相关论文: Usual stochastic ordering results for series and p…
We introduce a new stochastic duration model for transaction times in asset markets. We argue that widely accepted rules for aggregating seemingly related trades mislead inference pertaining to durations between unrelated trades: while any…
We analyze a stochastic particle system of 5 neighbors. Considering eigenvalue problem of transition matrix, we propose a conjecture that asymptotic distribution of the system is determined by the number of specific local patterns in the…
In this work, in order to obtain higher-order schemes for solving forward backward stochastic differential equations, we adopt the high-order multi-step method in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36(4) (2014),…
We introduce and analyse a new, extremely simple, randomised sorting algorithm: - choose a pair of indices $\{i, j\}$ according to some distribution $q$; - sort the elements in positions $i$ and $j$ of the array in ascending order. Choosing…
We consider the problem of inference in a linear regression model in which the relative ordering of the input features and output labels is not known. Such datasets naturally arise from experiments in which the samples are shuffled or…
In sorting literature, comparative statics for multidimensional assignment models with general output functions and input distributions is an important open question. We provide a complete theory of comparative statics for technological…
We consider distributionally robust optimization (DRO) problems, reformulated as distributionally robust feasibility (DRF) problems, with multiple expectation constraints. We propose a generic stochastic first-order meta-algorithm, where…
In this paper, we establish the stochastic ordering of the Gini indexes for multivariate elliptical risks which generalized the corresponding results for multivariate normal risks. It is shown that several conditions on dispersion matrices…
We extend the definition of a global order parameter to the case of a critical system confined between two infinite parallel plates separated by a finite distance $L$. For a quench to the critical point we study the persistence property of…
In this paper we study the Exponentiated Hypoexponential Distribution with different parameters. The distribution added a parameter to the n parameters of the Hypoexponenial distribution. We first derive a closed expression of the…
The preservation of stochastic orders by distortion functions has become a topic of increasing interest in the reliability analysis of coherent systems. The reason of this interest is that the reliability function of a coherent system with…
We provide a comprehensive analysis of the two-parameter Beta distributions seen from the perspective of second-order stochastic dominance. By changing its parameters through a bijective mapping, we work with a bounded subset D instead of…
The execution time of programs is a key element in many areas of computer science, mainly those where achieving good performance (e.g., scheduling in cloud computing) or a predictable one (e.g., meeting deadlines in embedded systems) is the…
As a motivating problem, we aim to study some special aspects of the marginal distributions of the order statistics for exchangeable and (more generally) for minimally stable non-negative random variables $T_{1},...,T_{r}$. In any case, we…
The analysis of Tables of particle properties shows that the probability distribution of the results of physical measurements is far from the conventional Gaussian $\rho(\xi)=exp(-\xi^2/2) $, but is more likely to follow the simple…
Seemingly unrelated linear regression models are introduced in which the distribution of the errors is a finite mixture of Gaussian components. Identifiability conditions are provided. The score vector and the Hessian matrix are derived.…
A stochastic model for a chemical reaction network is embedded in a one-parameter family of models with species numbers and rate constants scaled by powers of the parameter. A systematic approach is developed for determining appropriate…
The relation between disordered and chaotic systems is investigated. It is obtained by identifying the diffusion operator of the disordered systems with the Perron-Frobenius operator in the general case. This association enables us to…
Consider a university assigning students to courses and dorms. While many mechanisms are available, they each have their own drawbacks. Running serial dictatorship once for all goods is highly unfair, but running serial dictatorship…
A random variable is equi-dispersed if its mean equals its variance. A Poisson distribution is a classical example of this phenomenon. However, a less well-known fact is that the class of normal densities that are equi-dispersed constitutes…