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Demographic data and recent experiments verify earlier predictions that mortality has short (few percent of the life span) memory of the previous life history, may be significantly decreased, reset to its value at a much younger age, and…

Quantitative Methods · Quantitative Biology 2007-05-23 Mark Ya. Azbel'

In this paper, we investigate various stochastic orderings for series and parallel systems with independent and heterogeneous components having lifetimes following the proportional odds model. We also investigate comparisons between system…

Statistics Theory · Mathematics 2020-07-28 Pradip Kundu , Nil Kamal Hazra , Asok K. Nanda

We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a L\'evy flight on a line. After a brief survey of the theory of records for independent and…

Statistical Mechanics · Physics 2017-07-21 Claude Godreche , Satya N. Majumdar , Gregory Schehr

Frailty and resilience models provide a way to introduce random effects in hazard and reversed hazard rate modeling by random variables, called frailty and resilience random variables, respectively, to account for unobserved or unexplained…

Statistics Theory · Mathematics 2022-09-20 Arindam Panja , Pradip Kundu , Biswabrata Pradhan

We develop a comprehensive framework for analyzing full record statistics, covering record counts $M(t_1), M(t_2), \ldots$, and their corresponding attainment times $T_{M(t_1)}, T_{M(t_2)}, \ldots$, as well as the intervals until the next…

Statistical Mechanics · Physics 2024-06-21 Léo Régnier , Maxim Dolgushev , Olivier Bénichou

Here, we analyse the behaviour of the higher order standardised moments of financial time series when we truncate a large data set into smaller and smaller subsets, referred to below as time windows. We look at the effect of the economic…

Econometrics · Economics 2021-08-02 Luke De Clerk , Sergey Savel'ev

Stochastic orders are very useful tool to compare the lifetimes of two coherent systems. We show that, under certain conditions, a coherent system of used components performs better (worse) than a used coherent system with respect to…

Applications · Statistics 2016-01-20 Nil Kamal Hazra , Asok K. Nanda

The reliability of machine learning systems critically assumes that the associations between features and labels remain similar between training and test distributions. However, unmeasured variables, such as confounders, break this…

Machine Learning · Computer Science 2020-08-17 Megha Srivastava , Tatsunori Hashimoto , Percy Liang

We study the record statistics of random walks after $n$ steps, $x_0, x_1,\ldots, x_n$, with arbitrary symmetric and continuous distribution $p(\eta)$ of the jumps $\eta_i = x_i - x_{i-1}$. We consider the age of the records, i.e. the time…

Statistical Mechanics · Physics 2014-06-09 Claude Godreche , Satya N. Majumdar , Gregory Schehr

We consider records and sequences of records drawn from discrete time series of the form $X_{n}=Y_{n}+cn$, where the $Y_{n}$ are independent and identically distributed random variables and $c$ is a constant drift. For very small and very…

Statistical Mechanics · Physics 2015-05-19 Jasper Franke , Gregor Wergen , Joachim Krug

We study the problem of computing a longest increasing subsequence in a sequence $S$ of $n$ distinct elements in the presence of persistent comparison errors. In this model, every comparison between two elements can return the wrong result…

Data Structures and Algorithms · Computer Science 2018-08-13 Barbara Geissmann

Asymptotic theories on record values and times, including central limit theorems, make sense only if the sequence of records values (and of record times) is infinite. If not, such theories could not even be an option. In this paper, we give…

Probability · Mathematics 2019-09-19 Gane Samb Lo , Harouna Sangaré , Mamadou Cherif Traoré , Mohammad Ahsanullah

Using different extropies of k record values various characterizations are provided for continuous symmetric distributions. The results are in addition to the results of Ahmadi, J. (Statistical Papers, 2021, 62:2603-2626). These include…

Statistics Theory · Mathematics 2022-08-16 Nitin Gupta , Santosh Kumar Chaudhary

The generalization error of a learning algorithm refers to the discrepancy between the loss of a learning algorithm on training data and that on unseen testing data. Various information-theoretic bounds on the generalization error have been…

Information Theory · Computer Science 2025-06-24 Xuetong Wu , Jonathan H. Manton , Uwe Aickelin , Jingge Zhu

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…

Methodology · Statistics 2025-09-15 Caner Tanış

Stochastic dominance has been studied extensively, particularly in the finance and economics literature. In this paper, we obtain two results. First, necessary conditions for higher-order inverse stochastic dominance are developed. These…

Probability · Mathematics 2026-01-08 Meng Guan , Zhenfeng Zou , Taizhong Hu

Precedence order is a natural type of comparison for random variables in numerous engineering applications (e.g., for the stress-strength modeling). In this note, we show that, for a $k$-out-of-$n$ system, redundancy at the component level…

Applications · Statistics 2017-10-26 Mithu Rani Kuiti , Nil Kamal Hazra , Maxim Finkelstein

We consider a sequence of independent random variables with the known distribution observed sequentially. The observation $n$ is assumed to be a value of one order statistics such as s:n-th, where 1 is less than s is less than n. It the…

Optimization and Control · Mathematics 2020-11-17 Zdzisław Porosiński , Marek Skarupski , Krzysztof Szajowski

I describe a new likelihood technique, based on counts-in-cells statistics, that I use to analyze repeating in the BATSE 1B and 2B catalogues. Using the 1B data, I find that repeating is preferred over non-repeating by 4.3:1 odds, with a…

Astrophysics · Physics 2009-10-28 Jean M. Quashnock

The probabilistic investigation on record values and record times of a sequence of random variables defined on the same probability space has received much attention from 1952 to now. A great deal of such theory focused on \textit{iid} or…

Probability · Mathematics 2022-10-31 Gane Samb Lo , Mohammad Ahsanullah