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Stochastic inequalities involving past extropy of order statistics and past extropy of record values
AIMS MathematicsRecently, extropy has emerged as an alternative measure of uncertainty instead of entropy. When it comes to quantifying uncertainty regarding the remaining lifetime of a component, entropy has proven to be less effective.
Mansour Shrahili +2 more
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New First-Order Algorithms for Stochastic Variational Inequalities
SIAM Journal on Optimization, 2022 36 pages, 4 ...
Kevin Huang, Shuzhong Zhang
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On moment inequalities and stochastic ordering for weighted reliability measures [PDF]
International Journal of Mathematics and Mathematical Sciences, 2001 We obtain stochastic inequalities, error bounds, and classification probability for a general class of distributions. We introduce the notion of variability ordering via the probability functional and comparisons made for the weighted and the original distributions. We present moment inequalities, comparisons, and applications.
Oluyede, Broderick O., Terbeche, Mekki
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Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints [PDF]
Mathematical Programming, 2007 Stochastic dominance relations are well studied in statistics, decision theory and economics. Recently, there has been significant interest in introducing dominance relations into stochastic optimization problems as constraints. In the discrete case, stochastic optimization models involving second order stochastic dominance constraints can be solved by
Noyan, Nilay, Ruszczynski, Andrzej
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Reversing conditional orderings [PDF]
, 2013 We analyze some specific aspects concerning conditional orderings and relations among them. To this purpose we define a suitable concept of reversed conditional ordering and prove some related results.
A. Colangelo +17 more
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Stochastic Inequalities on Partially Ordered Spaces
The Annals of Probability, 1977 In this paper we discuss characterizations, basic properties and applications of a partial ordering, in the set of probabilities on a partially ordered Polish space $E$, defined by $P_1 \prec P_2 \operatorname{iff} \int f dP_1\leqq \int f dP_2$ for all real bounded increasing $f$.
Kamae, T., Krengel, U., O'Brien, G. L.
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Intertwining and commutation relations for birth-death processes [PDF]
, 2013 Given a birth-death process on $\mathbb {N}$ with semigroup $(P_t)_{t\geq0}$ and a discrete gradient ${\partial}_u$ depending on a positive weight $u$, we establish intertwining relations of the form ${\partial}_uP_t=Q_t\,{\partial}_u$, where $(Q_t)_{t ...
Chafaï, Djalil, Joulin, Aldéric
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Random-cluster representation of the Blume-Capel model [PDF]
, 2005 The so-called diluted-random-cluster model may be viewed as a random-cluster representation of the Blume--Capel model. It has three parameters, a vertex parameter $a$, an edge parameter $p$, and a cluster weighting factor $q$.
A. Coniglio +44 more
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First-order methods for Stochastic Variational Inequality problems with Function Constraints
, 2023 The monotone Variational Inequality (VI) is a general model with important applications in various engineering and scientific domains. In numerous instances, the VI problems are accompanied by function constraints that can be data-driven, making the usual projection operator challenging to compute.
Boob, Digvijay +2 more
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Testing for infinite order stochastic dominance with applications to finance, risk and income inequality [PDF]
Journal of Economics and Finance, 2007 The authors develop a test of infinite degree stochastic dominance based on the use of the empirical moment generating function. Two applications are considered. One uses the income data of Anderson (Econometrica, 1996) and derives results consistent with his. In the other application, the dominance between the US and UK stockmarkets is examined. Using
Knight, J., Satchell, S.
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