applications in Economics.- MPR: Mathematical Programming.- QUE: Queueing.- REL: Reliability.- OOR: Other Applications in Operations Research.- STP: Stochastic Processes.- DEP: Dependence of Random Variables.- PRI: Probability Inequalities.- OPR: Other Applications in Probability.- TES: Statistical Tests.- EST: Statistical Estimation.- SEL: Statistical Selection, Ranking, and Classification.- EXP: Experimental Design.- OST: Other Applications in Statistics.- MPH: Mathematical Physics.- OTH: Other Applications.- COM: Algorithms and Computation.- Appendix: Supplementary List.

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