Parametric stochastic convexity and concavity of stochastic processes

Moshe Shaked and Jevaveerasingam Shanthikumar

Annals of the Institute of Statistical Mathematics, 1990, vol. 42, issue 3, 509-531

Keywords: Sample path convexity and concavity; Markov processes; directional convexity and concavity; single stage queues; supermodular and submodular functions; L-superadditive functions; reliability theory; branching processes; shock models; total positivity (search for similar items in EconPapers)
Date: 1990
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DOI: 10.1007/BF00049305

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