Cox's regression model is widely used for assessing associations between potential risk factors and disease occurrence in epidemiologic cohort studies. Although age is often a strong determinant of disease risk, authors have frequently used time-on-study instead of age as the time-scale, as for clinical trials. Unless the baseline hazard is an exponential function of age, this approach can yiel...

A thorough understanding of the joint default behavior of credit-risky securities is essential for credit risk measurement as well as the valuation of multi-name credit derivatives and Collateralized Debt Obligations. In this paper we study a simple and tractable intensity-based model for correlated defaults, in which unpredictable default arrival times are jointly exponentially distributed. Si...

We extend previous collapsing results involving the exponential hierarchy by using recent hardness-randomness trade-off results. Specifically, we show that if the second level of the exponential hierarchy has polynomialsized circuits, then it collapses all the way down to MA.

Abstract We extend Fring-Tenney approach of constructing invariants constant mass time-dependent system to the case a particle. From coupled set equations described in terms guiding parameter functions, we track down modified Ermakov-Pinney equation involving function. As concrete example focus on an exponential choice

We study families of linear time-varying systems, where time-variations have to satisfy restrictions on the dwell time, that is on the minimum distance between discontinuities, as well as on the derivative in between discontinuities. Such classes of systems may be formulated as linear flows on vector bundles. The main objective of the paper is to construct parameter dependent Lyapunov functions...

In this paper, the robust exponential stability problem of uncertain discrete-time recurrent neural networks with timevarying delay is investigated. By constructing a new augmented Lyapunov-Krasovskii function, some new improved stability criteria are obtained in forms of linear matrix inequality (LMI). Compared with some recent results in literature, the conservatism of the new criteria is red...

This note studies the exponential stability of nonlinear stochastic systems with time delay. Firstly, a more general Lyapunov-Krasovskii functional is constructed, and based on Ito calculus rules for stochastic systems, a novel delay-dependent sufficient condition for exponential stability in mean square is derived in terms of linear matrix inequalities, and it is proved in theory that the obta...