Related papers: Stochastic comparisons of series and parallel syst…

While there is substantial need for dependence models in higher dimensions, most existing models quickly become rather restrictive and barely balance parsimony and flexibility. Hierarchical constructions may improve on that by grouping…

The phase transitions and critical properties of two types of inhomogeneous systems are reviewed. In one case, the local critical behaviour results from the particular shape of the system. Here scale-invariant forms like wedges or cones are…

This paper conducts sensitivity analysis of random constraint and variational systems related to stochastic optimization and variational inequalities. We establish efficient conditions for well-posedness, in the sense of robust Lipschitzian…

An asymmetric exclusion model on an open chain with random rates for hopping particles, where overtaking is also possible, is studied numerically and by computer simulation. The phase structure of the model and the density profiles near the…

Inhomogeneous phase-type (IPH) distributions extend classical phase-type models by allowing transition intensities to vary over time, offering greater flexibility for modeling heavy-tailed or time-dependent absorption phenomena. We focus on…

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…

We present an extension of the ergodic, mixing and Bernoulli levels of the ergodic hierarchy in dynamical systems, the information geometric ergodic hierarchy (IGEH), making use of statistical models on curved manifolds in the context of…

Some intriging connections between the properties of nonlinear noise driven systems and the nonlinear dynamics of a particular set of Hamilton's equation are discussed. A large class of Fokker-Planck Equations, like the Schr\"odinger…

This article studies some numerical approximations of the homogenized matrix for stochastic linear elliptic partial differential equations in divergence form. We focus on the case when the underlying random field is a small perturbation of…

We prove that parallel processing with homogeneous processors is logically equivalent to fast serial processing. The reverse proposition can also be used to identify obscure opportunities for applying parallelism. To our knowledge, this…

This paper proposes a variance-based measure of importance for coherent systems with dependent and heterogeneous components. The particular cases of independent components and homogeneous components are also considered. We model the…

The onset of quantum ergodicity is often quantified by the average ratio of consecutive level spacings. The reference values for ergodic quantum systems have been obtained numerically from the spectra of large but finite-dimensional random…

We give a hybrid two stage design which can be useful to estimate the reliability of a parallel-series and/or by duality a series-parallel system, when the component reliabilities are unknown as well as the total numbers of units allowed to…

A finite difference numerical scheme is proposed and analyzed for the Cahn-Hilliard-Stokes system with Flory-Huggins energy functional. A convex splitting is applied to the chemical potential, which in turns leads to the implicit treatment…

Probabilistic programming is related to a compositional approach to stochastic modeling by switching from discrete to continuous time dynamics. In continuous time, an operator-algebra semantics is available in which processes proceeding in…

We present a systematic way to analyze and model systems having many characteristic time-scales. The method we propose is employed for a test-case of a meandering jet model manifesting chaotic tracer dispersion with long time-correlations.…

We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…

Time-resolved optical lineshapes are calculated using a second-order inhomogeneous cumulant expansion. The calculation shows that in the inhomogeneous limit the optical spectra are determined solely by two-time correlation functions.…

This paper addresses the problem of parallelizing computations to study non-linear dynamics in large networks of non-locally coupled oscillators using heterogeneous computing resources. The proposed approach can be applied to a variety of…

This paper concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which…