Related papers: Stochastic comparisons of record values based on t…

We characterize the exponential distribution in terms of the regression of a record value with non-adjacent record values as covariates. We also study characterizations based on the regression of linear combinations of record values.

In risk theory, financial asset returns often follow heavy-tailed distributions. Investors and risk managers used to compare risk measures as the value at risk or tail value at risk in order over the whole confidence levels to avoid the…

Time series forecasting is one of the most active research topics. Machine learning methods have been increasingly adopted to solve these predictive tasks. However, in a recent work, these were shown to systematically present a lower…

Here in this paper, it is tried to obtain and compare the ML estimations based on upper record values and a random sample. In continue, some theorems have been proven about the behavior of these estimations asymptotically.

In solving a system of $n$ linear equations in $d$ variables $Ax=b$, the condition number of the $n,d$ matrix $A$ measures how much errors in the data $b$ affect the solution $x$. Estimates of this type are important in many inverse…

Stochastic processes often exhibit sudden systematic changes in pattern a short time before certain failure events. Examples include increase in medical costs before death and decrease in CD4 counts before AIDS diagnosis. To study such…

The spread of infectious disease in a human community or the proliferation of fake news on social media can be modeled as a randomly growing tree-shaped graph. The history of the random growth process is often unobserved but contains…

Gompertz's law tells us that for humans above the age of 35 the death rate increases exponentially with a doubling time of about 10 years. Here, we show that the same law continues to hold even for ages over 100. Beyond 106 there is so far…

Consider a stationary sequence $X=(X_n)$ of integer-valued random variables with mean $m \in [-\infty, \infty]$. Let $S=(S_n)$ be the stochastic process with increments $X$ and such that $S_0=0$. For each time $i$, draw an edge from…

Consider two batches of independent or interdependent exponentiated location-scale distributed heterogeneous random variables. This article investigates ordering results for the second-order statistics from these batches when a vector of…

Recently, there has been much interest in studying the convergence rates of without-replacement SGD, and proving that it is faster than with-replacement SGD in the worst case. However, known lower bounds ignore the problem's geometry,…

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…

This paper considers the joint distribution of elements of a random sample and an order statistic of the same sample. \ The motivation for this work stems from the important problem in reliability analysis, to estimate the number of…

Stochastic comparisons of series and parallel systems are important in many areas of engineering, operations research and reliability analysis. These comparisons allow for the evaluation of the performance and reliability of systems under…

We study a generalization of the recently introduced order-preserving pattern matching, where instead of looking for an exact copy of the pattern, we only require that the relative order between the elements is the same. In our variant, we…

In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…

In this note, we investigate, under what circumstances, a warm standby system (formed by n active components and m warm standby components) has more number of surviving warm standby components than another similar system at the time of…

In applications of remote sensing, estimation, and control, timely communication is not always ensured by high-rate communication. This work proposes distributed age-efficient transmission policies for random access channels with $M$…

The stochastic comparisons of parallel and series system are worthy of study. In this paper, we present some stochastic comparisons of parallel and series systems having independent components from Gumble distribution with two parameters…

In this article, we study a non-uniform distribution on permutations biased by their number of records that we call \emph{record-biased permutations}. We give several generative processes for record-biased permutations, explaining also how…