## A Short Proof of Strassen’s Theorem Using Convex Analysis

We give a simple proof of Strassen’s theorem on stochastic dominance using linear programming duality, without requiring measure-theoretic arguments. The result extends to generalized inequalities using conic optimization duality and provides an additional, intuitive optimization formulation for stochastic dominance. Citation Northwestern Univ., Aug., 2013 Article Download View A Short Proof of Strassen's Theorem Using Convex … Read more