相关论文: On the Decreasing Failure Rate property for genera…

In this paper, we study difference-in-differences identification and estimation strategies when the parallel trends assumption holds after conditioning on covariates. We consider empirically relevant settings where the covariates can be…

In this paper, we propose DiFF-RF, an ensemble approach composed of random partitioning binary trees to detect point-wise and collective (as well as contextual) anomalies. Thanks to a distance-based paradigm used at the leaves of the trees,…

Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide…

We study the rare event behavior of the workload process in a transitory queue, where the arrival epochs (or points) of a finite number of jobs are assumed to be the ordered statistics of independent and identically distributed (i.i.d.)…

This paper considers the general problem of transitioning theoretically safe controllers to hardware. Concretely, we explore the application of control barrier functions (CBFs) to sampled-data systems: systems that evolve continuously but…

First Passage (FP) processes are utilized widely to model phenomena in many areas of mathematical applications, from biology to computer science. Introducing a mechanism to restart the parent process can alter the first passage…

The fundamental problem of causal inference - that the counterfactual outcome for any individual is never observed - has shaped the entire methodology of the field. Every existing approach substitutes assumptions for missing data:…

The estimation of the conditional failure rate (CFR) of an overhead transmission line (OTL) is essential for power system operational reliability assessment. It is hard to predict the CFR precisely, although great efforts have been made to…

The problem of exact evaluation of the mean service cycle time in tandem systems of single-server queues with both infinite and finite buffers is considered. It is assumed that the interarrival and service times of customers form sequences…

This paper derives a unifying theorem establishing consistency results for a broad class of tree-based algorithms. It improves current results in two aspects. First of all, it can be applied to algorithms that vary from traditional Random…

We study the discrete time risk process modelled by the skip-free random walk and we derive the results connected to the ruin probability, such as crossing the fixed level, for this kind of process. We use the method relying on the…

This paper studies the joint moments of a compound discounted renewal process observed at different times with each arrival removed from the system after a random delay. This process can be used to describe the aggregate (discounted)…

An intense research on financial market microstructure is presently in progress. Continuous time random walks (CTRWs) are general models capable to capture the small-scale properties that high frequency data series show. The use of CTRW…

We introduce a class of discrete time stationary trawl processes taking real or integer values and written as sums of past values of independent `seed' processes on shrinking intervals (`trawl heights'). Related trawl processes in…

Degradation analysis is used to analyze the useful lifetimes of systems, their failure rates, and various other system parameters like mean time to failure (MTTF), mean time between failures (MTBF), and the system failure rate (SFR). In…

The Fluctuation Relation (FR) is an asymptotic result on the distribution of certain observables averaged over time intervals T as T goes to infinity and it is a generalization of the fluctuation--dissipation theorem to far from equilibrium…

Semiparametric accelerated failure time (AFT) models directly relate the predicted failure times to covariates and are a useful alternative to models that work on the hazard function or the survival function. For case-cohort data, much less…

Single-server queues with customer abandonment arise in call centers and many service systems, but steady-state performance measures remain analytically intractable beyond Markovian assumptions. This paper develops Robust Queueing (RQ)…

This article presents a new continuous-time modelling framework for multivariate time series of counts which have an infinitely divisible marginal distribution. The model is based on a mixed moving average process driven by L\'{e}vy noise -…

The problem of increased queueing delays in the Internet motivates the study of currently implemented transport protocols and active queue management (AQM) policies. We study Compound TCP (default protocol in Windows) with Random Early…