相关论文: Preservation of some stochastic orders by distorti…

The purpose of this paper is to introduce, study and analyze a new stochastic order which lies in the framework of the mean residual life and the combination convexity orders. Several preservation properties of the new order under…

Stochastic orders are very useful tool to compare the lifetimes of two coherent systems. We show that, under certain conditions, a coherent system of used components performs better (worse) than a used coherent system with respect to…

We consider systems whose lifetime is measured by the time of physical degradation of components, as well as the degree of power each component contributes to the system. The lifetimes of the components of the system are random variables.…

The coherent systems are basic concepts in reliability theory and survival analysis. They contain as particular cases the popular series, parallel and $k$-ou-of-$n$ systems (order statistics). Many results have been obtained for them by…

We study a generalized family of stochastic orders, semiparametrized by a distortion function H, namely H-distorted stochastic dominance, which may determine a continuum of dominance relations from the first- to the second-order stochastic…

Stochastic large scale interacting systems can be studied via the observables, i.e. functions on the underlying configuration space. In our previous article, we introduced the concept of uniform functions, which are suitable class of…

In some inferential statistical methods, such as tests and confidence intervals, it is important to describe the stochastic behavior of statistical functionals, aside from their large sample properties. We study such behavior in terms of…

This paper considers the joint distribution of elements of a random sample and an order statistic of the same sample. \ The motivation for this work stems from the important problem in reliability analysis, to estimate the number of…

Researchers and practitioners in the field of reliability engineering and optimization frequently use active redundancy techniques to intensify the performance of systems. In this article, we study allocation strategies of non-matching…

Stochastic restoration algorithms allow to explore the space of solutions that correspond to the degraded input. In this paper we reveal additional fundamental advantages of stochastic methods over deterministic ones, which further motivate…

Rank-deficient stationary stochastic vector processes are present in many problems in network theory and dynamic factor analysis. In this paper we study hidden dynamical relations between the components of a discrete-time stochastic vector…

The combined influence of oscillatory excitations and multiplicative stochastic perturbations of white noise type on isochronous systems in the plane is investigated. It is assumed that the intensity of perturbations decays with time and…

In this paper, we first propose a new extended mixture model of residual lifetime distributions. We show that this model is suitable in modeling residual lifetime in some practical situations. Several closure properties of some well-known…

We study sufficient conditions for stability and recurrence in a class of singularly perturbed stochastic hybrid dynamical systems. The systems considered combine multi-time-scale deterministic continuous-time dynamics, modeled by…

Mixed-monotone systems are separable via a decomposition function into increasing and decreasing components, and this decomposition function allows for embedding the system dynamics in a higher-order monotone embedding system. Embedding the…

Stochastic fluctuations of molecular abundances are a ubiquitous feature of cellular processes and lead to significant cell-to-cell variability. Recent theoretical work established lower bounds for stochastic fluctuations in cells for broad…

We develop a numerical algorithm for identifying approximately conserved quantities in models perturbed away from integrability. In the long-time regime, these quantities fully determine correlation functions of local observables. Applying…

We review old and new uses of exchangeability, emphasizing the general theme of exchangeable representations of complex random structures. Illustrations of this theme include processes of stochastic coalescence and fragmentation; continuum…

In quantum/wave systems with chaotic classical analogs, wavefunctions evolve in highly complex, yet deterministic ways. A slight perturbation of the system, though, will cause the evolution to diverge from its original behavior increasingly…

This work presents new tools for studying reachability and set invariance for continuous-time mixed-monotone dynamical systems subject to a disturbance input. The vector field of a mixed-monotone system is decomposable via a decomposition…