Related papers: On the Effect of Random Alternating Perturbations …

We present a general framework for a comparative theory of variability measures, with a particular focus on the recently introduced one-parameter families of inter-Expected Shortfall differences and inter-expectile differences, that are…

We consider a class of graph-valued stochastic processes in which each vertex has a type that fluctuates randomly over time. Collectively, the paths of the vertex types up to a given time determine the probabilities that the edges are…

We present an analytical model to study the role of expectation feedbacks and overlapping portfolios on systemic stability of financial systems. Building on [Corsi et al., 2016], we model a set of financial institutions having Value at Risk…

We present new estimators for the statistical analysis of the dependence of the mean gap time length between consecutive recurrent events, on a set of explanatory random variables and in the presence of right censoring. The dependence is…

The univariate distorted distribution were introduced in risk theory to represent changes (distortions) in the expected distributions of some risks. Later they were also applied to represent distributions of order statistics, coherent…

We study a noisy oscillator with pulse delayed feedback, theoretically and in an electronic experimental implementation. Without noise, this system has multiple stable periodic regimes. We consider two types of noise: i) phase noise acting…

The second-largest order statistic is of special importance in reliability theory since it represents the time to failure of a $2$-out-of-$n$ system. Consider two $2$-out-of-$n$ systems with heterogeneous random lifetimes. The lifetimes are…

We consider the stochastic patterns of a system of communicating, or coupled, self-propelled particles in the presence of noise and communication time delay. For sufficiently large environmental noise, there exists a transition between a…

In this paper, we investigate synchronization of coupled second-order linear harmonic oscillators with random noises and time delays. The interaction topology is modeled by a weighted directed graph and the weights are perturbed by white…

In this manuscript, we study stochastic comparisons of the second-order statistics from dependent or independent observations with modified proportional hazard rates models. First, we establish the usual stochastic order of the second-order…

When the parameter of a map is chosen, at each iteration step, following a certain rule, is called Parametric Perturbation. If the parameters are drawn from a distribution, then this perturbation is called Random Parametric Perturbation.…

Here we present a simple stochastic threshold model consisting of a deterministic slowly decaying term and a fast stochastic noise term. The process shows a pseudo-resonance, in the sense that for small and large intensities of the noise…

In applied time-to-event analysis, a flexible parametric approach is to model the hazard rate as a piecewise constant function of time. However, the change points and values of the piecewise constant hazard are usually unknown and need to…

Time-varying networks describe a wide array of systems whose constituents and interactions evolve over time. They are defined by an ordered stream of interactions between nodes, yet they are often represented in terms of a sequence of…

By analyzing empirical time headway distributions of traffic flow, a hypothesis about the underlying stochastic process can be drawn. The results found lead to the assumption that the headways $T_i$ of individual vehicles follow a linear…

We study the aggregate hazard rate of a heterogeneous population whose individual event intensities are modeled as Cox (doubly stochastic) processes. In the deterministic hazard setting, the observed pool hazard is the survival weighted…

Digital monitoring studies collect real-time high frequency data via mobile sensors in the subjects' natural environment. This data can be used to model the impact of changes in physiology on recurrent event outcomes such as smoking, drug…

In this paper we propose a new lifetime model, called the odd generalized exponential linear failure rate distribution. Some statistical properties of the proposed distribution such as the moments, the quantiles, the median, and the mode…

Survivorship analysis allows to statistically analyze situations that can be modeled as waiting times to an event. These waiting times are characterized by the cumulative hazard rate, which can be estimated by the Nelson-Aalen estimator or…

The hazard function is central to the formulation of commonly used survival regression models such as the proportional hazards and accelerated failure time models. However, these models rely on a shared baseline hazard, which, when…