Related papers: Stochastic order relations among parallel systems …
A stochastic version of the Brusselator model is proposed and studied via the system size expansion. The mean-field equations are derived and shown to yield to organized Turing patterns within a specific parameters region. When determining…
We study stochastic ordering of system lifetimes with dependent and heterogeneous components whose marginal distributions are obtained through transformations of a common baseline. The dependence structure is modeled via Archimedean…
To examine the effect of exponential, Weibull and Gompertz distributions on sample size determination for superiority trials (STs) or non-inferiority trials (NTs) with time-to-event data, we present two sample size formulas for STs or NTs…
We analyze ecological systems that are influenced by random environmental fluctuations. We first provide general conditions which ensure that the species coexist and the system converges to a unique invariant probability measure (stationary…
Bi-factor and second-order models based on copulas are proposed for item response data, where the items can be split into non-overlapping groups such that there is a homogeneous dependence within each group. Our general models include the…
We analyze the ordinal structure of long-range dependent time series. To this end, we use so called ordinal patterns which describe the relative position of consecutive data points. We provide two estimators for the probabilities of ordinal…
In this work, in order to obtain higher-order schemes for solving forward backward stochastic differential equations, we adopt the high-order multi-step method in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36(4) (2014),…
We give a risk-averse solution to the problem of estimating the reliability of a parallel-series system. We adopt a beta-binomial model for components reliabilities, and assume that the total sample size for the experience is fixed. The…
The reconstruction of the parameter of the model by the measurement of the random variable depending on this parameter is one of the main tasks of statistics. In the paper the notion of the statistically dual distributions is introduced.…
We study ordinal makespan scheduling on small numbers of identical machines, with respect to two parallel solutions. In ordinal scheduling, it is known that jobs are sorted by non-increasing sizes, but the specific sizes are not known in…
In this paper we focus on providing sufficient conditions for some well-known stochastic orders in reliability but dealing with the discrete versions of them, filling a gap in the literature. In particular, we find conditions based on the…
We consider a class of growth models and models of turbulence based on the randomly stirred fluid. The similarity between the predictions of these models, noted a decade earlier, is understood on the basis of a stochastic quantization…
We investigate the connections between microscopic chaos, defined on a dynamical level and arising from collisions between molecules, and diffusion, characterized by a mean square displacement proportional to the time. We use a number of…
This paper introduces a new generalization of the power generalized Weibull distribution called the generalized power generalized Weibull distribution. This distribution can also be considered as a generalization of Weibull distribution.…
Stochastic equations play an important role in computational science, due to their ability to treat a wide variety of complex statistical problems. However, current algorithms are strongly limited by their sampling variance, which scales…
For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal…
Stochastic storage models based on essentially non-Gaussian noise are considered. The stochastic description of physical systems based on stochastic storage models is associated with generalized Poisson (or shot) noise, in which the jump…
The paper presents some distributional properties of logistic order statistics subject to independent exponential one-sided and two-sided shifts. Utilizing these properties, we extend several known results and obtain some new…
We revisit the modeling of the diauxic growth of a pure microorganism on two distinct sugars which was first described by Monod. Most available models are deterministic and make the assumption that all cells of the microbial ecosystem…
We give a stochastic comparison and ordering of the Tracy-Widom distribution with parameter $\beta$. In particular, we show that as $\beta$ grows, the Tracy-Widom random variables get smaller modulo a multiplicative coefficient.