Related papers: System reliability and weighted lattice polynomial…
In this paper, we present methods of obtaining single moments of order statistics arising from posibly dependent and non-identically distributed discrete random variables. We derive exact and approximate formulas convenient for numerical…
The analysis of observable phenomena (for instance, in biology or physics) allows the detection of dynamical behaviors and, conversely, starting from a desired behavior allows the design of objects exhibiting that behavior in engineering.…
In a system, there are identical replaceable components working for a given task and a failed component is replaced by a functioning one in the corresponding position, which characterizes a repairable system. Assuming that a replaced…
We propose a computational framework to quantify (measure) and to optimize the reliability of complex systems. The approach uses a graph representation of the system that is subject to random failures of its components (nodes and edges).…
The problem of obtaining a realistic, relativistic description of a quantum system is discussed in the context of a simple (light-cone) lattice field theory. A natural stochastic model is proposed which, although non-local, is relativistic…
Understanding which system structure can sustain stable dynamics is a fundamental step in the design and analysis of large scale dynamical systems. Towards this goal, we investigate here the structural stability of systems with a random…
We consider a model for systems perturbed by dichotomous noise, in which the hazard rate function of a random lifetime is subject to additive time-alternating perturbations described by the telegraph process. This leads us to define a…
Though the ability of human beings to deal with probabilities has been put into question, the assessment of rarity is a crucial competence underlying much of human decision-making and is pervasive in spontaneous narrative behaviour. This…
In this chapter a general mathematical framework for probabilistic theories of operationally understood circuits is laid out. Circuits are comprised of operations and wires. An operation is one use of an apparatus and a wire is a…
Let $X^1, ..., X^k$ and $Y^1, ..., Y^m$ be jointly independent copies of random variables $X$ and $Y$, respectively. For a fixed total number $n$ of random variables, we aim at maximising $M(k,m):= E \max \{X^1, ..., X^k, Y^1, >..., Y^{m}…
The new concept of relative generic subsets is introduced. It is shown that the set of controllable linear finite-dimensional port-Hamiltonian systems is a relative generic subset of the set of all linear finite-dimensional port-Hamiltonian…
We propose a general approach to construct weighted likelihood estimating equations with the aim of obtain robust estimates. The weight, attached to each score contribution, is evaluated by comparing the statistical data depth at the model…
We consider a market model where there are two levels of information. The public information generated by the financial assets, and a larger flow of information that contains additional knowledge about a random time. This random time can…
The problem of testing the reliability of ensemble forecasting systems is revisited. A popular tool to assess the reliability of ensemble forecasting systems (for scalar verifications) is the rank histogram, this histogram is expected to be…
In this work a theory is developed for unifying large classes of nonlinear discrete-time dynamical systems obeying a superposition of a weighted maximum or minimum type. The state vectors and input-output signals evolve on nonlinear spaces…
We provide a simple proof of the Lieb-Robinson bound and use it to prove the existence of the dynamics for interactions with polynomial decay. We then use our results to demonstrate that there is an upper bound on the rate at which…
The (relevance) weighted likelihood was introduced to formally embrace a variety of statistical procedures that trade bias for precision. Unlike its classical counterpart, the weighted likelihood combines all relevant information while…
The concept of random dynamical system is a comparatively recent development combining ideas and methods from the well developed areas of probability theory and dynamical systems. Due to our inaccurate knowledge of the particular physical…
Intervals in binary or n-ary relations or other discrete structures generalize the concept of interval in a linearly ordered set. Join-irreducible partitions into intervals are characterized in the lattice of all interval decompositions of…
Statistical modeling is a key component in the extraction of physical results from lattice field theory calculations. Although the general models used are often strongly motivated by physics, many model variations can frequently be…