Related papers: A Characterization Based On Products of Order Stat…
Suppose we observe an invertible linear process with independent mean-zero innovations and with coefficients depending on a finite-dimensional parameter, and we want to estimate the expectation of some function under the stationary…
Many loads have flexibility in demand that can be used to provide ancillary services to power grids. A large body of literature exists on designing algorithms to coordinate actions of many loads to provide such a service. The topic of…
In this note we describe a new method of counting the number of unordered factorizations of a natural number by means of a generating function and a recurrence relation arising from it, which improves an earlier result in this direction.
A distribution system can flexibly adjust its substation-level power output by aggregating its local distributed energy resources (DERs). Due to DER and network constraints, characterizing the exact feasible power output region is…
We study the problem of comparing ageing patterns of the lifetime of k-out-of-n systems. Mathematically, this reduces to being able to decide about a stochastic ordering relationship between different order statistics. We discuss such…
Skewed parton distributions contain new non-perturbative information about hadronic states. Thus, their extraction from experimental data is an important goal. Properties and models for skewed parton distributions as well as their…
Preference orderings are orderings of a set of items according to the preferences (of judges). Such orderings arise in a variety of domains, including group decision making, consumer marketing, voting and machine learning. Measuring the…
We study power-mixture type functional equations in terms of Laplace-Stieltjes transforms of probability distributions. These equations arise when studying distributional equations of the type Z = X + TZ, where T is a known random variable,…
The generalized parton distributions are non-perturbative objects, which encode information on long distance dynamics in a number of exclusive processes. They are hybrids of conventional parton densities, distribution amplitudes and hadron…
The main purpose of this paper is to investigate the stability problem of some functional equations that appear in the characterization problem of information measures.
The aim of this paper is to prove characterization theorems for higher order derivations. Among others we prove that the system defining higher order derivations is stable. Further characterization theorems in the spirit of N.~G.~de Bruijn…
We establish uniform estimates for order statistics of sequences of independent identically distributed random variables with log-concave distribution in terms of Orlicz norms associated with the distribution function of the random…
Decisions are often based on imprecise, uncertain or vague information. Likewise, the consequences of an action are often equally unpredictable, thus putting the decision maker into a twofold jeopardy. Assuming that the effects of an action…
We find conditions which guarantee moment (in)determinacy of powers and products of nonnegative random variables. We establish new and general results which are based either on the rate of growth of the moments of a random variable or on…
In this paper we study the volatility and its probability distribution function for the cumulative production based on the experience curve hypothesis. This work presents a generalization of the study of volatility in [1], which addressed…
We study optimization problems in which a linear functional is maximized over probability measures that are dominated by a given measure according to an integral stochastic order in an arbitrary dimension. We show that the following four…
In this paper, we propose a new class of distributions by exponentiating the random variables associated with the probability density functions of composite distributions. We also derive some mathematical properties of this new class of…
The chain rule for derivatives of a function of a function is extended to a function of a statistical functional, and applied to obtain approximations to the cumulants, distribution and quantiles of functions of sample moments, and so to…
We briefly recall the main physical features of the parton distributions in the quantum statistical picture of the nucleon. Some predictions from a next-to-leading order QCD analysis are compared to recent experimental results.
Feature selection can facilitate the learning of mixtures of discrete random variables as they arise, e.g. in crowdsourcing tasks. Intuitively, not all workers are equally reliable but, if the less reliable ones could be eliminated, then…