相关论文: Approximation of the fixed-probability level for a…
Functions satisfying a defective renewal equation arise commonly in applied probability models. Usually these functions don't admit a explicit expression. In this work we consider to approximate them by means of a gamma-type operator given…
For two nonstandard renewal risk models, we investigate the precise large deviations of the finite-time ruin probability and a random sum of the net-loss process, and the asymptotics of the random-time ruin probability. Notably, in one of…
We describe a procedure based on the iteration of an initial function by an appropriated operator, acting on continuous functions, in order to get a fixed point. This fixed point will be a calibrated subaction for the doubling map on the…
This work is concerned with the convergence of Gaussian process regression. A particular focus is on hierarchical Gaussian process regression, where hyper-parameters appearing in the mean and covariance structure of the Gaussian process…
We establish a novel convergent iteration framework for a weak approximation of general switching diffusion. The key theoretical basis of the proposed approach is a restriction of the maximum number of switching so as to untangle and…
Probabilistic regression models typically use the Maximum Likelihood Estimation or Cross-Validation to fit parameters. These methods can give an advantage to the solutions that fit observations on average, but they do not pay attention to…
The conditional value of a stationary random process, given the level-upcrossing of another dependent stationary random process, is considered. Assuming that both processes are weakly non-Gaussian, an analytical approximation for the…
We present a general scheme to calculate within the independent interval approximation generalized (level-dependent) persistence properties for processes having a finite density of zero-crossings. Our results are especially relevant for the…
This paper deals with a modified iterative projection method for approximating a solution of the hierarchical fixed point problem for a sequene of nearly nonexpansive mappings with respect to a nonexpansive mapping. It is shown that under…
A reliable representation of uncertainty is essential for the application of modern machine learning methods in safety-critical settings. In this regard, the use of credal sets (i.e., convex sets of probability distributions) has recently…
Random bond Ising systems on a general hierarchical lattice are considered. Interesting inequalities between eigenvalues of the Jacobian renormalization matrix at the pure fixed point are obtained. These lead to upper bounds on the…
The paper deals with renewal theory for a class of extremal Markov sequences connected with the Kendall convolution. We consider here some particular cases of the Wold processes associated with generalized convolutions. We prove an analogue…
If a given aggregate process $S$ is a compound mixed renewal process under a probability measure $P$, we provide a characterization of all probability measures $Q$ on the domain of $P$ such that $Q$ and $P$ are progressively equivalent and…
Our work presents a new iterative scheme to approximate the fixed points of nonexpansive mapping. The proposed algorithm is constructed to enhance convergence efficiency while preserving theoretical robustness. Under appropriate assumptions…
This paper deals with the solving of variational inequality problem where the constrained set is given as the intersection of a number of fixed-point sets. To this end, we present an extrapolated sequential constraint method. At each…
Using the recently developed notion of permutation limits this paper derives the limiting distribution of the number of fixed points and cycle structure for any convergent sequence of random permutations, under mild regularity conditions.…
The study of crossing probabilities - i.e. probabilities of existence of paths crossing rectangles - has been at the heart of the theory of two-dimensional percolation since its beginning. They may be used to prove a number of results on…
This paper considers a point process model with a monotonically decreasing or increasing ROCOF and the underlying distributions from the location-scale family, known as the geometric process (Lam, 1988). In terms of repairable system…
Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…
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…