相关论文: Usual stochastic ordering results for series and p…

Convolutions of independent random variables often arise in a natural way in many applied problems. In this article, we compare convolutions of two sets of gamma (negative binomial) random variables in the convolution order and the usual…

We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…

This paper proposes a unified class of generalized location-scale mixture of multivariate elliptical distributions and studies integral stochastic orderings of random vectors following such distributions. Given a random vector…

Stochastic ordering of distributions of random variables may be defined by the relative convexity of the tail functions. This has been extended to higher order stochastic orderings, by iteratively reassigning tail-weights. The actual…

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…

Order-preserving couplings are elegant tools for obtaining robust estimates of the time-dependent and stationary distributions of Markov processes that are too complex to be analyzed exactly. The starting point of this paper is to study…

These lecture notes cover basic automata-theoretic concepts and logical formalisms for the modeling and verification of concurrent and distributed systems. Many of these concepts naturally extend the classical automata and logics over…

In this manuscript, we study stochastic comparisons of the second-order statistics from dependent or independent observations with modified proportional hazard rates models. First, we establish the usual stochastic order of the second-order…

This work considers stochastic comparisons of lifetimes of series and parallel systems with dependent and heterogeneous components having lifetimes following the proportional odds (PO) model. The joint distribution of component lifetimes is…

As a specific proportional hazard rates model, sequential order statistics can be used to describe the lifetimes of load-sharing systems. Inference for these systems needs to account for small sample sizes, which are prevalent in…

In this paper, we compare the lifetimes of two series and two parallel systems stochastically where the lifetime of each component follows location-scale (LS) family of distributions. The comparison is carried out under two scenarios: one,…

Stochastic models share many characteristics with generic parametric models. In some ways they can be regarded as a special case. But for stochastic models there is a notion of weak distribution or generalised random variable, and the same…

Researchers are often interested in drawing inferences regarding the order between two experimental groups on the basis of multivariate response data. Since standard multivariate methods are designed for two-sided alternatives, they may not…

The paper deals with the theoretical analysis of a logistic system composed of at least two elements with distributed parameters. It has been shown that such a system may generate specific oscillations in spite of the fact that the…

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…

Building on recent developments in models focused on the shape properties of odds ratios, this paper introduces two new models that expand the class of available distributions while preserving specific shape characteristics of an underlying…

We derive sufficient conditions for the convex and monotonic g-stochastic ordering of diffusion processes under nonlinear g-expectations and g-evaluations. Our approach relies on comparison results for forward-backward stochastic…

We revisit the classic Cournot model and extend it to a two-echelon supply chain with an upstream supplier who operates under demand uncertainty and multiple downstream retailers who compete over quantity. The supplier's belief about retail…

Stochastic orders are binary relations defined on probability distributions which capture intuitive notions like being larger or being more variable. This paper introduces stochastic ordering of instantaneous SNRs of fading channels as a…

Let $\{X_{1},\ldots,X_{N_1}\}$ and $\{Y_{1},\ldots,Y_{N_2}\}$ be two sequences of interdependent heterogeneous samples, where for $i=1,\ldots,N_{1},$ $X_{i}\sim \text{Kw-G}(x, \alpha_{i}, \gamma_{i};G)$ and for $i=1,\ldots,N_{2},$…