Majorisation ordering of measures invariant under transformations of the interval

Majorisation is a partial ordering that can be applied to the set of probability measures on the unit interval I = [0, 1). Its defining property is that one measure μ majorises another measure , written μ , if R I fdμ R I fd for every convex real-valued function f : I ! R. This means that studying t...

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Bibliographic Details
Main Author: Steel, Jacob
Published: Queen Mary, University of London 2010
Subjects:
519
Online Access:https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.531448