Related papers: Kaminsky Type Functional Equations and Bivariate R…
Time-Dependent Density Functional Theory is mathematically formulated through non-linear coupled time-dependent 3-dimensional partial differential equations and it is natural to expect a strong sensitivity of its solutions to variations of…
We investigate the statistics of recurrences to finite size intervals for chaotic dynamical systems. We find that the typical distribution presents an exponential decay for almost all recurrence times except for a few short times affected…
Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with…
We introduce and study an extension of the classical elapsed time equation in the context of neuron populations that are described by the elapsed time since the last discharge, i.e., the refractory period. In this extension we incorporate…
The advent of wearable and sensor technologies now leads to functional predictors which are intrinsically infinite dimensional. While the existing approaches for functional data and survival outcomes lean on the well-established Cox model,…
Some new survival distributions are introduced based on a generalised exponential function. This class of distributions includes heavy-tailed generalisations of exponential, Weibull and gamma distributions. Properties of the distributions…
This paper generalises inference functions (Godambe, 1960) to distributional statistical models, in which each probability measure is represented by a distribution--kernel pair $(T_\theta, \varphi) \in \mathcal S'(\mathbb R) \times \mathcal…
The Khinchin theorem provides the condition that a stationary process is ergodic, in terms of the behavior of the corresponding correlation function. Many physical systems are governed by non-stationary processes in which correlation…
Many insurance products and pension plans provide benefits which are related to couples, and thus under influence of the survival status of two lives. Some studies show the future lifetime of couples is correlated. Three reasons are…
A new class of bivariate distributions is introduced that extends the Generalized Marshall-Olkin distributions of Li and Pellerey (2011). Their dependence structure is studied through the analysis of the copula functions that they induce.…
Although proportional hazard rate model is a very popular model to analyze failure time data, sometimes it becomes important to study the additive hazard rate model. Again, sometimes the concept of the hazard rate function is abstract, in…
In recent medical studies, the combination of longitudinal measurements with time-to-event data has increased the demand for more sophisticated models without unbiased estimates. Joint models for longitudinal and survival data have been…
In recent years research on credit risk modelling has mainly focused on default probabilities. Recovery rates are usually modelled independently, quite often they are even assumed constant. Then, however, the structural connection between…
Longitudinal studies with binary or ordinal responses are widely encountered in various disciplines, where the primary focus is on the temporal evolution of the probability of each response category. Traditional approaches build from the…
Fractional diffusion equations imply non-Gaussian distributions that generalise the standard diffusive process. Recent advances in fractional calculus lead to a class of new fractional operators defined by non-singular memory kernels,…
When modeling sub-national mortality rates, we should consider three features: (1) how to incorporate any possible correlation among sub-populations to potentially improve forecast accuracy through multi-population joint modeling; (2) how…
In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…
We introduce and study the cumulative information generating function, which provides a unifying mathematical tool suitable to deal with classical and fractional entropies based on the cumulative distribution function and on the survival…
Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…
Time-reversal symmetry is a prevalent feature of microscopic physics, including operational quantum theory and classical general relativity. Previous works have studied indefinite causal structure using the language of operational quantum…