Related papers: Stochastic orders for convolution of heterogeneous…
In this work, we establish some stochastic comparison results for multivariate skew-elliptical random vectors. These multivariate stochastic comparisons involve Hessian and increasing-Hessian orderings as well as many of their special…
The state of many physical, biological and socio-technical systems evolves by combining smooth local transitions and abrupt resetting events to a set of reference values. The inclusion of the resetting mechanism not only provides the…
We show that the sequence of moments of order less than 1 of averages of i.i.d. positive random variables is log-concave. For moments of order at least 1, we conjecture that the sequence is log-convex and show that this holds eventually for…
Vecchia's approximate likelihood for Gaussian process parameters depends on how the observations are ordered, which can be viewed as a deficiency because the exact likelihood is permutation-invariant. This article takes the alternative…
This paper provides a characterization of all possible dependency structures between two stochastically ordered random variables. The answer is given in terms of copulas that are compatible with the stochastic order and the marginal…
Random shapes arise naturally in many contexts. The topological and geometric structure of such objects is interesting for its own sake, and also for applications. In physics, for example, such objects arise naturally in quantum gravity, in…
A classical statistical inequality is used to show that the distance covariance of two bounded random vectors is bounded from above by a simple function of the dimensionality and the bounds of the random vectors. Two special cases that…
In some inferential statistical methods, such as tests and confidence intervals, it is important to describe the stochastic behavior of statistical functionals, aside from their large sample properties. We study such behavior in terms of…
We propose and analyze a specific asymptotic stochastic order for random processes based on the measure of departure discussed in the literature. As applications, we stochastically compare mixtures of order statistics and record values…
We present a procedure for averaging one-parameter random unitary groups and random self-adjoint groups. Central to this is a generalization of the notion of weak convergence of a sequence of measures and the corresponding generalization of…
Structure learning methods for covariance and concentration graphs are often validated on synthetic models, usually obtained by randomly generating: (i) an undirected graph, and (ii) a compatible symmetric positive definite (SPD) matrix. In…
We suggest and implement an approach for the bottom-up description of systems undergoing large-scale structural changes and chemical transformations from dynamic atomically resolved imaging data, where only partial or uncertain data on…
We introduce a new dependence order, termed the conditional convex order, whose minimal and maximal elements characterize independence and perfect dependence. Moreover, it characterizes conditional independence, satisfies information…
We define and study fractional versions of the well-known Gamma subordinator $\Gamma :=\{\Gamma (t),$ $t\geq 0\},$ which are obtained by time-changing $% \Gamma $ by means of an independent stable subordinator or its inverse. Their…
Germ order is a non-standard stochastic order defined through the comparison of the generating functions of the processes. This order was first introduced for branching random walks with a constant breeding law and independent dispersal of…
Large populations of globally-coupled identical maps subjected to independent additive noise are shown to undergo qualitative changes as the features of the stochastic process are varied. We show that for strong coupling, the collective…
Frailty and resilience models provide a way to introduce random effects in hazard and reversed hazard rate modeling by random variables, called frailty and resilience random variables, respectively, to account for unobserved or unexplained…
In this paper ideas of different types of convergence of a sequence of random variables in probability, namely, statistical convergence of order $\alpha$ in probability, strong $p$-Ces$\grave{\mbox{a}}$ro summability of order $\alpha$ in…
The paper deals with homogenization and higher order approximations of solutions to nonlocal evolution equations of convolution type whose coefficients are periodic in the spatial variables and random stationary in time. We assume that the…
We study stochastic ordering of system lifetimes with dependent and heterogeneous components whose marginal distributions are obtained through transformations of a common baseline. The dependence structure is modeled via Archimedean…