Results 31 to 40 of about 1,120,364 (167)

Distorted stochastic dominance: A generalized family of stochastic orders [PDF]

Journal of Mathematical Economics, 2020
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 dominance (and beyond).
Lando, Tommaso, Bertoli-Barsotti, Lucio
openaire   +2 more sources

Stochastic Runge–Kutta methods for multi-dimensional Itô stochastic differential algebraic equations

Results in Applied Mathematics, 2021
In this paper, we discuss the numerical solutions to index 1 stochastic differential algebraic equations. We introduce a new class of weak second-order stochastic Runge–Kutta methods for finding the numerical approximate solutions to multi-dimensional ...
Priya Nair, Anandaraman Rathinasamy
doaj   +1 more source

Stochastic Properties of the Weighted Hazard Rate Order [PDF]

Journal of Statistical Theory and Applications (JSTA), 2015
The hazard rate order between two weighted distributions with a given weight function is considered as a new stochastic order called weighted hazard rate order. The influences of biased sampling methods on properties of the hazard rate order are usefully
S. Izadkhah, M. Amini, G.R. Mohtashami Borzadaran   +2 more
doaj   +1 more source

An optimal transportation approach for assessing almost stochastic order

, 2017
When stochastic dominance $F\leq_{st}G$ does not hold, we can improve agreement to stochastic order by suitably trimming both distributions. In this work we consider the $L_2-$Wasserstein distance, $\mathcal W_2$, to stochastic order of these trimmed ...
del Barrio, E., Cuesta-Albertos, J. A., Matrán, C.   +2 more
core   +1 more source

General order conditions for stochastic partitioned Runge-Kutta methods [PDF]

, 2017
In this paper stochastic partitioned Runge-Kutta (SPRK) methods are considered. A general order theory for SPRK methods based on stochastic B-series and multicolored, multishaped rooted trees is developed. The theory is applied to prove the order of some
Anmarkrud, Sverre, Debrabant, Kristian, Kværnø, Anne   +2 more
core   +5 more sources

Stochastic Comparisons of Lifetimes of Used Standby Systems

Mathematics, 2023
In this paper, we first establish upper stochastic bounds on the lifetime of a used cold standby system with arbitrary age, using the likelihood ratio order and the usual stochastic order.
Mohamed Kayid, Mashael A. Alshehri
doaj   +1 more source

The stochastic order of probability measures on ordered metric spaces

, 2017
The general notion of a stochastic ordering is that one probability distribution is smaller than a second one if the second attaches more probability to higher values than the first.
Hiai, Fumio, Lawson, Jimmie, Lim, Yongdo
core   +1 more source

Scalar conservation laws with rough (stochastic) fluxes [PDF]

, 2013
We develop a pathwise theory for scalar conservation laws with quasilinear multiplicative rough path dependence, a special case being stochastic conservation laws with quasilinear stochastic dependence.
Lions, Pierre-Louis, Perthame, Benoit, Souganidis, Panagiotis E.   +2 more
core   +4 more sources

Some New Results Related to the Likelihood Ratio and the Laplace Transform Ordering

Mathematics
The purpose of this paper is twofold. First, we aim to study some new properties and relations for the likelihood ratio order. In particular, we present new integral inequalities involving the ratio of two probability density functions and the ratio of ...
Abdulaziz Alenazi
doaj   +1 more source

Discrete Analogue of Fishburn’s Fractional-Order Stochastic Dominance

Axioms, 2023
A stochastic dominance (SD) relation can be defined by two different perspectives: One from the view of distributions, and the other one from the view of expected utilities.
Hoover H. F. Yin, Xishi Wang, Hugo Wai Leung Mak, Chun Sang Au Yong, Ian Y. Y. Chan   +4 more
doaj   +1 more source