Related papers: Use of stochastic orders and statistical dependenc…
This paper conducts sensitivity analysis of random constraint and variational systems related to stochastic optimization and variational inequalities. We establish efficient conditions for well-posedness, in the sense of robust Lipschitzian…
The operation of a system, such as a vehicle, communication network or automatic process, heavily depends on the correct operation of its components. A Stochastic Binary System (SBS) mathematically models the behavior of on-off systems,…
We give a risk-averse solution to the problem of estimating the reliability of a parallel-series system. We adopt a beta-binomial model for components reliabilities, and assume that the total sample size for the experience is fixed. The…
The preservation of stochastic orders by distortion functions has become a topic of increasing interest in the reliability analysis of coherent systems. The reason of this interest is that the reliability function of a coherent system with…
We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility…
Under adaptive progressive Type-II censoring schemes, order restricted inference based on competing risks data is discussed in this article. The latent failure lifetimes for the competing causes are assumed to follow Weibull distributions,…
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…
Besides the classical distinction of correlation and dependence, many dependence measures bear further pitfalls in their application and interpretation. The aim of this paper is to raise and recall awareness of some of these limitations by…
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…
The ongoing concern about systemic risk since the outburst of the global financial crisis has highlighted the need for risk measures at the level of sets of interconnected financial components, such as portfolios, institutions or members of…
This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…
An extension of the latent class model is presented for clustering categorical data by relaxing the classical "class conditional independence assumption" of variables. This model consists in grouping the variables into inter-independent and…
Testing the independence between random vectors is a fundamental problem in statistics. Distance correlation, a recently popular dependence measure, is universally consistent for testing independence against all distributions with finite…
Redundant architectures can improve the reliability of complex systems. However, component dependencies can affect the architecture and negate the benefit of redundancy. In this paper, we develop three component dependency models and…
Uncertain information on input parameters of reliability models is usually modeled by considering these parameters as random, and described by marginal distributions and a dependence structure of these variables. In numerous real-world…
In this paper, we investigate stochastic comparisons of parallel systems, and obtain two characterization results in this regard. First, we compare a parallel system with independent heterogeneous components to a parallel system with…
This paper attempts to answer a "simple question" in building predictive models using machine learning algorithms. Although diagnostic and predictive models for various diseases have been proposed using data from large cohort studies and…
The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis…
We discuss a notion of phase transitions in multicomponent systems and clarify relations between deterministic chaotic and stochastic models of this type of systems. Connections between various definitions of SRB measures are considered as…
The paper is devoted to further development of the new approach in equilibrium statistical mechanics the basis of which was worked out in a series of articles by the author. The approach proceeds on the use of a hierarchy of equations for…