In Demography and modelling mortality (or failure) data the univariate Makeham-Gompertz is well-known for its extension of exponential distribution. Here, a bivariate class of Gompertz--Makeham distribution is constructed based on random number of extremal events. Some reliability properties such as ageing intensity, stress-strength based on competing risks are given. Also dependence properties...

We will consider multivariate stochastic processes indexed either by vertices or pairs of a dynamic network. Under network, we understand network with fixed vertex set and an edge which changes randomly over time. assume that the spatial dependence-structure conditional on behaves in following way: Close (or vertices) are dependent, while dependence decreases conditionally distance increases. m...

This paper dedicates to exploring and exploiting the hidden resource in wireless channel. We discover that the stochastic dependence in wireless channel capacity is a hidden resource, specifically, if the wireless channel capacity bears negative dependence, the wireless channel attains a better performance with a smaller capacity. We find that the dependence in wireless channel is determined by...

It has been shown recently that a specific class of path-dependent stochastic processes, which reduce their sample space as they unfold, lead to exact scaling laws in frequency and rank distributions. Such sample space reducing processes offer an alternative newmechanism to understand the emergence of scaling in countless processes. The corresponding power law exponents were shown to be related...

The notion of long range dependence has traditionally been deened through a slow decay of correlations. This approach may be completely inappropriate in the case of a stochastic process with heavy tails. Yet long memory has been reported to be found in various elds where heavy tails are a standard feature of the commonly used stochastic models. Financial and communications networks data are amo...

Two contrasting approaches to the analysis of population dynamics are currently popular: demographic approaches where the associations between demographic rates and statistics summarizing the population dynamics are identified; and time series approaches where the associations between population dynamics, population density, and environmental covariates are investigated. In this paper, we devel...

This paper describes a spatially disaggregated, economic agent-based model of urban land use that includes explicitly specified and coupled land and housing markets. The three types of agents— consumer, farmer and developer—all make decisions based on underlying economic principles, and heterogeneity of both individuals and the landscape is represented. The model can be used to simulate the con...

Multi-period measures of risk account for the path that the value of an investment portfolio takes. The most widely used such path-dependent indicator of risk is drawdown, which is a measure of decline from a historical peak in cumulative returns. In the context of probabilistic risk measures, the focus has been on one particular dimension of drawdown, its magnitude, and not on its temporal dim...

We propose a physical model for nonlinear stochastic biasing of one-point statistics resulting from the formation epoch distribution of dark halos. In contrast to previous works on the basis of extensive numerical simulations, our model provides for the first time an analytic expression for the joint probability function. Specifically we derive the joint probability function of halo and mass de...