Related papers: Stochastic ordering in multivariate extremes
Disordered systems present multifractal properties at criticality. In particular, as discovered by Ludwig (A.W.W. Ludwig, Nucl. Phys. B 330, 639 (1990)) on the case of diluted two-dimensional Potts model, the moments $\bar{\rho^q(r)}$ of…
In this paper, we introduce a family of discrete rectangular uniform distributions on the natural numbers-referred to as orthogonal dice-characterized by the property that their means equal their variances. These distributions arise…
In finite-dimensional dynamical systems, stochastic stability provides the selection of physical relevant measures from the myriad invariant measures of conservative systems. That this might also apply to infinite-dimensional systems is the…
We consider a continuous-time positive bilinear control system (PBCS), i.e. a bilinear control system with Metzler matrices. The positive orthant is an invariant set of such a system, and the corresponding transition matrix C(t) is…
This work studies the large sample properties of the posterior-based inference in the curved exponential family under increasing dimension. The curved structure arises from the imposition of various restrictions on the model, such as moment…
Stochastic multi-objective optimization (SMOOP) requires ranking multivariate distributions; yet, most empirical studies perform scalarization, which loses information and is unreliable. Based on the optimal transport theory, we introduce…
We examine the appearance of the experimentally-observed stripe spin-density-wave magnetic order in five different orbital models of the iron pnictide parent compounds. A restricted mean-field ansatz is used to determine the magnetic phase…
In many contexts involving ranked preferences, agents submit partial orders over available alternatives. Statistical models often treat these as marginal in the space of total orders, but this approach overlooks information contained in the…
The exponential ordering is exploited in the context of non-auto\-no\-mous delay systems, inducing monotone skew-product semiflows under less restrictive conditions than usual. Some dynamical concepts linked to the order, such as…
We extend recent higher order concentration results in the discrete setting to include functions of possibly dependent variables whose distribution (on the product space) satisfies a logarithmic Sobolev inequality with respect to a…
We consider Markov chains on partially ordered sets that generalize the success-runs and remaining life chains in reliability theory. We find conditions for recurrence and transience and give simple expressions for the invariant…
In multivariate or spatial extremes, inference for max-stable processes observed at a large collection of locations is among the most challenging problems in computational statistics, and current approaches typically rely on less expensive…
Let ${\bf X}$ and ${\bf X}$ be two $n$-dimensional elliptical random vectors, we establish an identity for $E[f({\bf Y})]-E[f({\bf X})]$, where $f: \Bbb{R}^n \rightarrow \Bbb{R}$ fulfilling some regularity conditions. Using this identity we…
We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…
A new class of distributional transformations is introduced, characterized by equations relating function weighted expectations of test functions on a given distribution to expectations of the transformed distribution on the test function's…
Full likelihood-based inference for high-dimensional multivariate extreme value distributions, or max-stable processes, is feasible when incorporating occurrence times of the maxima; without this information, $d$-dimensional likelihood…
A stochastic version of the Brusselator model is proposed and studied via the system size expansion. The mean-field equations are derived and shown to yield to organized Turing patterns within a specific parameters region. When determining…
In this paper, we are concerned with divergence form, higher-order parabolic systems in a cylindrical domain with a finite number of subdomains. We establish $L_\infty$ and Schauder estimates of solutions when the leading coefficients and…
In sorting literature, comparative statics for multidimensional assignment models with general output functions and input distributions is an important open question. We provide a complete theory of comparative statics for technological…
In this manuscript, we study stochastic comparisons of the second-order statistics from dependent or independent observations with modified proportional hazard rates models. First, we establish the usual stochastic order of the second-order…