Related papers: Usual stochastic ordering results for series and p…
In this paper, we consider the chance constrained based uncertain portfolio optimization problem in which the uncertain parameters are stochastic in nature. The primary goal of the work is to formulate the uncertain problem into a…
The article considers the multivariate stochastic orders of upper orthants, lower orthants and positive quadrant dependence (PQD) among simple max-stable distributions and their exponent measures. It is shown for each order that it holds…
The system of two scalar order parameters on a complex scale-free network is analyzed in the spirit of Landau theory. To add a microscopic background to the phenomenological approach we also study a particular spin Hamiltonian that leads to…
There are some real life issues that are exists in nature which has early failure. This type of problems can be modelled either by a complex distribution having more than one parameter or by finite mixture of some distribution. In this…
A new class of probabilistic models for cascading failure propagation in interconnected systems is proposed. The models take into account important characteristics of real systems that are not considered in existing generic approaches.…
In this paper, we focus on stochastic comparisons of extreme order statistics stemming from multiple-outlier scale models with dependence. Archimedean copula is used to model dependence structure among nonnegative random variables.…
We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…
This study is considered to introduce a novel distribution as an alternative to Chen distribution via the record-based transmutation method. This technique is based on the distributions of first two upper record values. Thus, we suggest a…
Higher order risk measures are stochastic optimization problems by design, and for this reason they enjoy valuable properties in optimization under uncertainties. They nicely integrate with stochastic optimization problems, as has been…
We show that the $k$th order statistic from a heterogeneous sample of $n\geq k$ exponential random variables is larger than that from a homogeneous exponential sample in the sense of star ordering, as conjectured by Xu and Balakrishnan…
This paper takes into account the estimation for the two unknown parameters of the Chen distribution with bathtub-shape hazard rate function under the improved adaptive Type-II progressive censored data. Maximum likelihood estimation for…
In this paper we study, via equilibrium statistical mechanics, the properties of the internal energy of an Hopfield neural network whose patterns are stored continuously (Gaussian distributed). The model is shown to be equivalent to a…
The fractional order system, which is described by the fractional order derivative and integral, has been studied in many engineering areas. Recently, the concept of fractional order has been generalized to the distributed order concept,…
We study the problem of comparing ageing patterns of the lifetime of k-out-of-n systems. Mathematically, this reduces to being able to decide about a stochastic ordering relationship between different order statistics. We discuss such…
The general notion of a stochastic ordering is that one probability distribution is smaller than a second one if the second attaches more probability to higher values than the first. Motivated by recent work on barycentric maps on spaces of…
We highlight a striking difference in behavior between two widely used variants of coordinate ascent variational inference: the sequential and parallel algorithms. While such differences were known in the numerical analysis literature in…
This paper reports the finding of a simple one-parameter family of three-dimensional quadratic autonomous chaotic systems. By tuning the only parameter, this system can continuously generate a variety of cascading Lorenz-like attractors,…
Continuous-time Markov chains are frequently used as stochastic models for chemical reaction networks, especially in the growing field of systems biology. A fundamental problem for these Stochastic Chemical Reaction Networks (SCRNs) is to…
This paper considers a family of distributions constructed by a stochastic mixture of the order statistics of a sample of size two. Various properties of the proposed model are studied. We apply the model to extend the exponential and…
The aim of this paper, is to define a bivariate exponentiated generalized linear exponential distribution based on Marshall-Olkin shock model. Statistical and reliability properties of this distribution are discussed. This includes…