Results 21 to 30 of about 4,517 (145)

Distorted Copulas: Constructions and Tail Dependence [PDF]

, 2010
Given a copula C, we examine under which conditions on an order isomorphism ψ of [0, 1] the distortion C ψ: [0, 1]2 → [0, 1], C ψ(x, y) = ψ{C[ψ−1(x), ψ−1(y)]} is again a copula.
Avérous J., Bassan B., Chan W., Charpentier A., Denneberg D., Durante F., Fabrizio Durante, Frees E. W., Hardy G. H., Joe H., Klement E. P., Klement E. P., Lai C.-D., Marshall A. W., McNeil A. J., Müller A., Nelsen R. B., Peter Sarkoci, Rachele Foschi, Salvadori G., Schweizer B.   +20 more
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On the inclusion probabilities in some unequal probability sampling plans without replacement

, 2012
Comparison results are obtained for the inclusion probabilities in some unequal probability sampling plans without replacement. For either successive sampling or H\'{a}jek's rejective sampling, the larger the sample size, the more uniform the inclusion ...
Yu, Yaming
core   +1 more source

Comparing Fr\'echet and positive stable laws [PDF]

, 2014
Let ${\bf L}$ be the unit exponential random variable and ${\bf Z}_\alpha$ the standard positive $\alpha$-stable random variable.
Simon, Thomas
core  

Parabolic Littlewood–Paley inequality for a class of time-dependent pseudo-differential operators of arbitrary order, and applications to high-order stochastic PDE

Journal of Mathematical Analysis and Applications, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kim, Ildoo, Kim, Kyeong-Hun, Lim, Sungbin   +2 more
openaire   +2 more sources

Ordinal Welfare Comparisons with Multiple Discrete Indicators: A First Order Dominance Approach and Application to Child Poverty [PDF]

We develop an ordinal method for making welfare comparisons between populations with multidimensional discrete well-being indicators observed at the micro level.
Channing Arndt, Lars Peter Østerdal, M. Azhar Hussain, Maimuna Ibraimo, Pham Lan Huong, Roberta Distante   +5 more
core  

A General Class of Throughput Optimal Routing Policies in Multi-hop Wireless Networks

, 2011
This paper considers the problem of throughput optimal routing/scheduling in a multi-hop constrained queueing network with random connectivity whose special case includes opportunistic multi-hop wireless networks and input-queued switch fabrics. The main
Javidi, Tara, Naghshvar, Mohammad, Zhuang, Hairuo   +2 more
core   +1 more source

The economics of insurance: a review and some recent developments. [PDF]

The present paper is devoted to different methods of choice under risk in an actuarial setting. The classical expected utility theory is first presented, and its drawbacks are underlined.
Denuit, M, Dhaene, Jan, Van Wouwe, Martine   +2 more
core  

Sifting through the noise: Universal first-order methods for stochastic variational inequalities

, 2021
We examine a flexible algorithmic framework for solving monotone variational inequalities in the presence of randomness and uncertainty. The proposed template encompasses a wide range of popular first-order methods, including dual averaging, dual extrapolation and optimistic gradient algorithms – both adaptive and non-adaptive. Our first result is that
Antonakopoulos, Kimon, Pethick, Thomas, Kavis, Ali, Mertikopoulos, Panayotis, Cevher, Volkan   +4 more
openaire   +1 more source

Static assignment of complex stochastic tasks using stochastic majorization [PDF]

We consider the problem of statically assigning many tasks to a (smaller) system of homogeneous processors, where a task's structure is modeled as a branching process, and all tasks are assumed to have identical behavior.
Nicol, David, Simha, Rahul, Towsley, Don
core   +1 more source

Stochastic order inequalities for systems with standby units and parallel-series configurations

Journal of Inequalities and Applications
Abstract In this paper, we first consider stochastic orderings of lifetimes of series and parallel systems with cold standby units. The strategy is to find out whether the reliability of a series or parallel system improves when standby units are installed on the components or on the subsystem.
Mashael A. Alshehri, M. Kayid
openaire   +1 more source