Related papers: How big should a Stress Shock be?
Stress-strain curves, or more generally, stress functions, are an extremely important characterization of a material's mechanical properties. However, stress functions are often difficult to derive and are narrowly tailored to a specific…
Statistical significance measures the reliability of a result obtained from a random experiment. We investigate the number of repetitions needed for a statistical result to have a certain significance. In the first step, we consider…
In this paper, we are interested in investigating the perturbation bounds for the stationary distributions for discrete-time or continuous-time Markov chains on a countable state space. For discrete-time Markov chains, two new norm-wise…
The paper is largely of a review nature. It considers two main methods used to study stability and obtain appropriate quantitative estimates of perturbations of (inhomogeneous) Markov chains with continuous time and a finite or countable…
We study size-based schedulers, and focus on the impact of inaccurate job size information on response time and fairness. Our intent is to revisit previous results, which allude to performance degradation for even small errors on job size…
Motivated by insurance applications, we propose a new approach for the validation of real-world economic scenarios. This approach is based on the statistical test developed by Chevyrev and Oberhauser (2022) and relies on the notions of…
Stress vs. strain fluctuations in athermal amorphous solids are an example of `crackling noise' of the type studied extensively in the context of elastic membranes moving through random potentials. Contrary to the latter, we do not have a…
In this work we investigate the origin of the parabolic relation between skewness and kurtosis often encountered in the analysis of experimental time-series. We argue that the numerical values of the coefficients of the curve may provide…
Supply chain disruptions constitute an often underestimated risk for financial stability. As in financial networks, systemic risks in production networks arises when the local failure of one firm impacts the production of others and might…
According to theoretical models of valuing risky corporate securities, risk of default is primary component in overall yield spread. However, sizable empirical literature considers it otherwise by giving more importance to non-default risk…
Research often necessitates of samples, yet obtaining large enough samples is not always possible. When it is, the researcher may use one of two methods for deciding upon the required sample size: rules-of-thumb, quick yet uncertain, and…
Uniform deviation bounds limit the difference between a model's expected loss and its loss on an empirical sample uniformly for all models in a learning problem. As such, they are a critical component to empirical risk minimization. In this…
Testing between hypotheses, when independent sampling is possible, is a well developed subject. In this paper, we propose hypothesis tests that are applicable when the samples are obtained using Markov chain Monte Carlo. These tests are…
The increasing demand for personalized health care has led to the expectation that individualized quantitative evaluation of human disease states is possible. However, this has not yet been achieved at a sufficiently low cost. Our ultimate…
A graph with convex quadratic stability number is a graph for which the stability number is determined by solving a convex quadratic program. Since the very beginning, where a convex quadratic programming upper bound on the stability number…
Stress time series from the PLC effect typically exhibit stick-slips of upload and download type. These data contain strong short-term correlations of a nonlinear type. We investigate whether there are also long term correlations, i.e. the…
In response to growing concern about the reliability and reproducibility of published science, researchers have proposed adopting measures of greater statistical stringency, including suggestions to require larger sample sizes and to lower…
Vertical loads acting on the surface of a half-space made of discrete and elastic particles are supported by a network of force chains that changes with the specific realization of the packing. These force chains can be transformed into…
In this paper, we derive new probability bounds for Chebyshev's inequality if the supremum of the probability density function is known. This result holds for one-dimensional or multivariate continuous probability distributions with finite…
Given a small training data set and a learning algorithm, how much more data is necessary to reach a target validation or test performance? This question is of critical importance in applications such as autonomous driving or medical…