Let E = (X,Y ) be a pair of exchangeable lifetimes whose dependence structure is described by an Archimedean survival copula, and let Et = [(X − t, Y − t)|X > t, Y > t] denotes the corresponding pair of residual lifetimes after time t, with t ≥ 0. This note deals with stochastic comparisons between E and Et: we provide sufficient conditions for their comparison in usual stochastic and lower ort...

Parametrizations of the subgrid eddy-eddy and eddy-meanfield interactions are developed for the simulation of baroclinic ocean circulations representative of an idealized Antarctic Circumpolar Current. Benchmark simulations are generated using a spectral spherical harmonic quasi-geostrophic model with maximum truncation wavenumber of T=504, which is equivalent to a resolution of 0.24° globally....

We present a theory for describing the evolution of a galaxy caused by stochastic events such as weak mergers, transient spiral structure, orbiting blobs, etc. This noise excites large-scale patterns that drives the evolution of the galactic density profile. In dark-matter haloes, the repeated stochastic perturbations preferentially ring the lowest-order modes of the halo with only a very weak ...

We build a class of copula models that captures time-varying dependence across large panels of financial assets. Our models nest Gaussian, Student’s t, grouped Student’s t, and generalized hyperbolic copulas with time-varying correlations matrices, as special cases. We introduce time-variation into the densities by writing them as factor models with stochastic loadings. The proposed copula mode...

I the context of multistage stochastic optimization problems, we propose a hybrid strategy for generalizing to nonlinear decision rules, using machine learning, a finite data set of constrained vector-valued recourse decisions optimized using scenario-tree techniques from multistage stochastic programming. The decision rules are based on a statistical model inferred from a given scenario-tree s...

Cooperativity in classical biophysics originates from molecular interactions; nonlinear feedbacks in biochemical networks regulate dynamics inside cells. Using stochastic reaction kinetic theory, we discuss cooperative transitions in cellular biochemical processes at both the macromolecular and the cellular levels. We show that fluctuation-enhanced sensitivity (stochastic focusing) shares an es...

in this research, an innovative numerical simulating approach for time domain analysis of multi degrees of freedom structures with uncertainty in dynamic properties is presented. a full scale finite element model of multi-story and multi bays of three sample structures has been constructed. the reduced order model of structure with holding the dominant and effective gramians in the balanced sta...

The product-moment correlation coefficient is often viewed as a natural measure of dependence. However, this equivalence applies only in the context of elliptical distributions, most commonly the multivariate gaussian, where linear correlation indeed sufficiently describes the underlying dependence structure. Should the true probability distributions deviate from those with elliptical contours,...

In this work we are interested in identifying clusters of "positional equivalent" actors, i.e. actors who play a similar role in a system. In particular, we analyze weighted bipartite networks that describes the relationships between actors on one side and features or traits on the other, together with the intensity level to which actors show their features. We develop a methodological approach...

Term structure models give the dependence of time to maturity of a discount bond and its present price. One-factor models are often formulated in terms of a stochastic differential equation for the instantaneous interest rate (short rate). In the theory of nonarbitrage term structure models the bond prices (yielding the interest rates) are given by a solution to a parabolic partial differential...