Results 21 to 30 of about 9,848,960 (332)

Ohlin and Levin–Stečkin-Type Results for Strongly Convex Functions

open access: yesAnnales Mathematicae Silesianae, 2020
Counterparts of the Ohlin and Levin–Stečkin theorems for strongly convex functions are proved. An application of these results to obtain some known inequalities related with strongly convex functions in an alternative and unified way is presented.
Nikodem Kazimierz, Rajba Teresa
doaj   +1 more source

Properties of Discrete Reversed Aging Intensity Function [PDF]

open access: yesMathematics Interdisciplinary Research, 2022
In this paper, we discuss the properties of reversed aging intensity (RAI) function for discrete random variable and study its nature for some distributions. Further, using this function we characterize some discrete related distributions.
Faranak Goodarzi
doaj   +1 more source

Stochastic Ordering of Fading Channels Through the Shannon Transform [PDF]

open access: yesIEEE Transactions on Information Theory, 2013
A new stochastic order between two fading distributions is introduced. A fading channel dominates another in the ergodic capacity ordering sense, if the Shannon transform of the first is greater than that of the second at all values of average signal-to ...
A. Rajan, C. Tepedelenlioğlu
semanticscholar   +1 more source

Stochastic Partial Ordering

open access: yesThe Annals of Probability, 1978
A probability measure $P$ on a partially ordered Polish space $E$ is called stochastically smaller than $Q$ (notation: $P \leqslant Q$) if $\int f dP \leqslant \int f dQ$ holds for all bounded increasing measurable $f$. We investigate the question when for a stochastically increasing family $\{P_t, t \in \mathbb{R}\}$ there exists an increasing process
Kamae, T., Krengel, U.
openaire   +3 more sources

The Marshall-Olkin Odd Burr III-G Family: Theory, Estimation, and Engineering Applications

open access: yesIEEE Access, 2021
We propose a new flexible class called the Marshall-Olkin odd Burr III family for generating continuous distributions and derive some of its statistical properties.
Ahmed Z. Afify   +5 more
doaj   +1 more source

Stochastic Ordering of Interference in Large-Scale Wireless Networks [PDF]

open access: yesIEEE Transactions on Signal Processing, 2012
Stochastic orders are binary relations defined on probability distributions which capture intuitive notions like being larger or being more variable. This paper introduces stochastic ordering of interference distributions in large-scale networks modeled ...
Junghoon Lee, C. Tepedelenlioğlu
semanticscholar   +1 more source

A Spin‐Orbit Torque Switch at Ferromagnet/Antiferromagnet Interface Toward Stochastic or Memristive Applications via Tailoring Antiferromagnetic Ordering

open access: yesAdvanced Electronic Materials, 2023
Antiferromagnet (AFM) has currently participated in the spin‐orbit torque (SOT) technology due to its great potential to be applied to the field‐free SOT switching and to promote the thermal stability of MRAM.
Ssu‐Yuan Wang   +7 more
doaj   +1 more source

Engineering Applications with Stress-Strength for a New Flexible Extension of Inverse Lomax Model: Bayesian and Non-Bayesian Inference

open access: yesAxioms, 2023
In this paper, we suggest a brand new extension of the inverse Lomax distribution for fitting engineering time data. The newly developed distribution, termed the transmuted Topp–Leone inverse Lomax (TTLILo) distribution, is characterized by an additional
Salem A. Alyami   +3 more
doaj   +1 more source

Stochastic Comparisons of Weighted Distributions and Their Mixtures

open access: yesEntropy, 2020
In this paper, various stochastic ordering properties of a parametric family of weighted distributions and the associated mixture model are developed. The effect of stochastic variation of the output random variable with respect to the parameter and/or ...
Abdulhakim A. Albabtain   +3 more
doaj   +1 more source

Assessing non-convex value functions for the optimal control of stochastic differential equations

open access: yesResults in Control and Optimization, 2022
Solving the optimal control of stochastic differential equations (SDEs) using the dynamic programming method requires writing the problem in terms of the so-called value function. This paper presents conditions to assure that the value function is convex
Elmer Lévano   +2 more
doaj   +1 more source

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