Related papers: Use of stochastic orders and statistical dependenc…
In the present paper, the models of structural analysis and evaluation of efficiency indicators (reliability, fault tolerance, viability, and flexibility) of a multi core processor with variable structure, equipped with multi functional…
We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…
Empirical research in economics often examines the behavior of agents located in a geographic space. In such cases, statistical inference is complicated by the interdependence of economic outcomes across locations. A common approach to…
Automated driving functions at high levels of autonomy operate without driver supervision. The system itself must provide suitable responses in case of hardware element failures. This requires fault-tolerant approaches using domain ECUs and…
We consider the problem of computing the joint distribution of order statistics of stochastically independent random variables in one- and two-group models. While recursive formulas for evaluating the joint cumulative distribution function…
Classical and more recent tests for detecting distributional changes in multivariate time series often lack power against alternatives that involve changes in the cross-sectional dependence structure. To be able to detect such changes…
Multivariate time series data that capture the temporal evolution of interconnected systems are ubiquitous in diverse areas. Understanding the complex relationships and potential dependencies among co-observed variables is crucial for the…
The estimation of the extremal dependence structure is spoiled by the impact of the bias, which increases with the number of observations used for the estimation. Already known in the univariate setting, the bias correction procedure is…
In many stochastic service systems, decision-makers find themselves making a sequence of decisions, with the number of decisions being unpredictable. To enhance these decisions, it is crucial to uncover the causal impact these decisions…
Stochastic chains represent a wide and key variety of phenomena in many branches of science within the context of Information Theory and Thermodynamics. They are typically approached by a sequence of independent events or by a memoryless…
In this paper, we present methods of obtaining single moments of order statistics arising from posibly dependent and non-identically distributed discrete random variables. We derive exact and approximate formulas convenient for numerical…
In this paper, we are concerned with the reliability assessment of redundant multi-channel systems having multiple controllers with overlapping functionality -- where all controllers are required to respond optimally to the non-faulty…
The time series theory is set in this work under the domain of general elliptically contoured distributions. The advent of a time series approach that is in accordance with the expected reality of dependence between errors, transfers the…
Stochastic feedback systems give rise to a variety of notions of stability. The conditions for the stability of the median, mean, and variance stability conditions differ. These conditions can be stated explicitly for scalar discrete-time…
This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…
This article describes a model and an exact solution method for facility location problems with decision-dependent uncertainties. The model allows characterizing the probability distribution of the random elements as a function of the…
Species sampling processes have long served as the fundamental framework for modeling random discrete distributions and exchangeable sequences. However, data arising from distinct but related sources require a broader notion of…
In this paper we present a study about minima among random variables, about the context of voting theory, and about paradoxes related with such topics. In the field of reliability theory, the term load-sharing model is commonly used to…
A central issue in the theory of extreme values focuses on suitable conditions such that the well-known results for the limiting distributions of the maximum of i.i.d. sequences can be applied to stationary ones. In this context, the…
The thesis is composed of three parts. Part I introduces the mathematical and statistical tools that are relevant for the study of dependences, as well as statistical tests of Goodness-of-fit for empirical probability distributions. I…