Shaked, Moshe; Shanthikumar, J. George - In: Stochastic Processes and their Applications 27 (1987), pp. 1-20
A discrete time stochastic process {Xn, N = 0, 1, 2, ...} is said to be temporally convex (concave) if E[theta](Xn) is a nondecreasing convex (concave) function of n whenever [theta] is a nondecreasing convex (concave) function. Similarly one can define temporal convexity and concavity for...
