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We study the linear response to an external perturbation of a renewal process, in an aging condition that, with no perturbation, would yield super-diffusion. We use the phenomenological approach to the linear response adopted in earlier…

Statistical Mechanics · Physics 2007-05-23 Paolo Allegrini , Gianluca Ascolani , Mauro Bologna , Paolo Grigolini

This paper is concerned with forecasting probability density functions. Density functions are nonnegative and have a constrained integral; thus, they do not constitute a vector space. Implementing unconstrained functional time-series…

Methodology · Statistics 2025-10-14 Frédéric Ferraty , Han Lin Shang

This paper develops an axiomatic framework for ranking metrics, a general class of functionals for evaluating and ordering financial or insurance positions. Unlike traditional risk-adjusted performance measures-such as the Sharpe ratio,…

Risk Management · Quantitative Finance 2026-04-21 Asmerilda Hitaj , Elisa Mastrogiacomo , Ilaria Peri , Marcelo Righi

A new forecasting method based on the concept of the profile predictive the likelihood function is proposed for discrete-valued processes. In particular, generalized autoregressive and moving average (GARMA) models for Poisson distributed…

Applications · Statistics 2018-07-10 Siuli Mukhopadhyay , V. Sathish

In a previous paper, we saw how to create formulae for the sum of the terms of a harmonic progression of order $k$, $HP_k(n)$, with integer parameters, $a$ and $b$. In this new paper we make those formulae more general by lifting the…

Number Theory · Mathematics 2021-08-05 Jose Risomar Sousa

Event correlation between aftershocks in the coherent noise model is studied by making use of natural time, which has recently been introduced in complex time-series analysis. It is found that the aging phenomenon and the associated scaling…

Statistical Mechanics · Physics 2009-11-10 Ugur Tirnakli , Sumiyoshi Abe

Aging is associated with the accumulation of damage throughout a persons life. Individual health can be assessed by the Frailty Index (FI). The FI is calculated simply as the proportion $f$ of accumulated age related deficits relative to…

Populations and Evolution · Quantitative Biology 2023-12-15 Spencer Farrell , Arnold Mitnitski , Kenneth Rockwood , Andrew Rutenberg

Two new test statistics are introduced to test the null hypotheses that the sampling distribution has an increasing hazard rate on a specified interval [0,a]. These statistics are empirical L_1-type distances between the isotonic estimates,…

Statistics Theory · Mathematics 2015-03-17 Piet Groeneboom , Geurt Jongbloed

Regression analysis under the assumption of monotonicity is a well-studied statistical problem and has been used in a wide range of applications. However, there remains a lack of a broadly applicable methodology that permits information…

Methodology · Statistics 2023-05-30 Christian Rohrbeck , Deborah A Costain

We introduce a nonparametric way to estimate the global probability density function for a random persistence diagram. Precisely, a kernel density function centered at a given persistence diagram and a given bandwidth is constructed. Our…

Statistics Theory · Mathematics 2018-03-14 Joshua Lee Mike , Vasileios Maroulas

We develop a new approach to recurrence and the existence of non-constant harmonic functions on infinite weighted graphs. The approach is based on the capacity of subsets of metric boundaries with respect to intrinsic metrics. The main tool…

Functional Analysis · Mathematics 2023-01-06 Daniel Lenz , Simon Puchert , Marcel Schmidt

A new model for elucidating the mathematical foundation of plasticity yield criteria is proposed. The proposed ansatz uses differential geometry and group theory concepts in addition to elementary hypotheses based on well-established…

Materials Science · Physics 2024-05-15 J. M. Luque , R. Campoamor-Stursberg

We present a new approach to the problem of proving global stability, based on symplectic geometry and with a focus on systems with several conserved quantities. We also provide a proof of instability for integrable systems whose momentum…

Mathematical Physics · Physics 2025-10-28 Verónica Errasti Díez , Jordi Gaset Rifà , Manuel Lainz

In usual demographic analysis, force of mortality is a function of one variable, that is, of age. In this article bi-variate and multivariate force of mortality functions are introduced for the first time to explain mortality differentials.…

Dynamical Systems · Mathematics 2019-02-26 Swagata Mitra , Pratyush Singh , Arni S. R. Srinivasa Rao

Human aging is marked by a steady rise in the risk of dying with age-a process demographers call senescence. Over the past century, life expectancy has risen dramatically, but is this because we are aging slower, or simply starting it…

Applications · Statistics 2026-04-13 Silvio Cabral Patricio

In the seminal work [5], Ben Arous and \v{C}ern\'y give a general characterization of aging for trap models in terms of $\alpha$-stable subordinators with $\alpha \in (0,1)$. Some of the important examples that fall into this universality…

Probability · Mathematics 2013-12-05 Onur Gün

In this paper, we analyze status update systems modeled through the Stochastic Hybrid Systems (SHSs) tool. Contrary to previous works, we allow the system's transition dynamics to be polynomial functions of the Age of Information (AoI).…

Information Theory · Computer Science 2022-04-29 Ali Maatouk , Mohamad Assaad , Anthony Ephremides

It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…

Probability · Mathematics 2019-11-19 Anastassia Baxevani , Krzysztof Podgórski

We introduce a set of theoretical ideas that form the basis for an analytical framework capable of describing nonequilibrium dynamics in glassy systems. We test the resulting scenario by comparing its predictions with numerical simulations…

Statistical Mechanics · Physics 2009-11-07 Horacio E. Castillo , Claudio Chamon , Leticia F. Cugliandolo , Malcolm P. Kennett

Multivariate functional data that are cross-sectionally compositional data are attracting increasing interest in the statistical modeling literature, a major example being trajectories over time of compositions derived from cause-specific…

Methodology · Statistics 2023-11-21 Emanuele Giovanni Depaoli , Marco Stefanucci , Stefano Mazzuco
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