Stability of characterizations of distribution functions using failure rate functions

Maia Koicheva; Edward Omey

Displaying similar documents to “Stability of characterizations of distribution functions using failure rate functions”

Global approximations for the γ-order Lognormal distribution

Thomas L. Toulias (2013)

Discussiones Mathematicae Probability and Statistics

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A generalized form of the usual Lognormal distribution, denoted with $_{γ}$ , is introduced through the γ-order Normal distribution $_{γ}$ , with its p.d.f. defined into (0,+∞). The study of the c.d.f. of $_{γ}$ is focused on a heuristic method that provides global approximations with two anchor points, at zero and at infinity. Also evaluations are provided while certain bounds are obtained.

On asymmetric distributions of copula related random variables which includes the skew-normal ones

Ayyub Sheikhi, Fereshteh Arad, Radko Mesiar (2022)

Kybernetika

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Assuming that $C_{X, Y}$ is the copula function of $X$ and $Y$ with marginal distribution functions $F_{X} (x)$ and $F_{Y} (y)$ , in this work we study the selection distribution $Z \overset{d}{=} (X | Y \in T)$ . We present some special cases of our proposed distribution, among them, skew-normal distribution as well as normal distribution. Some properties such as moments and moment generating function are investigated. Also, some numerical analysis is presented for illustration.

Order relations in the set of probability distribution functions and their applications in queueing theory

Tomasz Rolski

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CONTENTSIntroduction......................................................................................................................................... 51. n-Monotonic functions on (— ∞, ∞)........................................................................................... 62. Order relations in the set of probability distribution functions....................................................... 12 2.1. Preliminary concepts...............................................................................................................

Quantitative stability for sumsets in $ℝ^{n}$

Alessio Figalli, David Jerison (2015)

Journal of the European Mathematical Society

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Given a measurable set $A \subset ℝ^{n}$ of positive measure, it is not difficult to show that $| A + A | = | 2 A |$ if and only if $A$ is equal to its convex hull minus a set of measure zero. We investigate the stability of this statement: If $(| A + A | - | 2 A |) / | A |$ is small, is $A$ close to its convex hull? Our main result is an explicit control, in arbitrary dimension, on the measure of the difference between $A$ and its convex hull in terms of $(| A + A | - | 2 A |) / | A |$ .

Exponential stability conditions for non-autonomous differential equations with unbounded commutators in a Banach space

Michael Gil' (2023)

Czechoslovak Mathematical Journal

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We consider the equation $d y (t) / d t = (A + B (t)) y (t)$ $(t \geq 0)$ , where $A$ is the generator of an analytic semigroup ${(e^{A t})}_{t \geq 0}$ on a Banach space $𝒳$ , $B (t)$ is a variable bounded operator in $𝒳$ . It is assumed that the commutator $K (t) = A B (t) - B (t) A$ has the following property: there is a linear operator $S$ having a bounded left-inverse operator $S_{l}^{- 1}$ such that $∥ S e^{A t} ∥$ is integrable and the operator $K (t) S_{l}^{- 1}$ is bounded. Under these conditions an exponential stability test is derived. As an example we consider a coupled system of parabolic equations. ...

On risk reserve under distribution constraints

Mariusz Michta (2000)

Discussiones Mathematicae Probability and Statistics

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The purpose of this work is a study of the following insurance reserve model: $R (t) = η + \int_{0}^{t} p (s, R (s)) d s + \int_{0}^{t} σ (s, R (s)) d W_{s} - Z (t)$ , t ∈ [0,T], P(η ≥ c) ≥ 1-ϵ, ϵ ≥ 0. Under viability-type assumptions on a pair (p,σ) the estimation γ with the property: $i n f_{0 \leq t \leq T} P R (t) \geq c \geq γ$ is considered.

Small and large time stability of the time taken for a Lévy process to cross curved boundaries

Philip S. Griffin, Ross A. Maller (2013)

Annales de l'I.H.P. Probabilités et statistiques

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This paper is concerned with the small time behaviour of a Lévy process $X$ . In particular, we investigate theof the times, ${\bar{T}}_{b} (r)$ and $T_{b}^{*} (r)$ , at which $X$ , started with $X_{0} = 0$ , first leaves the space-time regions ${(t, y) \in ℝ^{2} : y \leq r t^{b}, t \geq 0}$ (one-sided exit), or ${(t, y) \in ℝ^{2} : | y | \leq r t^{b}, t \geq 0}$ (two-sided exit), $0 \leq b l t; 1$ , as $r ↓ 0$ . Thus essentially we determine whether or not these passage times behave like deterministic functions in the sense of different modes of convergence; specifically convergence in probability, almost surely and in $L^{p}$ . In many instances these are...

Scale-free percolation

Maria Deijfen, Remco van der Hofstad, Gerard Hooghiemstra (2013)

Annales de l'I.H.P. Probabilités et statistiques

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We formulate and study a model for inhomogeneous long-range percolation on $ℤ^{d}$ . Each vertex $x \in ℤ^{d}$ is assigned a non-negative weight $W_{x}$ , where ${(W_{x})}_{x \in ℤ}^{d}$ are i.i.d. random variables. Conditionally on the weights, and given two parameters $α, λ g t; 0$ , the edges are independent and the probability that there is an edge between $x$ and $y$ is given by $p_{x y} = 1 - exp {- λ W_{x} W_{y} {/ | x - y |}^{α}}$ . The parameter $λ$ is the percolation parameter, while $α$ describes the long-range nature of the model. We focus on the degree distribution in the resulting graph, on whether...

On Probability Distribution Solutions of a Functional Equation

Janusz Morawiec, Ludwig Reich (2005)

Bulletin of the Polish Academy of Sciences. Mathematics

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Let 0 < β < α < 1 and let p ∈ (0,1). We consider the functional equation φ(x) = pφ (x-β)/(1-β) + (1-p)φ(minx/α, (x(α-β)+β(1-α))/α(1-β)) and its solutions in two classes of functions, namely ℐ = φ: ℝ → ℝ|φ is increasing, ${φ |}_{(- \infty, 0]} = 0$ , ${φ |}_{[1, \infty)} = 1$ , = φ: ℝ → ℝ|φ is continuous, ${φ |}_{(- \infty, 0]} = 0$ , ${φ |}_{[1, \infty)} = 1$ . We prove that the above equation has at most one solution in and that for some parameters α,β and p such a solution exists, and for some it does not. We also determine all solutions of the equation in ℐ and we show the...

Numerical stability of the intrinsic equations for beams in time domain

Klesa, Jan

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Intrinsic equations represent promising approach for the description of rotor blade dynamics. They are the system of non-linear partial differential equations. Stability of numeric solution by the finite difference method is described. The stability is studied for various numerical schemes with different methods for the computation of spatial derivatives from time level $n + 0.5$ (i.e., mean values of old and new time step) to $n + 1$ (i.e., only from new time step). Stable solution was obtained only...

The right tail exponent of the Tracy–Widom $β$ distribution

Laure Dumaz, Bálint Virág (2013)

Annales de l'I.H.P. Probabilités et statistiques

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The Tracy–Widom $β$ distribution is the large dimensional limit of the top eigenvalue of $β$ random matrix ensembles. We use the stochastic Airy operator representation to show that as $a \to \infty$ the tail of the Tracy–Widom distribution satisfies $P ({𝑇𝑊}_{β} g t; a) = a^{- (3 / 4) β + o (1)} exp (- \frac{2}{3} β a^{3 / 2}) .$

On Noether and strict stability, Hilbert exponent, and relative Nullstellensatz

Chia-chi Tung (2013)

Annales Polonici Mathematici

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Conditions characterizing the membership of the ideal of a subvariety arising from (effective) divisors in a product complex space Y × X are given. For the algebra $_{Y} [V]$ of relative regular functions on an algebraic variety V, the strict stability is proved, in the case where Y is a normal space, and the Noether stability is established under a weakened condition. As a consequence (for both general and complete intersections) a global Nullstellensatz is derived for divisors in $Y \times ℂ^{N}$ , respectively,...

Construction methods for gaussoids

Tobias Boege, Thomas Kahle (2020)

Kybernetika

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The number of $n$ -gaussoids is shown to be a double exponential function in $n$ . The necessary bounds are achieved by studying construction methods for gaussoids that rely on prescribing $3$ -minors and encoding the resulting combinatorial constraints in a suitable transitive graph. Various special classes of gaussoids arise from restricting the allowed $3$ -minors.

Moser's Inequality for a class of integral operators

Finbarr Holland, David Walsh (1995)

Studia Mathematica

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Let 1 < p < ∞, q = p/(p-1) and for $f \in L^{p} (0, \infty)$ define $F (x) = (1 / x) ʃ_{0}^{x} f (t) d t$ , x > 0. Moser’s Inequality states that there is a constant $C_{p}$ such that $s u p_{a \leq 1} s u p_{f \in B_{p}} ʃ_{0}^{\infty} e x p [a x^{q} {| F (x) |}^{q} - x] d x = C_{p}$ where $B_{p}$ is the unit ball of $L^{p}$ . Moreover, the value a = 1 is sharp. We observe that $F = K_{1}$ f where the integral operator $K_{1}$ has a simple kernel K. We consider the question of for what kernels K(t,x), 0 ≤ t, x < ∞, this result can be extended, and proceed to discuss this when K is non-negative and homogeneous of degree -1. A sufficient condition on K is found for...

Local equivalence of some maximally symmetric $(2, 3, 5)$ -distributions II

Matthew Randall (2025)

Archivum Mathematicum

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We show the change of coordinates that maps the maximally symmetric $(2, 3, 5)$ -distribution given by solutions to the $k = \frac{2}{3}$ and $k = \frac{3}{2}$ generalised Chazy equation to the flat Cartan distribution. This establishes the local equivalence between the maximally symmetric $k = \frac{2}{3}$ and $k = \frac{3}{2}$ generalised Chazy distribution and the flat Cartan or Hilbert-Cartan distribution. We give the set of vector fields parametrised by solutions to the $k = \frac{2}{3}$ and $k = \frac{3}{2}$ generalised Chazy equation and the corresponding Ricci-flat conformal scale...

Delay-dependent stability conditions for fundamental characteristic functions

Hideaki Matsunaga (2023)

Archivum Mathematicum

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This paper is devoted to the investigation on the stability for two characteristic functions $f_{1} (z) = z^{2} + p e^{- z τ} + q$ and $f_{2} (z) = z^{2} + p z e^{- z τ} + q$ , where $p$ and $q$ are real numbers and $τ > 0$ . The obtained theorems describe the explicit stability dependence on the changing delay $τ$ . Our results are applied to some special cases of a linear differential system with delay in the diagonal terms and delay-dependent stability conditions are obtained.