3 problems
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Tóth's regeneration dominance conjecture for random walks on trees
Consider a discrete-time random walk of finite length on a tree. A regeneration occurs if an edge is traversed exactly once. Let be the -regular tree, and let be a…
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Conjecture on stochastic dominance under diversification of Pareto losses
Diversification conjecture. The stochastic-dominance inequality
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Representation under first-order stochastic dominance
For a bounded random variable , let … be a preference satisfying the paper's continuity, risk-invariance, and first-order stochastic-dominance monotonicity axioms. Representatio…