Stochastic dominance for sums of independent symmetric random vectors

Series: 
Stochastics Seminar
Thursday, April 19, 2018 - 3:05pm
1 hour (actually 50 minutes)
Location: 
Skiles 006
,  
Carnegie Mellon University
,  
Organizer: 
 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.