Related papers: Stochastic ordering of classical discrete distribu…
Convolutions of long-tailed and subexponential distributions play a major role in the analysis of many stochastic systems. We study these convolutions, proving some important new results through a simple and coherent approach, and showing…
The exact expression for the probability density $p_{_N}(x)$ for sums of a finite number $N$ of random independent terms is obtained. It is shown that the very tail of $p_{_N}(x)$ has a Gaussian form if and only if all the random terms are…
Bifurcations of the $A_{n}$ type in Arnold's classification, in non-autonomous $p$-periodic difference equations generated by parameter depending families with $p$ maps, are studied. It is proved that the conditions of degeneracy,…
One of the key performance measures in queueing systems is the exponential decay rate of the steady-state tail probabilities of the queue lengths. It is known that if a corresponding fluid model is stable and the stochastic primitives have…
We study the classical, two-sided stable marriage problem under pairwise preferences. In the most general setting, agents are allowed to express their preferences as comparisons of any two of their edges and they also have the right to…
There are well-known examples of dynamical systems for which the Birkhoff averages with respect to a given observable along some or all of the orbits do not converge. It has been suggested that such orbits could be classified using higher…
Hybrid classical quantum optimization methods have become an important tool for efficiently solving problems in the current generation of NISQ computers. These methods use an optimization algorithm executed in a classical computer, fed with…
Let $(S_n^p)_{n\geq 0}$ be a Bernoulli random walk where each of the independent increments is either $1$ or $-1$ with probabilities $p$ and $1-p$. For $p'$ and $p'' \in [0,1]$ with $|p'-1/2|>|p''-1/2|$, we show that $(|S_n^{p''}|)_{n\geq…
There is a growing body of work on sorting and selection in models other than the unit-cost comparison model. This work is the first treatment of a natural stochastic variant of the problem where the cost of comparing two elements is a…
Consider the continuous greedy paths model: given a $d$-dimensional Poisson point process with positive marks interpreted as masses, let $\mathrm P(\ell)$ denote the maximum mass gathered by a path of length $\ell$ starting from the origin.…
This paper generalizes the notion of stochastic order to a relation between probability measures over arbitrary measurable spaces. This generalization is motivated by the observation that for the stochastic ordering of two stationary Markov…
Classical and quantum physics impose different constraints on the joint probability distributions of observed variables in a causal structure. These differences mean that certain correlations can be certified as non-classical, which has…
We introduce kicked $p$-spin models describing a family of transverse Ising-like models for an ensemble of spin-$1/2$ particles with all-to-all $p$-body interaction terms occurring periodically in time as delta-kicks. This is the natural…
When the underlying probability distribution in a stochastic optimization is observed only through data, various data-driven formulations have been studied to obtain approximate optimal solutions. We show that no such formulations can, in a…
The upper tail of a claim size distribution of a property line of business is frequently modelled by Pareto distribution. However, the upper tail does not need to be Pareto distributed, extraordinary shapes are possible. Here, the…
We consider the task of heavy-tailed statistical estimation given streaming $p$-dimensional samples. This could also be viewed as stochastic optimization under heavy-tailed distributions, with an additional $O(p)$ space complexity…
In this note we study order reversing quasi involutions and their properties. These maps are dualities (order reversing involutions) on their image. We prove that any order reversing quasi involution is induced by a cost. Invariant sets of…
Heavy-tailed phenomena appear across diverse domains --from wealth and firm sizes in economics to network traffic, biological systems, and physical processes-- characterized by the disproportionate influence of extreme values. These…
In this paper we provide a novel family of stochastic orders that generalizes second order stochastic dominance, which we call the $\alpha,[a,b]$-concave stochastic orders. These stochastic orders are generated by a novel set of "very"…
Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift are considered. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and…