Stochastic dominance for sums of independent symmetric random vectors
- Series
- Stochastics Seminar
- Time
- Thursday, April 19, 2018 - 15:05 for 1 hour (actually 50 minutes)
- Location
- Skiles 006
- Speaker
- Tomasz Tkocz – Carnegie Mellon University – ttkocz@math.cmu.edu
We shall prove that a certain stochastic ordering defined in terms of
convex symmetric sets is inherited by sums of independent symmetric
random vectors. Joint work with W. Bednorz.