相关论文: Analysis and applications of the residual varentro…

We study the biodiversity problem for resource competition systems with extinctions and self-limitation effects. Our main result establishes estimates of biodiversity in terms of the fundamental parameters of the model. We also prove the…

A new statistical approach has been developed to analyze Resistive Random Access Memory (RRAM) variability. The stochastic nature of the physical processes behind the operation of resistive memories makes variability one of the key issues…

This paper investigates the use of risk measures and theories of choice for modeling risk-averse route choice and traffic network equilibrium with random travel times. We interpret the postulates of these theories in the context of routing,…

Extropy, a complementary dual of entropy, (proposed by Lad et al. \cite{lad2015extropy} in 2015) has attracted considerable interest from the research community. In this study, we focus on discrete random variables and define conditional…

Given two absolutely continuous nonnegative independent random variables, we define the reversed relevation transform as dual to the relevation transform. We first apply such transforms to the lifetimes of the components of parallel and…

We study existence of probability measure valued jump-diffusions described by martingale problems. We develop a simple device that allows us to embed Wasserstein spaces and other similar spaces of probability measures into locally compact…

Motivated by empirical evidence from the joint behavior of realized volatility time series, we propose to model the joint dynamics of log-volatilities using a multivariate fractional Ornstein-Uhlenbeck process. This model is a multivariate…

We study failure rate monotonicity and generalized convex transform stochastic ordering properties of random variables, with a concern on applications. We are especially interested in the effect of a tail weight iteration procedure to…

The analysis of dynamical systems is a fundamental tool in the natural sciences and engineering. It is used to understand the evolution of systems as large as entire galaxies and as small as individual molecules. With predefined conditions…

To describe the nonequilibrium states of the system, a new thermodynamic parameter - system lifetime - is introduced. Statistical distributions that describe the behavior of energy and lifetime are recorded. Entropy and obtained…

With a view to connecting random mutation on the molecular level to punctuated equilibrium behavior on the phenotype level, we propose a new model for biological evolution, which incorporates random mutation and natural selection. In this…

The recent interest in human dynamics has led researchers to investigate the stochastic processes that explain human behaviour in different contexts. Here we propose a generative model to capture the essential dynamics of survival analysis,…

Accurate prediction of remaining useful life under creep conditions is essential for the structural reliability of high-temperature components in critical engineering systems. Traditional approaches based on deterministic parametric models…

Assuming some regression model, it is common to study the conditional distribution of survival given covariates. Here, we consider the impact of further conditioning, specifically conditioning on a marginal survival function, known or…

We introduce random survival forests, a random forests method for the analysis of right-censored survival data. New survival splitting rules for growing survival trees are introduced, as is a new missing data algorithm for imputing missing…

The investor is interested in the expected return and he is also concerned about the risk and the uncertainty assumed by the investment. One of the most popular concepts used to measure the risk and the uncertainty is the variance and/or…

We characterize information as risk reduction between knowledge states represented by partitions of the underlying probability space. Entropy corresponds to risk reduction from no (or partial) knowledge to full knowledge about a random…

In the paper the memory effect in the system consisting from a trajectory of process and an environment is considered. The environment is presented by scalar potential and noise. The evolution of system is interpreted as process of the…

Predictive statistical mechanics is a form of inference from available data, without additional assumptions, for predicting reproducible phenomena. By applying it to systems with Hamiltonian dynamics, a problem of predicting the macroscopic…

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…