Sequences which are alternating of a (finite) higher order n, appropriately normalized, are shown to form a Bauer simplex, and its countably many extreme points are identified. For \(\, n = 2 \,\) we are dealing with increasing concave sequences. The proof makes use of multivariate co-survival functions of (not necessarily finite) Radon measures.
n-alternating Bauer simplex Co-survival function
Mathematics Subject Classification
46A55 26A48 26D15
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Ressel, P.: Homogeneous distributions—and a spectral representation of classical mean values and stable tail dependence functions. J. Multivar. Anal. 117, 246–256 (2013)MathSciNetCrossRefMATHGoogle Scholar