Results 31 to 40 of about 10,791,441 (372)
Mathematics, 2020 This paper deals with stochastic comparisons of two parallel (series) systems with Type II half logistic-resilience scale (TIIHL-RS) distribution components with different baseline distribution functions.
Junrui Wang, Rongfang Yan, Bin Lu
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S-ADDOPT: Decentralized Stochastic First-Order Optimization Over Directed Graphs [PDF]
IEEE Control Systems Letters, 2020 In this letter, we study decentralized stochastic optimization to minimize a sum of smooth and strongly convex cost functions when the functions are distributed over a directed network of nodes.
Muhammad I. Qureshi +3 more
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Mathematics, 2022 In this article, we introduce and study a new stochastic order of multivariate distributions, namely, the conditional likelihood ratio order. The proposed order and other stochastic orders are analyzed in the case of a bivariate exponential distributions
Luigi-Ionut Catana, Vasile Preda
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The Leader Property in Quasi Unidimensional Cases
Mathematics, 2022 The following problem was studied: let Zjj≥1 be a sequence of i.i.d. d-dimensional random vectors. Let F be their probability distribution and for every n≥1 consider the sample Sn={Z1,Z2,…,Zn}.
Anișoara Maria Răducan +1 more
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Stochastic Order Relations Among Parallel Systems from Weibull Distributions [PDF]
Journal of Applied Probability, 2014 Let X λ1 , X λ2 , …, X λ n be independent Weibull random variables with X λ i ∼ W(α, λ i ), where λ i > 0 for i = 1, …, n. Let X n:n λ denote the lifetime of the parallel system formed from X λ1 , X λ2 , …, X λ n .
Nuria Torrado, S. Kochar
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Antisymmetry of the Stochastical Order on all Ordered Topological Spaces
Analysis and Geometry in Metric Spaces, 2019 In this short note, we prove that the stochastic order of Radon probability measures on any ordered topological space is antisymmetric. This has been known before in various special cases. We give a simple and elementary proof of the general result.
Fritz Tobias
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Directional Stochastic Orders with an Application to Financial Mathematics
Mathematics, 2021 Relevant integral stochastic orders share a common mathematical model, they are defined by generators which are made up of increasing functions on appropriate directions. Motivated by the aim to provide a unified study of those orders, we introduce a new
María Concepción López-Díaz +2 more
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Some Order Preserving Inequalities for Cross Entropy and Kullback–Leibler Divergence
Entropy, 2018 Cross entropy and Kullback⁻Leibler (K-L) divergence are fundamental quantities of information theory, and they are widely used in many fields. Since cross entropy is the negated logarithm of likelihood, minimizing cross entropy is equivalent to ...
Mateu Sbert +3 more
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Second Order Backward Stochastic Differential Equations with Quadratic Growth [PDF]
, 2013 We extend the wellposedness results for second order backward stochastic differential equations introduced by Soner, Touzi and Zhang \cite{stz} to the case of a bounded terminal condition and a generator with quadratic growth in the $z$ variable.
Possamaï, Dylan, Zhou, Chao
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Cesaro Supermodular Order and Archimedean Copulas [PDF]
Journal of Sciences, Islamic Republic of Iran, 2015 In this paper, we introduce a new kind of order, Cesaro supermodular order, which includes supermodular order and stochastic order. For this new order, we show that it almost fulfils all desirable properties of a multivariate positive dependence order ...
H.R. Nili Sani, M. Amini, M. Khanjari
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