Related papers: Marshall-Olkin exponential shock model covering al…
This paper introduces a flexible framework for the estimation of the conditional tail index of heavy tailed distributions. In this framework, the tail index is computed from an auxiliary linear regression model that facilitates estimation…
Markov State Modeling has recently emerged as a key technique for analyzing rare events in thermal equilibrium molecular simulations and finding metastable states. Here we export this technique to the study of friction, where strongly…
One-dimensional model for study of sub--femtosecond experiment with metal surface is put forward. The important features of the system, such as the pseudopotential for electron motion in the metal bulk, abrupt decrease of the normal to the…
The theory, the design and the experimental validation of a catastrophe machine based on a flexible element are addressed for the first time. A general theoretical framework is developed by extending that of the classical catastrophe…
This study proposes a novel Modified Bond-Based PeriDynamic (MBB-PD) model based on the bonds' classification. This classification of bonds is performed on the basis of the equivalent hypothetical local strains and falls into three…
We derive a continuum-level plasticity model for polycrystalline materials in the high energy density regime, based on a single dislocation density and single mobility mechanism, with an evolution model for the dislocation density. The…
The skew-normal and related families are flexible and asymmetric parametric models suitable for modelling a diverse range of systems. We show that the multivariate maximum of a high-dimensional extended skew-normal random sample has…
We consider a network consisting of $n$ components (links or nodes) and assume that the network has two states, up and down. We further suppose that the network is subject to shocks that appear according to a counting process and that each…
A modification of Mott-Smith method for predicting the one-dimensional shock wave solution is presented. Mott-Smith distribution function is used to construct the system of moment equations to study the steady-state structure of shock wave…
In mechanical engineering W\"ohler plots serve to measure the average number of load cycles before materials break, as a function of the maximal stress in each cycle. Although such plots are prevalent in engineering for more than 150 years,…
Plastic deformation of crystalline and amorphous matter often involves intermittent local strain burst events. To understand the physical background of the phenomenon a minimal stochastic mesoscopic model was introduced, where…
This is the second of a series of three papers about the Elastic Manifold model. This classical model proposes a rich picture due to the competition between the inherent disorder and the smoothing effect of elasticity. In this paper, we…
In this paper we present a new simulation model designed to evaluate the dependability in distributed systems. This model extends the MONARC simulation model with new capabilities for capturing reliability, safety, availability, security,…
In this contribution, we present a new Materials Knowledge System framework for microstructure-sensitive predictions of effective stress--strain responses in composite materials. The model is developed for composites with a wide range of…
We develop a new approach to estimating flexible demand models with exogenous supply-side shocks. Our approach avoids conventional assumptions of exogenous product characteristics, putting no restrictions on product entry, despite using…
Marshall-Olkin Extended Burr XII (MOEBXII) distribution family, which is a generalization of Burr XII distribution proposed by Al-Saiari et al. [1] , is a flexible distribution that can be used in many fields such as actuarial science,…
This paper reexamines the seminal Lagrange multiplier test for cross-section independence in a large panel model where both the number of cross-sectional units n and the number of time series observations T can be large. The first…
Another new family of continuous probability distribution is proposed by using Generalized Marshal-Olkin distribution as the base line distribution in the Kumaraswamy-G distribution. This family includes (Cordeiro and de Castro, 2011) and…
The multivariate conditional probability distribution models the effects of a set of variables onto the statistical properties of another set of variables. In the study of systemic risk in a financial system, the multivariate conditional…
The risk of occurrence of atypical phenomena is a cross-cutting concern in several areas, such as engineering, climatology, finance, actuarial, among others. Extreme value theory is the natural tool to approach this theme. Many of these…