In this paper, we consider the linear and circular consecutive $k$-out-of-$n$ systems consisting of arbitrarily dependent components. Under the condition that at least $n-r+1$ components ($r\le n$) of the system are working at time $t$, we study the reliability properties of the residual lifetime of such systems. Also, we present some stochastic ordering properties of residual lifetime of consecutive $k$-out-of-$n$ systems. In the following, we investigate the inactivity time of the component with lifetime...

For lower-semicontinuous and convex stochastic processes $Z_n$ and nonnegative random variables ${ϵ}_n$ we investigate the pertaining random sets $A(Z_n,{ϵ}_n)$ of all ${ϵ}_n$-approximating minimizers of $Z_n$. It is shown that, if the finite dimensional distributions of the $Z_n$ converge to some $Z$ and if the ${ϵ}_n$ converge in probability to some constant $c$, then the $A(Z_n,{ϵ}_n)$ converge in distribution to $A(Z,c)$ in the hyperspace of Vietoris. As a simple corollary we obtain an extension of several argmin-theorems in the literature. In particular,...

We study a one-dimensional stochastic differential equation driven by a stable Lévy process of order $\alpha$ with drift and diffusion coefficients $b$, $\sigma$. When $\alpha \in (1,2)$, we investigate pathwise uniqueness for this equation. When $\alpha \in (0,1)$, we study another stochastic differential equation, which is equivalent in law, but for which pathwise uniqueness holds under much weaker conditions. We obtain various results, depending on whether $\alpha \in (0,1)$ or $\alpha \in (1,2)$ and on whether the driving stable process is symmetric or not. Our...

We consider “nonconventional” averaging setup in the form $\frac{\mathrm{d}{X}^{\epsilon }\left(t\right)}{\mathrm{d}t}=\epsilon B(X^{\epsilon }\left(t\right)$, $𝛯\left(q_1\left(t\right)\right),𝛯\left(q_2\left(t\right)\right),...,𝛯\left(q_{\ell }\left(t\right)\right))$ where $𝛯\left(t\right)$, $t\ge 0$ is either a stochastic process or a dynamical system with sufficiently fast mixing while $q_j\left(t\right)={\alpha }_{j}t$, ${\alpha }_{1}lt;{\alpha }_{2}lt;\cdots lt;{\alpha }_k$ and $q_j$, $j=k+1,...,\ell$ grow faster than linearly. We show that the properly normalized error term in the “nonconventional” averaging principle is asymptotically Gaussian.

For $X,Y\in {𝐌}_{n,m}$ it is said that $X$ is gut-majorized by $Y$, and we write $X{\prec }_{\mathrm{gut}}Y$, if there exists an $n$-by-$n$ upper triangular g-row stochastic matrix $R$ such that $X=RY$. Define the relation ${\sim }_{\mathrm{gut}}$ as follows. $X{\sim }_{\mathrm{gut}}Y$ if $X$ is gut-majorized by $Y$ and $Y$ is gut-majorized by $X$. The (strong) linear preservers of ${\prec }_{\mathrm{gut}}$ on ${ℝ}^n$ and strong linear preservers of this relation on ${𝐌}_{n,m}$ have been characterized before. This paper characterizes all (strong) linear preservers and strong linear preservers of ${\sim }_{\mathrm{gut}}$ on ${ℝ}^n$ and ${𝐌}_{n,m}$.

A linear Boltzmann equation is interpreted as the forward equation for the probability density of a Markov process $\left(K\right(t),i(t),Y(t\left)\right)$ on $({𝕋}^2\times \{1,2\}\times {ℝ}^2)$, where ${𝕋}^2$ is the two-dimensional torus. Here $\left(K\right(t),i(t\left)\right)$ is an autonomous reversible jump process, with waiting times between two jumps with finite expectation value but infinite variance. $Y\left(t\right)$ is an additive functional of $K$, defined as ${\int }_0^{t}v\left(K\left(s\right)\right)\mathrm{d}s$, where $\left|v\right|\sim 1$ for small $k$. We prove that the rescaled process ${(NlnN)}^{-1/2}Y\left(Nt\right)$ converges in distribution to a two-dimensional Brownian motion. As a consequence,...

Let $𝔐$ and $\Re$ be algebras of subsets of a set $\Omega$ with $𝔐\subset \Re$, and denote by $E\left(\mu \right)$ the set of all quasi-measure extensions of a given quasi-measure $\mu$ on $𝔐$ to $\Re$. We give some criteria for order boundedness of $E\left(\mu \right)$ in $ba\left(\Re \right)$, in the general case as well as for atomic $\mu$. Order boundedness implies weak compactness of $E\left(\mu \right)$. We show that the converse implication holds under some assumptions on $𝔐$, $\Re$ and $\mu$ or $\mu$ alone, but not in general.

Let ${𝕄}_{n,m}$ be the set of all $n\times m$ real or complex matrices. For $A,B\in {𝕄}_{n,m}$, we say that $A$ is row-sum majorized by $B$ (written as $A{\prec }^{\mathrm{rs}}B$) if $R\left(A\right)\prec R\left(B\right)$, where $R\left(A\right)$ is the row sum vector of $A$ and $\prec$ is the classical majorization on ${ℝ}^n$. In the present paper, the structure of all linear operators $T:{𝕄}_{n,m}\to {𝕄}_{n,m}$ preserving or strongly preserving row-sum majorization is characterized. Also we consider the concepts of even and circulant majorization on ${ℝ}^n$ and then find the linear preservers of row-sum majorization of these relations on ${𝕄}_{n,m}$. ...

In this paper we examine self-similar solutions to the system $u_{it}-d_i\Delta u_i={\prod }_{k=1}^m{u}_k^{p_k^i}$, i = 1,…,m, $x\in {ℝ}^N$, t > 0, $u_i(0,x)=u_{0i}\left(x\right)$, i = 1,…,m, $x\in {ℝ}^N$, where m > 1 and $p_k^i>0$, to describe asymptotics near the blow up point.

For $X,Y\in {𝐌}_{n,m}$, it is said that $X$ is majorized by $Y$ (and it is denoted by $X{\prec }_{gt}Y$) if there exists a tridiagonal g-doubly stochastic matrix $A$ such that $X=AY$. In this paper, the linear preservers and strong linear preservers of ${\prec }_{gt}$ are characterized on ${𝐌}_{n,m}$.

A $0/1$-simplex is the convex hull of $n+1$ affinely independent vertices of the unit $n$-cube $I^n$. It is nonobtuse if none of its dihedral angles is obtuse, and acute if additionally none of them is right. Acute $0/1$-simplices in $I^n$ can be represented by $0/1$-matrices $P$ of size $n\times n$ whose Gramians $G=P^{\top }P$ have an inverse that is strictly diagonally dominant, with negative off-diagonal entries. In this paper, we will prove that the positive part $D$ of the transposed inverse $P^{-\top }$ of $P$ is doubly stochastic and has the...

An $m\times n$ matrix $R$ with nonnegative entries is called row stochastic if the sum of entries on every row of $R$ is 1. Let ${𝐌}_{m,n}$ be the set of all $m\times n$ real matrices. For $A,B\in {𝐌}_{m,n}$, we say that $A$ is row Hadamard majorized by $B$ (denoted by $A{\prec }_{RH}B)$ if there exists an $m\times n$ row stochastic matrix $R$ such that $A=R\circ B$, where $X\circ Y$ is the Hadamard product (entrywise product) of matrices $X,Y\in {𝐌}_{m,n}$. In this paper, we consider the concept of row Hadamard majorization as a relation on ${𝐌}_{m,n}$ and characterize the structure of all linear operators $T:{𝐌}_{m,n}\to {𝐌}_{m,n}$ preserving...