Related papers: Stochastic ordering in multivariate extremes

Fractional difference equations provide a flexible mathematical framework for modeling complex systems with memory, hereditary, and non-local effects. In this work, we study the stability of higher-order two-term fractional linear…

We study the stability of non-conservative deterministic cross diffusion models and prove that they are approximated by stochastic population models when the populations become locally large. In this model, the individuals of two species…

We introduce a new class of heavy-tailed distributions for which any weighted average of independent and identically distributed random variables is larger than one such random variable in (usual) stochastic order. We show that many…

For a given $d$-dimensional distribution function (df) $H$ we introduce the class of dependence measures $ \mu(H,Q) = - \mathbb{E}\{ \ln H(Z_1, \ldots, Z_d)\},$ where the random vector $(Z_1, \ldots, Z_d)$ has df $Q$ which has the same…

From the study of the high order freeness of random matrices, it is known that the order $r$ cumulant of the trace of a polynomial of $N$-dimensional GUE/GOE is of order $N^{2-r}$ if $r$ is fixed. In this work, we extend the study along…

We introduce a class of explicit balanced schemes for stochastic differential equations with coefficients of superlinearly growth satisfying a global monotone condition. The first scheme is a balanced Euler scheme and is of order half in…

This paper aims to study a new stochastic order based upon discrete Laplace transforms. By this order, in a setup where the sample size is random, having discrete delta and nabla distributions, we obtain some ordering results involving…

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…

For a family $\mathcal{F}$ of sets and a disjoint pair $A,B$ we let $\mathcal{F}(A,\overline{B})=\{F\in \mathcal{F}: A\subseteq F, ~B\cap F=\emptyset\}$. The \textbf{$(p,q)$-d\"omd\"od\"om} of a family $\mathcal{F}\subseteq 2^{[n]}$ is…

It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal clustering may occur. Here we consider non-stationary but…

In quenched disordered systems, the existence of ordering is generally believed to be only possible in the weak disorder regime (disregarding models of spin-glass type). In particular, sufficiently large random field is expected to prohibit…

In many applications involving binary variables, only pairwise dependence measures, such as correlations, are available. However, for multi-way tables involving more than two variables, these quantities do not uniquely determine the joint…

We examine the stability of magnetic order in a classical Heisenberg model with quenched random exchange couplings. This system represents the spin degrees of freedom in high-$T_\textrm{c}$ compounds with immobile dopants. Starting from a…

We first establish strong convergence rates for multiscale systems driven by $\alpha$-stable processes, with analyses constructed in two distinct scaling regimes. When addressing weak convergence rates of this system, we derive four…

Convex combinations of i.i.d. random variables without a finite mean can behave in a strikingly different way from the finite-mean case: as the weight vector becomes more balanced, the resulting combination may become stochastically larger,…

In this paper, we establish a sufficient condition to compare linear combinations of independent and identically distributed (iid) infinite-mean random variables under usual stochastic order. We introduce a new class of distributions that…

Possible ordered states in the 2D extended Hubbard model with on-site (U>0) and nearest-neighbor (V) interaction are examined near half filling, with emphasis on the effect of finite V. First, the phase diagram at absolute zero is…

The long-term mean-field dynamics of coupled underdamped Duffing oscillators driven by an external periodic signal with Gaussian noise is investigated. A Boltzmann-type H-theorem is proved for the associated nonlinear Fokker-Planck equation…

In the recent paper `Well-posedness and regularity for a generalized fractional Cahn-Hilliard system' (arXiv:1804.11290) by the same authors, general well-posedness results have been established for a a class of evolutionary systems of two…

Let $\mathbf{X}=\{X_{n}\}_{n\geq 1}$ be a sequence of stationary Gaussian variables and suppose that only some of the random variables from $\mathbf{X}$ can be observed. In this paper, by studying the limiting properties of multidimensional…