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

In this paper, we introduce a nonresident computer virus model and prove the existence of at least one positive periodic solution. The proposed model is based on a biological approach and is obtained by considering that all rates (rates…

Stochastic processes often exhibit sudden systematic changes in pattern a short time before certain failure events. Examples include increase in medical costs before death and decrease in CD4 counts before AIDS diagnosis. To study such…

Via a coupling argument, it is proved that the solution to a renewal equation has a power law decay rate in the case of a spread out interarrival distribution. By the regenerative property, the convergence in distribution for the recurrence…

Using cumulative residual processes, we propose joint goodness-of-fit tests for conditional means and variances functions in the context of nonlinear time series with martingale difference innovations. The main challenge comes from the fact…

We consider the FCFS $GI/GI/n$ queue in the Halfin-Whitt heavy traffic regime, and prove bounds for the steady-state probability of delay (s.s.p.d.) for generally distributed processing times. We prove that there exist $\epsilon_1,…

This paper addresses the challenge of integrating sequentially arriving data within the quantile regression framework, where the number of features is allowed to grow with the number of observations, the horizon is unknown, and memory is…

Accelerated failure time (AFT) models are used widely in medical research, though to a much lesser extent than proportional hazards models. In an AFT model, the effect of covariates act to accelerate or decelerate the time to event of…

It has been noticed that when the waiting time distribution exhibits a transition from an intermediate time power law decay to a long-time exponential decay in the continuous time random walk model, a transition from anomalous diffusion to…

In this paper, a study of random times on filtered probability spaces is undertaken. The main message is that, as long as distributional properties of optional processes up to the random time are involved, there is no loss of generality in…

Since survival data occur over time, often important covariates that we wish to consider also change over time. Such covariates are referred as time-dependent covariates. Quantile regression offers flexible modeling of survival data by…

Robot control using reinforcement learning has become popular, but its learning process generally terminates halfway through an episode for safety and time-saving reasons. This study addresses the problem of the most popular exception…

We introduce the Fluctuating Two-Ray (FTR) fading model, a new statistical channel model that consists of two fluctuating specular components with random phases plus a diffuse component. The FTR model arises as the natural generalization of…

Learning from human demonstrations can facilitate automation but is risky because the execution of the learned policy might lead to collisions and other failures. Adding explicit constraints to avoid unsafe states is generally not possible…

Diffusion in a linear potential in the presence of position-dependent killing is used to mimic a default process. Different assumptions regarding transport coefficients, initial conditions, and elasticity of the killing measure lead to…

We introduce a rate balance principle for general (not necessarily Markovian) stochastic processes. Special attention is given to processes with birth and death like transitions, for which it is shown that for any state $i$, the rate of two…

Reservoir computing is a well-established approach for processing data with a much lower complexity compared to traditional neural networks. Despite two decades of experimental progress, the core properties of reservoir computing (namely…

This paper proposes a piecewise autoregression for general integer-valued time series. The conditional mean of the process depends on a parameter which is piecewise constant over time. We derive an inference procedure based on a penalized…

This paper considers a particular renewal-reward process with multivariate discounted rewards (inputs) where the arrival epochs are adjusted by adding some random delays. Then this accumulated reward can be regarded as multivariate…

We study a generalization of the $M/G/1$ system (denoted by $rM/G/1$) with independent and identically distributed (iid) service times and with an arrival process whose arrival rate $\lambda_0f(r)$ depends on the remaining service time $r$…

Logarithmic aging phenomena are prevalent in various systems, including electronic materials and biological structures. This study utilizes a generalized continuous time random walk (CTRW) framework to investigate the mechanisms behind the…