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System performance for networks composed of interconnected subsystems can be increased if the traditionally separated subsystems are jointly optimized. Recently, parallel and distributed optimization methods have emerged as a powerful tool…

Optimization and Control · Mathematics 2013-02-14 Ion Necoara , Valentin Nedelcu , Ioan Dumitrache

In this paper we obtain a comparison theorem for backward stochastic partial differential equation (SPDEs) with jumps. We apply it to introduce space-dependent convex risk measures as a model for risk in large systems of interacting…

Probability · Mathematics 2014-02-19 Bernt Øksendal , Agnès Sulem , Tusheng Zhang

The first part of the paper is an introduction to the theory of probabilistic concurrent systems under a partial order semantics. Key definitions and results are given and illustrated on examples. The second part includes contributions. We…

Formal Languages and Automata Theory · Computer Science 2023-06-22 Samy Abbes

The quantum statistical parton distributions approach proposed more than one decade ago is revisited by considering a larger set of recent and accurate Deep Inelastic Scattering experimental results. It enables us to improve the description…

High Energy Physics - Phenomenology · Physics 2015-10-22 Jacques Soffer , Claude Bourrely

In this paper, an alternative Discrete skew Logistic distribution is proposed, which is derived by using the general approach of discretizing a continuous distribution while retaining its survival function. The properties of the…

Methodology · Statistics 2016-04-07 Deepesh Bhati , Subrata Chakraborty , Snober Gowhar Lateef

In this work, we develop a comparison procedure for the Modified log-Sobolev Inequality (MLSI) constants of two reversible Markov chains on a finite state space. Efficient comparison of the MLSI Dirichlet forms is a well known obstacle in…

Probability · Mathematics 2022-06-28 Konstantin Tikhomirov , Pierre Youssef

In this paper, we have discussed the stochastic comparison of the smallest and largest ordered statistic from independent heterogeneous Weibull-G random variables and Gompertz Makeham random variables. We compare systems arising from taking…

Statistics Theory · Mathematics 2020-03-02 Madhurima Datta , Nitin Gupta

We derive sufficient conditions for the convex and monotonic g-stochastic ordering of diffusion processes under nonlinear g-expectations and g-evaluations. Our approach relies on comparison results for forward-backward stochastic…

Probability · Mathematics 2022-04-13 Sel Ly , Nicolas Privault

This paper presents a new approach to statistical similarity assessment based on sequence alignment. The algorithm performs mutual matching of two random sequences by successively searching for common elements and by applying sequence…

Signal Processing · Electrical Eng. & Systems 2021-06-09 Jakub Nikonowicz , Łukasz Matuszewski , Paweł Kubczak

A random search algorithm intended to solve discrete optimization problems is considered. We outline the main components of the algorithm, and then describe it in more detail. We show how the algorithm can be implemented on parallel…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-11-13 Nikolai K. Krivulin , Dennis Guster , Charles Hall

We consider the non-stationary stochastic lot sizing problem with backorder costs and make a cost comparison among different lot-sizing strategies. We initially provide an overview of the strategies and some corresponding solution…

Optimization and Control · Mathematics 2021-08-12 Gozdem Dural-Selcuk , Onur A. Kilic , S. Armagan Tarim , Roberto Rossi

Some properties of chaotic dynamical systems can be probed through features of recurrences, also called analogs. In practice, analogs are nearest neighbours of the state of a system, taken from a large database called the catalog. Analogs…

Dynamical Systems · Mathematics 2021-10-27 Paul Platzer , Pascal Yiou , Philippe Naveau , Jean-François Filipot , Maxime Thiebaut , Pierre Tandeo

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…

Probability · Mathematics 2026-04-30 Idir Arab , Milto Hadjikyriakou , Paulo Eduardo Oliveira

A new generator of univariate continuous distributions, with two additional parameters, called the Log-Lindley generated family is introduced. Some special distributions in the new family are presented. Some mathematical properties of the…

Methodology · Statistics 2017-05-11 Lazhar Benkhelifa

When some treatments are ordered according to the categories of an ordinal categorical variable (e.g., extent of side effects) in a monotone order, one might be interested in knowing wether the treatments are equally effective or not. One…

Methodology · Statistics 2014-02-24 Nirian Martín , Raquel Mata , Leandro Pardo

In this survey, a short introduction in the recent discovery of log-normally distributed market-technical trend data will be given. The results of the statistical evaluation of typical market-technical trend variables will be presented. It…

Statistical Finance · Quantitative Finance 2016-05-12 René Kempen , Stanislaus Maier-Paape

Several probability distributions have been proposed in the literature, especially with the aim of obtaining models that are more flexible relative to the behaviors of the density and hazard rate functions. Recently, a new generalization of…

Computation · Statistics 2016-04-26 K. V. P. Barco , J. Mazucheli , V. Janeiro

The log-rank test and the Cox proportional hazards model are commonly used to compare time-to-event data in clinical trials, as they are most powerful under proportional hazards. But there is a loss of power if this assumption is violated,…

Methodology · Statistics 2024-02-14 Jonas Brugger , Tim Friede , Florian Klinglmüller , Martin Posch , Robin Ristl , Franz König

In this paper, we explore how numerical calculations can be accelerated by implementing several numerical methods of fractional-order systems using parallel computing techniques. We investigate the feasibility of parallel computing…

Dynamical Systems · Mathematics 2016-11-29 A. Baban , C. Bonchiş , A. Fikl , F. Roşu

In this paper, we study a fault-tolerant control for systems consisting of multiple homogeneous components such as parallel processing machines. This type of system is often more robust to uncertainty compared to those with a single…

Optimization and Control · Mathematics 2020-12-03 Jalal Arabneydi , Amir G. Aghdam