相关论文: Stochastic Comparison of Parallel Systems with Log…
We propose a parallel algorithm for local, on the fly, model checking of a fragment of CTL that is well-suited for modern, multi-core architectures. This model-checking algorithm takes bene t from a parallel state space construction…
In this paper we develop a new tool for the comparison of paired data based on a new criterion of stochastic dominance that takes into account the dependence structure of the random variables under comparison. This new procedure provides a…
In this article, we proposed an inverse Lindley distribution and studied its fundamental properties such as quantiles, mode, stochastic ordering and entropy measure. The proposed distribution is observed to be a heavy-tailed distribution…
A version of the time-parallel algorithm parareal is analyzed and applied to stochastic models in chemical kinetics. A fast predictor at the macroscopic scale (evaluated in serial) is available in the form of the usual reaction rate…
A parallel numerical simulation algorithm is presented for fractional-order systems involving Caputo-type derivatives, based on the Adams-Bashforth-Moulton (ABM) predictor-corrector scheme. The parallel algorithm is implemented using…
Several methods are available in the literature to stochastically compare random variables and random vectors. We introduce the notion of asymptotic stochastic order for random processes and define four such orders. Various properties and…
Computer-Controlled Systems (CCS) are a subclass of hybrid systems where the periodic relation of control components to time is paramount. Since they additionally are at the heart of many safety-critical devices, it is of primary importance…
The comparison of proportions is considered in the asymptotic generalized linear model with the odds ratio as effect size. When several doses are compared with a control assuming an order restriction, a Williams-type trend test can be used.…
Stochastic linear combinations of some random vectors are studied where the distribution of the random vectors and the joint distribution of their coefficients are Dirichlet. A method is provided for calculating the distribution of these…
Parareal is a well-studied algorithm for numerically integrating systems of time-dependent differential equations by parallelising the temporal domain. Given approximate initial values at each temporal sub-interval, the algorithm locates a…
Stochastic simulators are ubiquitous in many fields of applied sciences and engineering. In the context of uncertainty quantification and optimization, a large number of simulations is usually necessary, which becomes intractable for…
The lifetimes of subjects which are left-censored lie below a threshold value or a limit of detection. A popular tool used to handle left-censored data is the reversed hazard rate. In this work, we study the properties and develop…
Coupled cluster theory is a vital cornerstone of electronic structure theory and is being applied to ever-larger systems. Stochastic approaches to quantum chemistry have grown in importance and offer compelling advantages over traditional…
There has been substantial progress in the inference of formal behavioural specifications from sample trajectories, for example, using Linear Temporal Logic (LTL). However, these techniques cannot handle specifications that correctly…
The reverse engineering problem with probabilities and sequential behavior is introducing here, using the expression of an algorithm. The solution is partially founded, because we solve the problem only if we have a Probabilistic Sequential…
This paper addresses the online monitoring of distributed component-based systems with multi-party interactions against user-provided properties expressed in linear-temporal logic and referring to global states. We consider intrinsically…
Model-based safety analysis approaches aim at finding critical failure combinations by analysis of models of the whole system (i.e. software, hardware, failure modes and environment). The advantage of these methods compared to traditional…
Regression models based on the log-symmetric family of distributions are particularly useful when the response is strictly positive and asymmetric. In this paper, we propose a class of quantile regression models based on reparameterized…
Most of the stochastic orders for comparing random variables, considered in the literature, are afflicted with two main drawbacks: (i) lack of connex property and (ii) lack of consideration of any dependence structure between the random…
We present a parallel algorithm for solving backward stochastic differential equations (BSDEs in short) which are very useful theoretic tools to deal with many financial problems ranging from option pricing option to risk management. Our…