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arXiv · 2103.01720

Asymptotic Stochastic Comparison of Random Processes

Sugata Ghosh·Asok K. Nanda
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Abstract

Several methods are available in the literature to stochastically compare random variables and random vectors. We introduce the notion of asymptotic stochastic order for random processes and define four such orders. Various properties and interrelations of the orders are discussed. Sufficient conditions for these orders to hold for certain stochastic processes, evolving from some statistical entities of interest, are derived.

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Sugata Ghosh, Asok K. Nanda. 2021-03-02. Asymptotic Stochastic Comparison of Random Processes. https://arxiv.org/abs/2103.01720

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