相关论文: Stochastic comparisons of series and parallel syst…

Stochastic orders are very useful tool to compare the lifetimes of two coherent systems. We show that, under certain conditions, a coherent system of used components performs better (worse) than a used coherent system with respect to…

We develop a stochastic epidemic model progressing over dynamic networks, where infection rates are heterogeneous and may vary with individual-level covariates. The joint dynamics are modeled as a continuous-time Markov chain such that…

The past decades have seen increasing interest in modelling uncertainty by heterogeneous methods, combining probability and interval analysis, especially for assessing parameter uncertainty in engineering models. A unifying mathematical…

The notion of periodic two-scale convergence and the method of periodic unfolding are prominent and useful tools in multiscale modeling and analysis of PDEs with rapidly oscillating periodic coefficients. In this paper we are interested in…

Finite mixtures of multivariate normal distributions have been widely used in empirical applications in diverse fields such as statistical genetics and statistical finance. Testing the number of components in multivariate normal mixture…

In this paper, we study stochastic ordering results between two finite mixtures with single and multiple outliers, assuming subpopulations follow general exponentiated location-scale distributions. For single-outlier mixtures, several…

We study the probability distribution of the ratio of consecutive level spacings for embedded one plus two-body random matrix ensembles with and without spin degree of freedom and for both fermion and boson systems. The agreement between…

We consider a multicontinuum model in porous media applications, which is described as a system of coupled flow equations. The coupling between different continua depends on many factors and its modeling is important for porous media…

On the basis of a model system of pillars built of unit cubes, a two-component entropic measure for the multiscale analysis of spatio-compositional inhomogeneity is proposed. It quantifies the statistical dissimilarity per cell of the…

We propose and analyze a specific asymptotic stochastic order for random processes based on the measure of departure discussed in the literature. As applications, we stochastically compare mixtures of order statistics and record values…

Usually, methods evaluating system reliability require engineers to quantify the reliability of each of the system components. For series and parallel systems, there are some options to handle the estimation of each component's reliability.…

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…

In this paper we present Ethane, a parallel search algorithm specifically designed for its execution on heterogeneous hardware environments. With Ethane we propose an algorithm inspired in the structure of the chemical compound of the same…

The homogeneous partly pinned fluid systems are simple models of a fluid confined in a disordered porous matrix obtained by arresting randomly chosen particles in a one-component bulk fluid or one of the two components of a binary mixture.…

We consider the averaging principle for deterministic or stochastic systems with a fast stochastic component (family of continuous-time Markov chains depending on the state of the system as a parameter). We show that, due to bifurcations in…

Given a chain complex with the only modification that each cell of the complex has a probability distribution assigned. We will call this complex - a random complex and what should be understood in practice, is that we have a classical…

We study the homogenization property of systems of quasi-linear PDEs of parabolic type with periodic coefficients, highly oscillating drift and highly oscillating nonlinear term. To this end, we propose a probabilistic approach based on the…

Materials with nanoscale phase separation are considered. These materials are formed by a mixture of several phases, so that inside one phase there exist nanosize inclusions of other phases, with random shapes and random spatial locations.…

Discrete random structures are important tools in Bayesian nonparametrics and the resulting models have proven effective in density estimation, clustering, topic modeling and prediction, among others. In this paper, we consider nested…

In this manuscript, we consider a finite multivariate nonparametric mixture model where the dependence between the marginal densities is modeled using the copula device. Pseudo EM stochastic algorithms were recently proposed to estimate all…