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math.PR2019
A Coupling Proof of Convex Ordering for Compound Distributions
Jean Bérard, Nicolas Juillet
In this paper, we give an alternative proof of the fact that, when compounding a nonnegative probability distribution, convex ordering between the distributions of the number of su…
math.PR2019★ 4 cited
On a solution to the Monge transport problem on the real line arising from the strictly concave case
Nicolas Juillet
It is well-known that the optimal transport problem on the real line for the classical distance cost may not have a unique solution. In this paper we recover uniqueness by consider…