Antisymmetry of the stochastic order on all ordered topological spaces
Probability
2020-01-09 v2
Abstract
In this short note, we prove that the stochastic order of Radon probability measures on any ordered topological space is antisymmetric. This has been known before in various special cases. We give a simple and elementary proof of the general result.
Cite
@article{arxiv.1810.06771,
title = {Antisymmetry of the stochastic order on all ordered topological spaces},
author = {Tobias Fritz},
journal= {arXiv preprint arXiv:1810.06771},
year = {2020}
}
Comments
4 pages. v2: stronger result for all ordered topological spaces