Related papers: Failure Rate Properties of Parallel Systems
Finding a point in the intersection of a collection of closed convex sets, that is the convex feasibility problem, represents the main modeling strategy for many computational problems. In this paper we analyze new stochastic reformulations…
The aim of this paper is to investigate how the correlation properties of a stationary Markovian stochastic processes affect the First Passage Time distribution. First Passage Time issues are a classical topic in stochastic processes…
We develop a generalized stability framework for stochastic discrete-time systems, where the generality pertains to the ways in which the distribution of the state energy can be characterized. We use tools from finance and operations…
Real-time systems consist of a set of tasks, a scheduling policy, and a system architecture, all constrained by timing requirements. Many everyday embedded systems, within devices such as airplanes, cars, trains, and spatial probes, operate…
How chaos is useful in the brain information processing is greatly unknown. Here, we show that the statistical property of chaos such as invariant measures naturally organized under a great number of iterations of chaotic mappings can be…
Recursive stochastic algorithms have gained significant attention in the recent past due to data driven applications. Examples include stochastic gradient descent for solving large-scale optimization problems and empirical dynamic…
Stochastic frontier models have attracted considerable attention due to the incorporation of an inefficiency term in addition to the conventional error term. In this paper, we propose a general estimation framework for panel stochastic…
We consider learning problems over training sets in which both, the number of training examples and the dimension of the feature vectors, are large. To solve these problems we propose the random parallel stochastic algorithm (RAPSA). We…
We consider the problem of estimating the factors of a rank-$1$ matrix with i.i.d. Gaussian, rank-$1$ measurements that are nonlinearly transformed and corrupted by noise. Considering two prototypical choices for the nonlinearity, we study…
Consider a system in which tasks of different execution times arrive continuously and have to be executed by a set of processors that are prone to crashes and restarts. In this paper we model and study the impact of parallelism and failures…
Earlier we proposed the stochastic point process model, which reproduces a variety of self-affine time series exhibiting power spectral density S(f) scaling as power of the frequency f and derived a stochastic differential equation with the…
This paper introduces a novel framework to construct the probability density function (PDF) of non-negative continuous random variables. The proposed framework uses two functions: one is the survival function (SF) of a non-negative…
We introduce novel variants of momentum by incorporating the variance of the stochastic loss function. The variance characterizes the confidence or uncertainty of the local features of the averaged loss surface across the i.i.d. subsets of…
This paper considers an opportunistic scheduling problem over a renewal system. A controller observes a random event at the beginning of each renewal frame and then chooses an action in response to the event, which affects the duration of…
We introduce a segmentation algorithm to probe temporal organization of heterogeneities in human heartbeat interval time series. We find that the lengths of segments with different local values of heart rates follow a power-law…
This article studies tail behavior for the error components in the stochastic frontier model, where one component has bounded support on one side, and the other has unbounded support on both sides. Under weak assumptions on the error…
Material produced by current metal additive manufacturing processes is susceptible to variable performance due to imprecise control of internal porosity, surface roughness, and conformity to designed geometry. Using a double U-notched…
We study the large-time asymptotic of renewal-reward processes with a heavy-tailed waiting time distribution. It is known that the heavy tail of the distribution produces an extremely slow dynamics, resulting in a singular large deviation…
Any strategy used to distribute a robot ensemble over a set of sequential tasks is subject to inaccuracy due to robot-level uncertainties and environmental influences on the robots' behavior. We approach the problem of inaccuracy during…
The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…