Related papers: The stochastic order of probability measures on or…
Let $C$ be an open cone in a Banach space equipped with the Thompson metric with closure a normal cone. The main result gives sufficient conditions for Borel probability measures $\mu,\nu$ on $C$ with finite first moment for which $\mu\leq…
In earlier work, we had introduced the Kantorovich probability monad on complete metric spaces, extending a construction due to van Breugel. Here we extend the Kantorovich monad further to a certain class of ordered metric spaces, by…
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…
This paper generalizes the notion of stochastic order to a relation between probability measures over arbitrary measurable spaces. This generalization is motivated by the observation that for the stochastic ordering of two stationary Markov…
Higher order risk measures are stochastic optimization problems by design, and for this reason they enjoy valuable properties in optimization under uncertainties. They nicely integrate with stochastic optimization problems, as has been…
Stochastic ordering among distributions has been considered in a variety of scenarios. Economic studies often involve research about the ordering of investment strategies or social welfare. However, as noted in the literature, stochastic…
In this paper, the development of a mathematical method is presented to explore spatially non-uniform phases with no long-range order in mathematical models of first order phase transitions. We use essential results regarding the…
Spaces with locally varying scale of measurement, like multidimensional structures with differently scaled dimensions, are pretty common in statistics and machine learning. Nevertheless, it is still understood as an open question how to…
A partial order on the set of metric measure spaces is defined; it generalizes the Lipschitz order of Gromov. We show that our partial order is closed when metric measure spaces are equipped with the Gromov-weak topology and give a new…
We study metric projections onto cones in the Wasserstein space of probability measures, defined by stochastic orders. Dualities for backward and forward projections are established under general conditions. Dual optimal solutions and their…
Stochastic monotonicity is a well known partial order relation between probability measures defined on the same partially ordered set. Strassen Theorem establishes equivalence between stochastic monotonicity and the existence of a coupling…
According to the fundamental work of Yu.V. Prokhorov, the general theory of stochastic processes can be regarded as the theory of probability measures in complete separable metric spaces. Since stochastic processes depending upon a…
Consider a probability measure supported by a regular geodesic ball in a manifold. For any p larger than or equal to 1 we define a stochastic algorithm which converges almost surely to the p-mean of the measure. Assuming furthermore that…
The conventional definition of a topological metric over a space specifies properties that must be obeyed by any measure of "how separated" two points in that space are. Here it is shown how to extend that definition, and in particular the…
Using a multiplicative structure (for example that of a Banach algebra) and a partial order we construct a weak version of a Banach space valued stochastic integral with respect to square integrable martingales.
Ranking distributions according to a stochastic order has wide applications in diverse areas. Although stochastic dominance has received much attention, convex order, particularly in general dimensions, has yet to be investigated from a…
A causal set is a partially ordered set on a countably infinite ground-set such that each element is above finitely many others. A natural extension of a causal set is an enumeration of its elements which respects the order. We bring…
We introduce the notion of dynamical metric order of a continuous map on a compact metric space, study its basic properties, and compute it for several classes of maps. This concept which is a counterpart of the metric mean dimension with…
In many branches of engineering, Banach contraction mapping theorem is employed to establish the convergence of certain deterministic algorithms. Randomized versions of these algorithms have been developed that have proved useful in…
A causal set is a countably infinite poset in which every element is above finitely many others; causal sets are exactly the posets that have a linear extension with the order-type of the natural numbers -- we call such a linear extension a…