Related papers: Failure Rate Properties of Parallel Systems
To achieve robustness of risk across different assets, risk parity investing rules, a particular state of risk contributions, have grown in popularity over the previous few decades. To generalize the concept of risk contribution from the…
Task-based runtime systems provide flexible load balancing and portability for parallel scientific applications, but their strong scaling is highly sensitive to task granularity. As parallelism increases, scheduling overhead may transition…
In reliability theory and survival analysis, the residual entropy is known as a measure suitable to describe the dynamic information content in stochastic systems conditional on survival. Aiming to analyze the variability of such…
The mean completion time of a stochastic process may be rendered finite and minimised by a judiciously chosen restart protocol, which may either be stochastic or deterministic. Here we study analytically an arbitrary stochastic search…
The control problem of a linear discrete-time dynamical system over a multi-hop network is explored. The network is assumed to be subject to packet drops by malicious and nonmalicious nodes as well as random and malicious data corruption…
We present a framework for the scale-invariance characterization of stochastic processes in reconstructed finite-dimensional phase spaces. This framework analyses the structural and dynamical properties of the phase space and is based on a…
Stochastic dominance of a random variable by a convex combination of its independent copies has recently been shown to hold within the relatively narrow class of distributions with concave odds function, and later extended to broader…
This paper shows how the steady-state availability and failure frequency can be calculated in a single pass for very large systems, when the availability is expressed as a product of matrices. We apply the general procedure to…
We consider a class of multiplicative processes which, added with stochastic reset events, give origin to stationary distributions with power-law tails -- ubiquitous in the statistics of social, economic, and ecological systems. Our main…
In this paper we consider a stochastic model of perpetuity-type. In contrast to the classical affine perpetuity model of Kesten [12] and Goldie [8] all discount factors in the model are mutually independent. We prove that the tails of the…
We propose a parsimonious quantile regression framework to learn the dynamic tail behaviors of financial asset returns. Our model captures well both the time-varying characteristic and the asymmetrical heavy-tail property of financial time…
We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…
Machine learning systems are often applied to data that is drawn from a different distribution than the training distribution. Recent work has shown that for a variety of classification and signal reconstruction problems, the…
Effects of randomness on non-integer power law tails in multiplicatively interacting stochastic processes are investigated theoretically. Generally, randomness causes decrease of the exponent of tails and the growth rate of processes.…
Our work is part of the close link between continuous-time dissipative dynamical systems and optimization algorithms, and more precisely here, in the stochastic setting. We aim to study stochastic convex minimization problems through the…
We study the problem of assigning indivisible objects to agents where each is to receive at most one. To ensure fairness in the absence of monetary compensation, we consider random assignments. Random Priority, also known as Random Serial…
A central challenge in continual learning is forgetting, the loss of performance on previously learned tasks induced by sequential adaptation to new ones. While forgetting has been extensively studied empirically, rigorous theoretical…
In this paper, we consider two finite mixture models (FMMs), with inverted-Kumaraswamy distributed components' lifetimes. Several stochastic ordering results between the FMMs have been obtained. Mainly, we focus on three different cases in…
In this paper, we introduce some new notions of aging based on geometric, harmonic means of failure rate and aging intensity function. We define a generalized version of aging functions called specific interval-average geometric hazard…
We introduce an statistical mechanical formalism for the study of discrete-time stochastic processes with which we prove: (i) General properties of extremal chains, including triviality on the tail $\sigma$-algebra, short-range…