Results 31 to 40 of about 237,712 (291)
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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Optimal Stochastic Enhancement of Photoionization [PDF]
, 2006 The effect of noise on the nonlinear photoionization of an atom due to a femtosecond pulse is investigated in the framework of the stochastic Schr\"odinger equation.
C. Gardiner +3 more
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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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Stochastic Properties of Fractional Generalized Cumulative Residual Entropy and Its Extensions
Entropy, 2022 The fractional generalized cumulative residual entropy (FGCRE) has been introduced recently as a novel uncertainty measure which can be compared with the fractional Shannon entropy. Various properties of the FGCRE have been studied in the literature.
Ghadah Alomani, Mohamed Kayid
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Stochastic orders and the frog model
, 2017 The frog model starts with one active particle at the root of a graph and some number of dormant particles at all nonroot vertices. Active particles follow independent random paths, waking all inactive particles they encounter. We prove that certain frog
Johnson, Tobias, Junge, Matthew
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Weak Dependence Notions and Their Mutual Relationships
Mathematics, 2020 New weak notions of positive dependence between the components X and Y of a random pair (X,Y) have been considered in recent papers that deal with the effects of dependence on conditional residual lifetimes and conditional inactivity times.
Jorge Navarro +2 more
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Fractal and Fractional, 2021 In this paper, we are concerned with the combinations of the stochastic Itô-differential and the arbitrary (fractional) orders derivatives in a neutral differential equation with a stochastic, nonlinear, nonlocal integral condition.
Ahmed M. A. El-Sayed, Hoda A. Fouad
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Algebraic Structures and Stochastic Differential Equations driven by Levy processes
, 2018 We construct an efficient integrator for stochastic differential systems driven by Levy processes. An efficient integrator is a strong approximation that is more accurate than the corresponding stochastic Taylor approximation, to all orders and ...
Curry, Charles +3 more
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