Related papers: A Theoretical Study of Process Dependence for Stan…
Critical parts of the definitions of standard serial and standard parallel modes refer to stochastic independence. Standard serial models are defined by stochastic independence and identical distributions of their processing times.…
In this paper, we investigate stochastic comparisons of parallel systems, and obtain two characterization results in this regard. First, we compare a parallel system with independent heterogeneous components to a parallel system with…
Cascading failures in complex systems have been studied extensively using two different models: $k$-core percolation and interdependent networks. We combine the two models into a general model, solve it analytically and validate our…
In this article we introduce two new perfect simulation algorithms for chains with infinite memory. Both algorithms belong to the coupling of past procedures. The novelty of our approach is that it allows to include unknown states to the…
In typical embedded applications, the precise execution time of the program does not matter, and it is sufficient to meet a real-time deadline. However, modern applications in information security have become much more time-sensitive, due…
In this paper, we analyze the effects of erroneous load comparisons on the performance of the Po2 scheme. Specifically, we consider load-dependent and load-independent errors. In the load-dependent error model, an incoming job is sent to…
The memory consistency model is a fundamental system property characterizing a multiprocessor. The relative merits of strict versus relaxed memory models have been widely debated in terms of their impact on performance, hardware complexity…
Biochemical processes typically involve huge numbers of individual reversible steps, each with its own dynamical rate constants. For example, kinetic proofreading processes rely upon numerous sequential reactions in order to guarantee the…
Stochastic comparisons of series and parallel systems are important in many areas of engineering, operations research and reliability analysis. These comparisons allow for the evaluation of the performance and reliability of systems under…
Survival time is the primary endpoint of many randomized controlled trials, and a treatment effect is typically quantified by the hazard ratio under the assumption of proportional hazards. Awareness is increasing that in many settings this…
Model-based safety analysis approaches aim at finding critical failure combinations by analysis of models of the whole system (i.e. software, hardware, failure modes and environment). The advantage of these methods compared to traditional…
In this paper, we studied the stochastic ordering behavior of series as well as parallel systems' lifetimes comprising dependent and heterogeneous components, experiencing random shocks, and exhibiting distinct dependency structures. We…
We study the generalization of the G/G/1 queue obtained by relaxing the assumption of independence between inter-arrival times and service requirements. The analysis is carried out for the class of multivariate matrix exponential…
Classical statistical learning theory predicts a U-shaped relationship between test loss and model capacity, driven by the bias-variance trade-off. Recent advances in modern machine learning have revealed a more complex pattern,…
Binomial time series in which the logit of the probability of success is modelled as a linear function of observed regressors and a stationary latent Gaussian process are considered. Score tests are developed to first test for the existence…
We identify general conditions under which regenerative processes with dependent cycles and cycle lengths are asymptotically independent. The result is applied to various models. In particular, independent L\'evy processes with dependent…
We propose a constructive approach to building temporal point processes that incorporate dependence on their history. The dependence is modeled through the conditional density of the duration, i.e., the interval between successive event…
A broad class of parallel server systems is considered, for which we prove the steady-state asymptotic independence of server workloads, as the number of servers goes to infinity, while the system load remains sub-critical. Arriving jobs…
In this paper, we provide a solution to two problems which have been open in default time modeling in credit risk. We first show that if $\tau$ is an arbitrary random (default) time such that its Az\'ema's supermartingale…
Complex systems are often characterized by the interplay of multiple interconnected dynamical processes operating across a range of temporal scales. This phenomenon is widespread in both biological and artificial scenarios, making it…