Related papers: A Generalization of the Exponential-Logarithmic Di…
Recently it has been observed that the bivariate generalized linear failure rate distribution can be used quite effectively to analyze lifetime data in two dimensions. This paper introduces a more general class of bivariate distributions.…
A semicoherent system can be described by its structure function or, equivalently, by a lattice polynomial function expressing the system lifetime in terms of the component lifetimes. In this paper we point out the parallelism between the…
Accelerated life testing (ALT) is typically used to assess the reliability of material's lifetime under desired stress levels. Recent advances in material engineering have made a variety of material alternatives readily available. To…
We investigate the computational complexity of the exponential random graph model (ERGM) commonly used in social network analysis. This model represents a probability distribution on graphs by setting the log-likelihood of generating a…
The present paper considers modified extension of the exponential distribution with three parameters. We study the main properties of this new distribution, with special emphasis on its median, mode and moments function and some…
This paper introduces a novel Ito diffusion process to model high-frequency financial data, which can accommodate low-frequency volatility dynamics by embedding the discrete-time non-linear exponential GARCH structure with log-integrated…
The generalized Laplace (GL) distribution, which falls in the larger family of generalized hyperbolic distributions, provides a versatile model to deal with a variety of applications thanks to its shape parameters. The elliptically…
We develop a class of non-life reserving models using a stable-1/2 random bridge to simulate the accumulation of paid claims, allowing for an essentially arbitrary choice of a priori distribution for the ultimate loss. Taking an…
The exponential upper bounds for the convergence rate of the distribution of restorable element with partially energized standby redundancy are founded, in the case when all working and repair times are bounded by exponential random…
Systems with a long-term stationary state that possess as a spatio-temporally fluctuation quantity $\beta$ can be described by a superposition of several statistics, a "super statistics". We consider first, the Gamma, log-normal and…
We study frequency linear-time temporal logic (fLTL) which extends the linear-time temporal logic (LTL) with a path operator $G^p$ expressing that on a path, certain formula holds with at least a given frequency p, thus relaxing the…
This paper proposes a novel class of generalized Expected-Shortfall (ES) norms constructed via distortion risk measures, establishing a unified analytical framework for risk quantification. The proposed norms extend conventional ES…
In this paper, we introduce a generalized composite fading distribution (termed extended generalized-K (EGK)) to model the envelope and the power of the received signal in millimeter wave (60 GHz or above) and free-space optical channels.…
We propose an approach to formally specifying the behavioral properties of systems that rely on a perception model for interactions with the physical world. The key idea is to introduce embeddings -- mathematical representations of a…
This study aims to introduce a new lifetime distribution, called the record-based transformed log-logistic distribution, to the literature. We obtain this distribution using a record-based transformation map based on the distributions of…
This paper introduces studies on exponentaited generalized Weibull Gompertz distribution EGWGD which generalizes a lot of distributions. Several properties of the EGWGD such as reversed (hazard) function, moments, maximum likelihood…
In this paper we introduce, for the first time, the Weibull-Geometric distribution which generalizes the exponential-geometric distribution proposed by Adamidis and Loukas (1998). The hazard function of the last distribution is monotone…
This paper introduces a novel family of generalized exponentiated gradient (EG) updates derived from an Alpha-Beta divergence regularization function. Collectively referred to as EGAB, the proposed updates belong to the category of…
We study the estimation of the value function for continuous-time Markov diffusion processes using a single, discretely observed ergodic trajectory. Our work provides non-asymptotic statistical guarantees for the least-squares…
This work proposes a parametric probabilistic approach to model damage accumulation using the double linear damage rule (DLDR) considering the existence of limited experimental fatigue data. A probabilistic version of DLDR is developed in…