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Related papers: The Burst Failure Influence on the $H_\infty$ Norm

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We study fracture processes within a stochastic fiber-bundle model where it is assumed that after the failure of a fiber, each intact fiber obtains a random fraction of the failing load. Within a Markov approximation, the breakdown…

Materials Science · Physics 2013-03-27 Jörg Lehmann , Jakob Bernasconi

Selection effects, connected with stochastic errors in source flux and threshold value determination are analyzed. Normal and normal logarithmic distributions of stochastic deviations are considered. These two kind of distributions produce…

Astrophysics · Physics 2007-05-23 G. S. Bisnovatyi-Kogan

The performance of multiple hypothesis testing is known to be affected by the statistical dependence among random variables involved. The mechanisms responsible for this, however, are not well understood. We study the effects of the…

Statistics Theory · Mathematics 2011-03-10 Zhiyi Chi

Perturbation analysis of Markov chains provides bounds on the effect that a change in a Markov transition matrix has on the corresponding stationary distribution. This paper compares and analyzes bounds found in the literature for finite…

Probability · Mathematics 2024-04-03 Karim Abbas , Joost Berkhout , Bernd Heidergott

As a model of composite material, the fiber bundle model has been chosen -where a bundle of fibers is subjected to external load and fibers have distributed thresholds. For different loading conditions, such a system shows few precursors…

Materials Science · Physics 2015-05-19 Srutarshi Pradhan

We address the problem of long-range memory in the financial markets. There are two conceptually different ways to reproduce power-law decay of auto-correlation function: using fractional Brownian motion as well as non-linear stochastic…

Statistical Finance · Quantitative Finance 2017-05-24 V. Gontis , A. Kononovicius

We review statistical theories and numerical methods employed to consider the sample size dependence of the failure strength distribution of disordered materials. We first overview the analytical predictions of extreme value statistics and…

Materials Science · Physics 2015-05-13 Mikko J. Alava , Phani K. V. V. Nukala , Stefano Zapperi

It is empirically established that order flow in the financial markets is positively auto-correlated and can serve as an example of a social system with long-range memory. Nevertheless, widely used long-range memory estimators give varying…

Statistical Finance · Quantitative Finance 2020-10-02 Vygintas Gontis

The statistical properties of failure are studied in a fiber bundle model with thermal noise. We find that in agreement with recent experiments the macroscopic failure is produced by a thermal activation of microcracks. Most importantly the…

Condensed Matter · Physics 2007-05-23 A. Guarino , R. Scorretti , S. Ciliberto

The Meantime to Failure is a statistic used to determine how much time a system spends to enter one of its absorption states. This statistic can be used in most areas of knowledge. In engineering, for example, can be used as a measure of…

Artificial Intelligence · Computer Science 2022-02-04 Eduardo M. Vasconcelos

We develop a model for point processes on the real line, where the intensity can be locally unbounded without inducing an explosion. In contrast to an orderly point process, for which the probability of observing more than one event over a…

Econometrics · Economics 2026-01-16 Kim Christensen , Alexei Kolokolov

We consider a class of stochastic processes with rough stochastic volatility, examples of which include the rough Bergomi and rough Stein-Stein model, that have gained considerable importance in quantitative finance. A basic question for…

Computational Finance · Quantitative Finance 2025-07-17 Peter K. Friz , William Salkeld , Thomas Wagenhofer

We study a correlated group testing model where items are infected according to a Markov chain, which creates bursty binfection patterns. Focusing on a very sparse infections regime, we propose a non adaptive testing strategy with an…

Information Theory · Computer Science 2025-01-27 Aditya Narayan Ravi , Ilan Shomorony

The average time for the onset of macroscopic fractures is analytically and numerically investigated in the fiber-bundle model with quenched disorder and thermal noise under a constant load. We find an implicit exact expression for the…

Materials Science · Physics 2009-11-07 Antonio Politi , Segio Ciliberto , Riccardo Scorretti

We investigate the approach to catastrophic failure in a model porous granular material undergoing uniaxial compression. A discrete element computational model is used to simulate both the micro-structure of the material and the complex…

Disordered Systems and Neural Networks · Physics 2014-02-27 F. Kun , I. Varga , S. Lennartz-Sassinek , I. G. Main

Using the lag-luminosity relation and various BATSE catalogs we create a large catalog of burst redshifts, peak luminosities and emitted energies. These catalogs permit us to evaluate the lag-luminosity relation, and to study the burst…

Astrophysics · Physics 2009-11-10 D. L. Band , J. P. Norris , J. T. Bonnell

We study the constitutive behaviour, the damage process, and the properties of bursts in the continuous damage fiber bundle model introduced recently. Depending on its two parameters, the model provides various types of constitutive…

Statistical Mechanics · Physics 2019-05-15 Raul Cruz Hidalgo , Ferenc Kun , Hans. J. Herrmann

This paper rigorously analyzes bond failure in the peridynamic theory of solid mechanics, which is a fundamental component of fracture modeling. We compare analytically and numerically two common bond-failure criteria:~{\em critical…

Materials Science · Physics 2026-02-13 Pablo Seleson , Pablo Raúl Stinga , Mary Vaughan

The rough Heston model is a very popular recent model in mathematical finance; however, the lack of Markov and semimartingale properties poses significant challenges in both theory and practice. A way to resolve this problem is to use…

Computational Finance · Quantitative Finance 2023-09-14 Christian Bayer , Simon Breneis

While defaults are rare events, losses can be substantial even for credit portfolios with a large number of contracts. Therefore, not only a good evaluation of the probability of default is crucial, but also the severity of losses needs to…

Risk Management · Quantitative Finance 2012-03-15 Alexander Becker , Alexander F. R. Koivusalo , Rudi Schäfer
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