相关论文: Mean residual life processes and associated submar…
We provide an equivalent log-concavity condition to the mean residual life (MRL) ordering for real-valued processes. This result, combined with classical properties of total positivity of order 2, allows to exhibit new families of…
When the \textit{martingale representation property} holds, we call any local martingale which realizes the representation a \textit{representation process}. There are two properties of the \textit{representation process} which can greatly…
We introduce and study a multiparameter Poisson process (MPP). In a particular case, it is observed that the MPP has a unique representation. Its subordination with the multivariate subordinator and inverse subordinator are studied in…
We study the class of Az\'ema-Yor processes defined from a general semimartingale with a continuous running maximum process. We show that they arise as unique strong solutions of the Bachelier stochastic differential equation which we prove…
New proofs are given of the existence of the compensator (or dual predictable projection) of a locally integrable c\'adl\'ag adapted process of finite variation and of the existence of the quadratic variation process for a c\'adl\'ag local…
The mean residual life function is a key functional for a survival distribution. It has a practically useful interpretation as the expected remaining lifetime given survival up to a particular time point, and it also characterizes the…
We construct families of rational functions $f \colon \bP^1_k \to \bP^1_k$ of degree $d \geq 2$ over a perfect field $k$ whose associated fixed-point processes fail to be martingales. Conversely, for any normal variety $X \subset…
Comparison results for Markov processes w.r.t. function class induced (integral) stochastic orders have a long history. The most general results so far for this problem have been obtained based on the theory of evolution systems on Banach…
In this paper the class of mixed renewal processes (MRPs for short) with mixing parameter a random vector from \cite{lm6z3} (enlarging Huang's \cite{hu} original class) is replaced by the strictly more comprising class of all extended MRPs…
In this paper, martingales related to simple random walks and their maximum process are investigated. First, a sufficient condition under which a function with three arguments, time, the random walk, and its maximum process becomes a…
Multi-task representation learning (MTRL) is an approach that learns shared latent representations across related tasks, facilitating collaborative learning that improves the overall learning efficiency. This paper studies MTRL for…
We apply a functional-integral formalism for Markovian birth and death processes to determine asymptotic corrections to mean-field theory in the Malthus-Verhulst process (MVP). Expanding about the stationary mean-field solution, we identify…
It is well-known that well-posedness of a martingale problem in the class of continuous (or r.c.l.l.) solutions enables one to construct the associated transition probability functions. We extend this result to the case when the martingale…
It is standard practice for covariates to enter a parametric model through a single distributional parameter of interest, for example, the scale parameter in many standard survival models. Indeed, the well-known proportional hazards model…
We present sufficient conditions, in terms of the jumping kernels, for two large classes of conservative Markov processes of pure-jump type to be purely discontinuous martingales with finite second moment. As an application, we establish…
Martin's Conjecture is a proposed classification of the definable functions on the Turing degrees. It is usually divided into two parts, the first of which classifies functions which are not above the identity and the second of which…
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…
Some classes of increment martingales, and the corresponding localized classes, are studied. An increment martingale is indexed by the real line and its increment processes are martingales. We focus primarily on the behavior as time goes to…
Longitudinal modified treatment policies (LMTP) have been recently developed as a novel method to define and estimate causal parameters that depend on the natural value of treatment. LMTPs represent an important advancement in causal…
In this work we extend the characterization of semimartingale functions in Cinlar et al. (1980) to the non-Markovian setting. We prove that if a function of a semimartingale remains a semimartingale, then under certain conditions the…