STOCHASTIC PROPERTIES OF SPACINGS IN A SINGLE-OUTLIER EXPONENTIAL MODEL

Stochastic Properties of Spacings in a Single-Outlier Exponential Model

Stochastic properties of spacings based on order statistics

Motivated in part by applications in reliability theory, life testing, and other areas, like finance or engineering, several authors have investigated the stochastic properties of order statistics and their spacings in the case when the observations are independent and identically distributed (i.i.d.). However, in some real situations, observations are non-i.i.d. Due to the complicated expressi...

A stochastic evolutionary model generating a mixture of exponential distributions

Recent interest in human dynamics has stimulated the investigation of the stochastic processes that explain human behaviour in various contexts, such as mobile phone networks and social media. In this paper, we extend the stochastic urn-based model proposed in [FLL15] so that it can generate mixture models, in particular, a mixture of exponential distributions. The model is designed to capture ...

Exponential Mixing Properties of Stochastic PDEs Through Asymptotic Coupling

We consider parabolic stochastic partial differential equations driven by white noise in time. We prove exponential convergence of the transition probabilities towards a unique invariant measure under suitable conditions. These conditions amount essentially to the fact that the equation transmits the noise to all its determining modes. Several examples are investigated, including some where the...

investigating the feasibility of a proposed model for geometric design of deployable arch structures

deployable scissor type structures are composed of the so-called scissor-like elements (sles), which are connected to each other at an intermediate point through a pivotal connection and allow them to be folded into a compact bundle for storage or transport. several sles are connected to each other in order to form units with regular polygonal plan views. the sides and radii of the polygons are...