Results 31 to 40 of about 237,776 (294)
On Partial Stochastic Comparisons Based on Tail Values at Risk
Mathematics, 2020 The tail value at risk at level p, with p ∈ ( 0 , 1 ) , is a risk measure that captures the tail risk of losses and asset return distributions beyond the p quantile. Given two distributions, it can be used to decide which is riskier.
Alfonso J. Bello +3 more
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Mathematics, 2023 Spectral representations of iterated Itô and Stratonovich stochastic integrals of arbitrary multiplicity, including integrals from Taylor–Itô and Taylor–Stratonovich expansions, are obtained by the spectral method.
Konstantin Rybakov
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Comparisons of Concordance in Additive Models [PDF]
, 2012 In this note we compare bivariate additive models with respect to their Pearson correlation coecients, Kendall's concordance coecients, and Blomqvist medial correlation coefcients. The conditions that enable the comparisons involve variability stochastic
Bauerle +14 more
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Stein's Method and Stochastic Orderings [PDF]
Advances in Applied Probability, 2012 A stochastic ordering approach is applied with Stein's method for approximation by the equilibrium distribution of a birth-death process. The usual stochastic order and the more generals-convex orders are discussed. Attention is focused on Poisson and translated Poisson approximations of a sum of dependent Bernoulli random variables, for example,k-runs
Daly, FA, Lefèvre, C, Utev, S
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Variance stochastic orders [PDF]
Journal of Mathematical Economics, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Research in the Interpolation Representations of Stochastic Processes in the Two Types of Interpolation Knots [PDF]
, 2017 The article deals with some interpolation representations of stochastic processes with non-equidistance interpolation knots. Research is based on observations of the process and its derivatives of the first and second orders at some types of knots and ...
Verovkina, G. (Ganna)
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Further properties of Tsallis extropy and some of its related measures
AIMS Mathematics, 2023 This article introduces the concept of residual and past Tsallis extropy as a continuous information measure within the context of continuous distribution. Moreover, the characteristics and their relationships with other models are evaluated.
Mohamed Said Mohamed +3 more
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Entropy, 2017 In this overview paper, we introduce an application of stochastic orders in wireless communications. In particular, we show how to use stochastic orders to investigate the ergodic capacity results for fast fading Gaussian memoryless multiuser channels ...
Pin-Hsun Lin, Eduard A. Jorswieck
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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
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Mathematics, 2023 In this paper, we consider parallel-series and series-parallel systems comprising dependent components that are drawn from a heterogeneous population consisting of m different subpopulations, and each subsystem is equipped with a starter device.
Narayanaswamy Balakrishnan +3 more
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