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

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

We propose a mechanism which produces periodic variations of the degree of predictability in dynamical systems. It is shown that even in the absence of noise when the control parameter changes periodically in time, below and above the…

Theoretical expressions for the distribution of the ratio of consecutive level spacings for quantum systems with transiting dynamics remain unknown. We propose a family of one-parameter distributions $P(r)\equiv P(r;\beta)$, where…

Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…

The logistic map is a nonlinear difference equation well studied in the literature, used to model self-limiting growth in certain populations. It is known that, under certain regularity conditions, the stochastic logistic map, where the…

We consider two models of two-units repairable systems: cold standby system and warm standby system. We suppose that the lifetimes and repair times of the units are all independent exponentially distributed random variables. Using…

In this paper, we prove that the Chen system with a set of chaotic parameters is not smoothly equivalent to the Lorenz system with any parameters.

Using ultra-high-frequency data extracted from the order flows of 23 stocks traded on the Shenzhen Stock Exchange, we study the empirical regularities of order placement in the opening call auction, cool period and continuous auction. The…

Estimation of the ordered scale parameter of a two scale mixture of the exponential distribution is considered under Stein loss and symmetric loss. Under certain conditions, we prove that the inadmissibility equivariant estimator exhibits…

We study the problem of how to coordinate the actions of independent agents in a distributed system where message arrival times are unbounded, but are determined by an exponential probability distribution. Asynchronous protocols executed in…

This paper provides a mixture modeling framework using the bivariate generalized exponential distribution. We study different properties of this mixture distribution. Hierarchical EM algorithm is developed for finding the estimates of the…

I study partial identification of distributional parameters in triangular systems. This model consists of a nonparametric outcome equation and a selection equation. This allows for general unobserved heterogeneity and selection on…

We want to select the best systems out of a given set of systems (or rank them) with respect to their expected performance. The systems allow random observations only and we assume that the joint observation of the systems has a…

For random graphs distributed according to a stochastic block model, we consider the inferential task of partioning vertices into blocks using spectral techniques. Spectral partioning using the normalized Laplacian and the adjacency matrix…

The applicability of machine learning for predicting chaotic dynamics relies heavily upon the data used in the training stage. Chaotic time series obtained by numerically solving ordinary differential equations embed a complicated noise of…

We generalize the concept "well-posed linear system" to stochastic linear control systems and study some basic properties of such kind systems. Under our generalized definition, we show the well-posedness of the stochastic heat equation and…

Precedence order is a natural type of comparison for random variables in numerous engineering applications (e.g., for the stress-strength modeling). In this note, we show that, for a $k$-out-of-$n$ system, redundancy at the component level…

Generalized sorting problem, also known as sorting with forbidden comparisons, was first introduced by Huang et al. together with a randomized algorithm which requires $\tilde O(n^{3/2})$ probes. We study this problem with additional…

In this paper, we use a new partial order, called the f-majorization order. The new order includes as special cases the majorization , the reciprocal majorization and the p-larger orders. We provide a comprehensive account of the…

A stochastic ordering approach is applied with Stein's method for approximation by the equilibrium distribution of a birth-death process. The usual stochastic order and the more general s-convex orders are discussed. Attention is focused on…