Relevant bibliographies by topics / Stochastic orders

Academic literature on the topic 'Stochastic orders'

Author: Grafiati
Published: 4 June 2021
Last updated: 11 March 2023

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Contents

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Stochastic orders.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Stochastic orders"

1

Gollier, Christian. "Variance stochastic orders." Journal of Mathematical Economics 80 (January 2019): 1–8. http://dx.doi.org/10.1016/j.jmateco.2018.10.003.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Horan, Sean. "Stochastic semi-orders." Journal of Economic Theory 192 (March 2021): 105171. http://dx.doi.org/10.1016/j.jet.2020.105171.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Shaked, Moshe, Miguel A. Sordo, and Alfonso Suárez-Llorens. "Global Dependence Stochastic Orders." Methodology and Computing in Applied Probability 14, no. 3 (September 24, 2011): 617–48. http://dx.doi.org/10.1007/s11009-011-9253-8.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

López-Díaz, María Concepción, Miguel López-Díaz, and Sergio Martínez-Fernández. "On stochastic orders defined by other stochastic orders and transformations of probabilities." Mathematical Inequalities & Applications, no. 4 (2022): 925–39. http://dx.doi.org/10.7153/mia-2022-25-59.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

López-Díaz, María Concepción, Miguel López-Díaz, and Sergio Martínez-Fernández. "Directional Stochastic Orders with an Application to Financial Mathematics." Mathematics 9, no. 4 (February 14, 2021): 380. http://dx.doi.org/10.3390/math9040380.

Full text
Abstract:
Relevant integral stochastic orders share a common mathematical model, they are defined by generators which are made up of increasing functions on appropriate directions. Motivated by the aim to provide a unified study of those orders, we introduce a new class of integral stochastic orders whose generators are composed of functions that are increasing on the directions of a finite number of vectors. These orders will be called directional stochastic orders. Such stochastic orders are studied in depth. In that analysis, the conical combinations of vectors in those finite subsets play a relevant role. It is proved that directional stochastic orders are generated by non-stochastic pre-orders and the class of their preserving mappings. Geometrical characterizations of directional stochastic orders are developed. Those characterizations depend on the existence of non-trivial subspaces contained in the set of conical combinations. An application of directional stochastic orders to the field of financial mathematics is developed, namely, to the comparison of investments with random cash flows.
APA, Harvard, Vancouver, ISO, and other styles
6

FERNÁNDEZ, F. R., J. PUERTO, and M. J. ZAFRA. "CORES OF STOCHASTIC COOPERATIVE GAMES WITH STOCHASTIC ORDERS." International Game Theory Review 04, no. 03 (September 2002): 265–80. http://dx.doi.org/10.1142/s0219198902000690.

Full text
Abstract:
In this paper we analyze cooperative games where the worth of a coalition is uncertain and the players only know their probability distribution. The novelty of our analysis is that the comparison among the uncertain values is done by stochastic orders among random variables. Thus, the classical concepts in cooperative game theory have to be revisited and redefined. This form of comparison leads to two-different notions of core. Conditions are given under which these cores are nonempty. The results are applied on three families of stochastic games.
APA, Harvard, Vancouver, ISO, and other styles
7

Bartoszewicz, Jarosław. "Dispersive functions and stochastic orders." Applicationes Mathematicae 24, no. 4 (1997): 429–44. http://dx.doi.org/10.4064/am-24-4-429-444.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Colangelo, Antonio, Marco Scarsini, and Moshe Shaked. "Some positive dependence stochastic orders." Journal of Multivariate Analysis 97, no. 1 (January 2006): 46–78. http://dx.doi.org/10.1016/j.jmva.2004.11.006.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Rajan, D., and D. Vijayabalan. "Some characterizations of stochastic orders." Malaya Journal of Matematik 06, no. 03 (July 1, 2018): 614–18. http://dx.doi.org/10.26637/mjm0603/0023.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Bulinskaya, E. V. "Stochastic orders and inventory problems." International Journal of Production Economics 88, no. 2 (March 2004): 125–35. http://dx.doi.org/10.1016/j.ijpe.2003.11.002.

Full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "Stochastic orders"

1

Dong, Jing, and 董靜. "On upper comonotonicity and stochastic orders." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2009. http://hub.hku.hk/bib/B43085453.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Dong, Jing. "On upper comonotonicity and stochastic orders." Click to view the E-thesis via HKUTO, 2009. http://sunzi.lib.hku.hk/hkuto/record/B43085453.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Wong, Tityik 1962. "Contributions to the theory of stochastic orders." Diss., The University of Arizona, 1996. http://hdl.handle.net/10150/290627.

Full text
Abstract:
This dissertation adds some new results to the theory of stochastic orders. Chapter 1 contains definitions and known results that are related to our study. In Chapter 2, we introduce two new stochastic orders based on ratios of Laplace transforms, and study various properties of the new orders. Among the many properties we discover, the most interesting ones are the relations between the new orders and some existing stochastic orders. In Chapter 3, we obtain various stochastic comparison results of random extrema, that is, the maxima and minima of samples with random sizes. Some results in Chapter 2 find their applications here. In Chapter 4, we study the preservation of various stochastic orders (including the new orders introduced in Chapter 2) under random mapping by point processes. Chapter 5 contains results concerning the preservation of multivariate stochastic orders under shock models. In Chapter 6 we study the preservation of multivariate stochastic orders under random mapping by point processes. Examples and applications of main theorems are presented throughout the dissertation.
APA, Harvard, Vancouver, ISO, and other styles
4

Xu, Maochao. "Stochastic Orders in Heterogeneous Samples with Applications." PDXScholar, 2010. https://pdxscholar.library.pdx.edu/open_access_etds/391.

Full text
Abstract:
The statistics literature has mostly focused on the case when the data available is in the form of a random sample. In many cases, the observations are not identically distributed. Such samples are called heterogeneous samples. The study of heterogeneous samples is of great interest in many areas, such as statistics, econometrics, reliability engineering, operation research and risk analysis. Stochastic orders between probability distributions is a widely studied concept. There are several kinds of stochastic orders that are used to compare different aspects of probability distributions like location, variability, skewness, dependence, etc. In this dissertation, most of the work is devoted to investigating the properties of statistics based on heterogeneous samples with the aid of stochastic orders. We will see the effect of the change in the stochastic properties of various functions of observations as their parameters change. The theory of majorization will be used for this purpose. First, order statistics from heterogeneous samples will be investigated. Order statistics appear everywhere in statistics and related areas. The k-out-of-n systems are building blocks of a coherent system. The lifetime of such a system is the same as that of the (n-k+1)th order statistic in a sample size of n. Stochastic comparisons between order statistics have been studied extensively in the literature in case the parent observations are independent and identically distributed. However, in practice this assumption is often violated as different components in a system may not have the same distribution. Comparatively less work has been done in the case of heterogeneous random variables, mainly because of the reason that their distribution theory is very complicated. Some open problems in the literature have been solved in the dissertation. Some new problems associated with order statistics have been investigated in the thesis. Next, stochastic properties of spacings based on heterogeneous observations are studied. Spacings are of great interest in many areas of statistics, in particular, in the characterizations of distributions, goodness-of-fit tests, life testing and reliability models. In particular, the stochastic properties of the sample range are investigated in detail. Applications in reliability theory are highlighted. The relative dependence between extreme order statistics will be investigated in Chapter 4. In particular, the open problem discussed in Dolati, et al. (2008) is solved in this Chapter. In the last Chapter, convolutions of random variables from heterogeneous samples will be investigated. Convolutions have been widely used in many areas to model many practical situations. For example, in reliability theory, it arises as the lifetime of a redundant standby system; in queuing theory, it is used to model the total service time by an agent in a system; in insurance, it is used to model total claims on a number of policies in the individual risk model. I will compare the dispersion and skewness properties of convolutions of different heterogeneous samples. The tail behavior of convolutions are investigated as well. The work in this dissertation has significant applications in many diverse areas of applied probability and statistics. For example, statistics based on order statistics and spacings from heterogeneous samples arise in studying the robust properties of statistical procedures; the work on order statistics will also provide a better estimation of lifetime of a coherent system in reliability engineering; convolution results will be of great interest in insurance and actuarial science for evaluating risks.
APA, Harvard, Vancouver, ISO, and other styles
5

Zeng, Xin. "Comparative Statics Analysis of Some Operations Management Problems." Diss., Virginia Tech, 2012. http://hdl.handle.net/10919/39178.

Full text
Abstract:
We propose a novel analytic approach for the comparative statics analysis of operations management problems on the capacity investment decision and the influenza (flu) vaccine composition decision. Our approach involves exploiting the properties of the underlying mathematical models, and linking those properties to the concept of stochastic orders relationship. The use of stochastic orders allows us to establish our main results without restriction to a specific distribution. A major strength of our approach is that it is "scalable," i.e., it applies to capacity investment decision problem with any number of â non-independentâ (i.e., demand or resource sharing) products and resources, and to the influenza vaccine composition problem with any number of candidate strains, without a corresponding increase in computational effort. This is unlike the current approaches commonly used in the operations management literature, which typically involve a parametric analysis followed by the use of the implicit function theorem. Providing a rigorous framework for comparative statics analysis, which can be applied to other problems that are not amenable to traditional parametric analysis, is our main contribution. We demonstrate this approach on two problems: (1) Capacity investment decision, and (2) influenza vaccine composition decision. A comparative statics analysis is integral to the study of these problems, as it allows answers to important questions such as, "does the firm acquire more or less of the different resources available as demand uncertainty increases? does the firm benefit from an increase in demand uncertainty? how does the vaccine composition change as the yield uncertainty increases?" Using our proposed approach, we establish comparative statics results on how the newsvendor's expected profit and optimal capacity decision change with demand risk and demand dependence in multi-product multi-resource newsvendor networks; and how the societal vaccination benefit, the manufacturer's profit, and the vaccine output change with the risk of random yield of strains.
Ph. D.
APA, Harvard, Vancouver, ISO, and other styles
6

Liu, Yunfeng. "Tests of Bivariate Stochastic Order." Thèse, Université d'Ottawa / University of Ottawa, 2011. http://hdl.handle.net/10393/20257.

Full text
Abstract:
The purpose of this thesis is to compare rank-based tests of bivariate stochastic order. Given two bivariate distributions $F$ and $G$, the general problem we are dealing with is to test $H_0: F=G$ against $H_1:F
APA, Harvard, Vancouver, ISO, and other styles
7

Naujokat, Felix. "Stochastic control in limit order markets." Doctoral thesis, Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2011. http://dx.doi.org/10.18452/16387.

Full text
Abstract:
In dieser Dissertation lösen wir eine Klasse stochastischer Kontrollprobleme und konstruieren optimale Handelsstrategien in illiquiden Märkten. In Kapitel 1 betrachten wir einen Investor, der sein Portfolio nahe an einer stochastischen Zielfunktion halten möchte. Gesucht ist eine Strategie (aus aktiven und passiven Orders), die die Abweichung vom Zielportfolio und die Handelskosten minimiert. Wir zeigen Existenz und Eindeutigkeit einer optimalen Strategie. Wir beweisen eine Version des stochastischen Maximumprinzips und leiten damit ein Kriterium für Optimalität mittels einer gekoppelten FBSDE her. Wir beweisen eine zweite Charakterisierung mittels Kauf- und Verkaufregionen. Das Portfolioliquidierungsproblem wird explizit gelöst. In Kapitel 2 verallgemeinern wir die Klasse der zulässigen Strategien auf singuläre Marktorders. Wie zuvor zeigen wir Existenz und Eindeutigkeit einer optimalen Strategie. Im zweiten Schritt beweisen wir eine Version des Maximumprinzips im singulären Fall, die eine notwendige und hinreichende Optimalitätsbedingung liefert. Daraus leiten wir eine weitere Charakterisierung mittels Kauf-, Verkaufs- und Nichthandelsregionen ab. Wir zeigen, dass Marktorders nur benutzt werden, wenn der Spread klein genug ist. Wir schließen dieses Kapitel mit einer Fallstudie über Portfolioliquidierung ab. Das dritte Kapitel thematisiert Marktmanipulation in illiquiden Märkten. Wenn Transaktionen einen Einfluß auf den Aktienpreis haben, dann können Optionsbesitzer damit den Wert ihres Portfolios beeinflussen. Wir betrachten mehrere Agenten, die europäische Derivate halten und den Preis des zugrundeliegenden Wertpapiers beeinflussen. Wir beschränken uns auf risikoneutrale und CARA-Investoren und zeigen die Existenz eines eindeutigen Gleichgewichts, das wir mittels eines gekoppelten Systems nichtlinearer PDEs charakterisieren. Abschließend geben wir Bedingungen an, wie diese Art von Marktmanipulation verhindert werden kann.
In this thesis we study a class of stochastic control problems and analyse optimal trading strategies in limit order markets. The first chapter addresses the problem of curve following. We consider an investor who wants to keep his stock holdings close to a stochastic target function. We construct the optimal strategy (comprising market and passive orders) which balances the penalty for deviating and the cost of trading. We first prove existence and uniqueness of an optimal control. The optimal trading strategy is then characterised in terms of the solution to a coupled FBSDE involving jumps via a stochastic maximum principle. We give a second characterisation in terms of buy and sell regions. The application of portfolio liquidation is studied in detail. In the second chapter, we extend our results to singular market orders using techniques of singular stochastic control. We first show existence and uniqueness of an optimal control. We then derive a version of the stochastic maximum principle which yields a characterisation of the optimal trading strategy in terms of a nonstandard coupled FBSDE. We show that the optimal control can be characterised via buy, sell and no-trade regions. We describe precisely when it is optimal to cross the bid ask spread. We also show that the controlled system can be described in terms of a reflected BSDE. As an application, we solve the portfolio liquidation problem with passive orders. When markets are illiquid, option holders may have an incentive to increase their portfolio value by using their impact on the dynamics of the underlying. In Chapter 3, we consider a model with competing players that hold European options and whose trading has an impact on the price of the underlying. We establish existence and uniqueness of equilibrium results and show that the equilibrium dynamics can be characterised in terms of a coupled system of non-linear PDEs. Finally, we show how market manipulation can be reduced.
APA, Harvard, Vancouver, ISO, and other styles
8

Locatelli, Marco. "Order reduction strategies for stochastic Galerkin matrix equations." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2018. http://amslaurea.unibo.it/15881/.

Full text
Abstract:
Lo scopo di questa tesi è l'implementazione di un algoritmo in grado di risolvere in maniera efficiente sistemi lineari provenienti da un'approssimazione agli elementi finiti di Galerkin stocastica di equazioni alle derivate parziali con dati aleatori.
APA, Harvard, Vancouver, ISO, and other styles
9

Dutt, Arkopal. "High order stochastic transport and Lagrangian data assimilation." Thesis, Massachusetts Institute of Technology, 2018. http://hdl.handle.net/1721.1/115663.

Full text
Abstract:
Thesis: S.M., Massachusetts Institute of Technology, Department of Mechanical Engineering, 2018.
Cataloged from PDF version of thesis.
Includes bibliographical references (pages 103-113).
Ocean currents transport a variety of natural (e.g. water masses, phytoplankton, zooplankton, sediments, etc.) and man-made materials (e.g. pollutants, floating debris, particulate matter, etc.). Understanding such uncertain Lagrangian transport is imperative for reducing environmental damage due to natural hazards and for allowing rigorous risk analysis and effective search and rescue. While secondary variables and trajectories have classically been used for the analyses of such transports, Lagrangian Coherent Structures (LCSs) provide a robust and objective description of the important material lines. To ensure accurate and useful Lagrangian hazard scenario predictions and prevention, the first goal of this thesis is to obtain accurate probabilistic prediction of the underlying stochastic velocity fields using the Dynamically Orthogonal (DO) approach. The second goal is to merge data from both Eulerian and Lagrangian observations with predictions such that the whole information content of observations is utilized. In the first part of this thesis, we develop high-order numerical schemes for the DO equations that ensure efficiency, accuracy, stability, and consistency between the Monte Carlo (MC) and DO solutions. We discuss the numerical challenges in applying the DO equations to the unsteady stochastic Navier-Stokes equations. In order to maintain consistent evaluation of advection terms, we utilize linear centered advection schemes with fully explicit and linear Shapiro filters. We then discuss how to combine the semi-implicit projection method with new high order implicitexplicit (IMEX) linear multi-step and multistage IMEX-RK time marching schemes for the coupled DO equations to ensure further stability and accuracy. We also review efficient numerical re-orthonormalization strategies during time marching. We showcase our results with stochastic test cases of stochastic passive tracer advection in a deterministic swirl flow, stochastic flow past a cylinder, and stochastic lid-driven cavity flow. We show that our schemes improve the consistency between reconstructed DO realizations and the corresponding MC realizations, and that we achieve the expected order of accuracy. In the second part of the work, we first undertake a study of different Lagrangian instruments and outline how the DO methodology can be applied to obtain Lagrangian variables of stochastic flow maps and LCS in uncertain flows. We then review existing methods for Bayesian Lagrangian data assimilation (DA). Disadvantages of earlier methods include the use of approximate measurement models to directly link Lagrangian variables with Eulerian variables, the challenges in respecting the Lagrangian nature of variables, and the assumptions of linearity or of Gaussian statistics during prediction or assimilation. To overcome these, we discuss how the Gaussian Mixture Model (GMM) DO Filter can be extended to fully coupled Eulerian-Lagrangian data assimilation. We define an augmented state vector of the Eulerian and Lagrangian state variables that directly exploits the full mutual information and complete the Bayesian DA in the joint Eulerian-Lagrangian stochastic subspace. Results of such coupled Eulerian-Lagrangian DA are discussed using test cases based on a double gyre flow with random frequency.
by Arkopal Dutt.
S.M.
APA, Harvard, Vancouver, ISO, and other styles
10

Kosuch, Stefanie. "Stochastic Optimization Problems with Knapsack Constraint." Paris 11, 2010. http://www.theses.fr/2010PA112154.

Full text
Abstract:
Etant donné un ensemble d'objets, chacun ayant un poids et une valeur. Le problème de sac-à-dos consiste à choisir un sous-ensemble d'objets qui (i) respecte une certaine restriction du poids (la capacité du sac-à-dos) et (ii) dont la valeur totale est maximisée. Dans cette thèse nous étudions quatre problèmes d'optimisation stochastique avec contrainte de sac-à-dos: le problème de sac-à-dos avec recours simple, le problème de sac-à-dos avec contrainte probabiliste, le problème de sac-à-dos avec recours et un problème bi-niveau stochastique avec contrainte de sac-à-dos probabiliste. Les problèmes ont en commun que les poids dans la contrainte de sac-à-dos sont supposés être aléatoires. Nous proposons de résoudre les problèmes du sac-à-dos avec recours simple ou avec contrainte probabiliste en appliquant un algorithme « branch-and-bound ». Des bornes supérieures sont obtenues en résolvant des relaxations continues. Pour ceci, nous appliquons un algorithme de gradient stochastique. Concernant le cas du sac-à-dos avec recours, nous traitons dans un premier temps le problème avec des poids gaussiens et nous proposons des bornes inférieures et supérieures sur sa valeur optimale. Dans un deuxième temps, nous étudions le cas d’une distribution discrète des poids. Nous montrons que (si P n'est pas égal à NP) le problème déterministe équivalent n’admet pas d’algorithme d’approximation avec une garantie de performance égale à une valeur constante. Le problème bi-niveau stochastique avec contrainte de sac-à-dos probabiliste est d’abord reformulé comme un problème bilinéaire. Ce dernier étant difficile à résoudre à l’optimum, nous proposons de résoudre une relaxation avec un nouvel algorithme itératif
Given a set of objects each having a particular weight and value. The knapsack problem consists of choosing among these items a subset such that (i) the total weight of the chosen items does respect a given weight constraint (the capacity of the knapsack) and (ii) the total value of the chosen items is maximized. In this thesis, we study four stochastic optimization problems with knapsack constraint: the simple recourse knapsack problem, the chance-constrained knapsack problem, the two-stage knapsack problem and a bilievel problem with knapsack chance-constraint. All problems have in common that the item weights in the knapsack constraints are assumed to be random. We propose to solve the simple recourse and the chance-constrained knapsack problems using a branch-&-bound algorithm as framework. Upper bounds are obtained by solving relaxed, i. E. Continuous sub-problems. The latter is done by applying a stochastic gradient algorithm. Concerning the two-stage knapsack problem, we treat, in the first instance, the model where the item weights are assumed to be normally distributed and propose upper and lower bounds on the optimal solution value. Then, we study the problem with discretely distributed weights and show that its deterministic equivalent reformulation does not admit a constant factor approximation algorithm unless P=NP. The studied bilevel problem with knapsack chance-constraint is first of all reformulated as a deterministic equivalent bilinear problem. As the latter is generally hard to solve exactly, we propose to solve a relaxation using a novel iterative algorithm
APA, Harvard, Vancouver, ISO, and other styles
More sources

Books on the topic "Stochastic orders"

1

George, Shanthikumar J., ed. Stochastic Orders. New York, NY: Springer New York, 2007.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
2

Shaked, Moshe, and J. George Shanthikumar, eds. Stochastic Orders. New York, NY: Springer New York, 2007. http://dx.doi.org/10.1007/978-0-387-34675-5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Mosler, Karl, and Marco Scarsini. Stochastic Orders and Applications. Berlin, Heidelberg: Springer Berlin Heidelberg, 1993. http://dx.doi.org/10.1007/978-3-642-49972-2.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

1945-, Shaked Moshe, and Shanthikumar J. George, eds. Stochastic orders and their applications. Boston: Academic Press, 1994.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
5

Li, Haijun, and Xiaohu Li, eds. Stochastic Orders in Reliability and Risk. New York, NY: Springer New York, 2013. http://dx.doi.org/10.1007/978-1-4614-6892-9.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

1947-, Mosler Karl C., and Scarsini M, eds. Stochastic orders and decision under risk. Hayward, Calif: Institute of Mathematical Statistics, 1991.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
7

Mosler, Karl C. Stochastic orders and applications: A classified bibliography. Berlin: Springer-Verlag, 1993.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
8

Strassert, Günter. The balancing principle, strict superiority relations, and a transitive overall final order of options. Karlsruhe: Institut für Regionalwissenschaft der Universität Karlsruhe, 2000.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
9

Kaas, R. Ordering of actuarial risks. Brussels: CAIRE, 1994.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
10

Dario, Basso, ed. Permutation tests for stochastic ordering and ANOVA: Theory and applications with R. London ; New York: Springer, 2009.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Book chapters on the topic "Stochastic orders"

1

Kochar, Subhash C. "Variability Orders." In Stochastic Comparisons with Applications, 63–89. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-12104-3_3.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Kochar, Subhash C. "Magnitude Orders." In Stochastic Comparisons with Applications, 21–61. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-12104-3_2.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Kochar, Subhash C. "Dependence Orders." In Stochastic Comparisons with Applications, 115–37. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-12104-3_5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Nair, N. Unnikrishnan, P. G. Sankaran, and N. Balakrishnan. "Stochastic Orders in Reliability." In Quantile-Based Reliability Analysis, 281–326. New York, NY: Springer New York, 2013. http://dx.doi.org/10.1007/978-0-8176-8361-0_8.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Lillo, Rosa E., Asok K. Nanda, and Moshe Shaked. "Some Shifted Stochastic Orders." In Recent Advances in Reliability Theory, 85–103. Boston, MA: Birkhäuser Boston, 2000. http://dx.doi.org/10.1007/978-1-4612-1384-0_6.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Kochar, Subhash C. "Skewness and Relative Aging Orders." In Stochastic Comparisons with Applications, 91–114. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-12104-3_4.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Ohnishi, Masamitsu. "Stochastic Orders in Reliability Theory." In Stochastic Models in Reliability and Maintenance, 31–63. Berlin, Heidelberg: Springer Berlin Heidelberg, 2002. http://dx.doi.org/10.1007/978-3-540-24808-8_2.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Le Breton, Michel. "Stochastic orders in welfare economics." In Stochastic orders and decision under risk, 190–206. Hayward, CA: Institute of Mathematical Statistics, 1991. http://dx.doi.org/10.1214/lnms/1215459857.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Gaede, Karl-Walter. "Stochastic orderings in reliability." In Stochastic orders and decision under risk, 123–40. Hayward, CA: Institute of Mathematical Statistics, 1991. http://dx.doi.org/10.1214/lnms/1215459853.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Di Crescenzo, Antonio, and Maria Longobardi. "Stochastic Comparisons of Cumulative Entropies." In Stochastic Orders in Reliability and Risk, 167–82. New York, NY: Springer New York, 2013. http://dx.doi.org/10.1007/978-1-4614-6892-9_8.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Stochastic orders"

1

Yaping Zhao, Xiaoyun Xu, and Haidong Li. "Effective throughput maximization of stochastic customer orders with inventory constraints." In 2016 IEEE International Conference on Automation Science and Engineering (CASE). IEEE, 2016. http://dx.doi.org/10.1109/coase.2016.7743571.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Montes, Ignacio, Enrique Miranda, and Susana Montes. "Ranking fuzzy sets and fuzzy random variables by means of stochastic orders." In 2015 Conference of the International Fuzzy Systems Association and the European Society for Fuzzy Logic and Technology (IFSA-EUSFLAT-15). Paris, France: Atlantis Press, 2015. http://dx.doi.org/10.2991/ifsa-eusflat-15.2015.86.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Lin, Pin-Hsun, Eduard A. Jorswieck, Carsten R. Janda, Martin Mittelbach, and Rafael F. Schaefer. "On Stochastic Orders and Fading Gaussian Multi-User Channels with Statistical CSIT." In 2019 IEEE International Symposium on Information Theory (ISIT). IEEE, 2019. http://dx.doi.org/10.1109/isit.2019.8849386.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Biel, Martin. "Optimal Day-Ahead Orders Using Stochastic Programming and Noise-Driven Recurrent Neural Networks." In 2021 IEEE Madrid PowerTech. IEEE, 2021. http://dx.doi.org/10.1109/powertech46648.2021.9494929.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Lin, Pin-Hsun, Eduard A. Jorswieck, Rafael F. Schaefer, Carsten Janda, and Martin Mittelbach. "Degradedness and stochastic orders of fast fading Gaussian broadcast channels with statistical channel state information at the transmitter." In 2016 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2016. http://dx.doi.org/10.1109/icassp.2016.7472397.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Wu, Jie, Carl M. Larsen, and Halvor Lie. "Estimation of Hydrodynamic Coefficients for VIV of Slender Beam at High Mode Orders." In ASME 2010 29th International Conference on Ocean, Offshore and Arctic Engineering. ASMEDC, 2010. http://dx.doi.org/10.1115/omae2010-20327.

Full text
Abstract:
The Hano̸ytangen test program was caried out by MARINTEK for Norsk Hydro in 1997. One purpose of this research effort was to investigate VIV response of deep sea risers subjected to sheared current. A densely instrumented 90 meter long riser model was tested in shear current, and bending strains along the riser was measured. Oscillatory part of both in-line (IL) and cross-flow (CF) displacements can be obtained by applying modal analysis on the bending moment measurements. The primary results from the analysis are that the riser is vibrating at high modes in cross-flow direction (10th–30th mode). The response is dominated standing waves for the lowest speed cases and gradually is influenced by traveling waves for increasing speed. For highest speed cases, it is dominated by traveling waves. The vibration amplitude is significantly smaller than for a rigid cylinder under equivalent conditions. Inverse force analysis estimates hydrodynamic forces from measured response of a slender beam. The method has previously been applied to rotating rig test data. The response was for these cases dominated by relatively low mode orders and standing wave responses. To understand the stochastic behaviour of high mode VIV response, the method is applied to Hano̸ytangen test in the present study to provide valuable insights by estimating CF hydrodynamic forces and coefficients from displacement time series found from modal analysis of measured strains. The results from this work are presented in terms of CF hydrodynamic force coefficients, excitation region and their variations in time and space. New excitation database is extracted based on the analysis results. They are used in VIVANA to predict the displacement and stress against experiment results.
APA, Harvard, Vancouver, ISO, and other styles
7

Adams, N., C. Bovet, E. Rossa, and A. Simonin. "Picosecond Single Shot Pulse Shape Measurement by Stochastic Sampling of Detected Photon Times." In International Conference on Ultrafast Phenomena. Washington, D.C.: Optica Publishing Group, 1992. http://dx.doi.org/10.1364/up.1992.thc29.

Full text
Abstract:
Sampling techniques are frequently used in order to measure the shape of repetitive pulses. They imply a synchronous trigger plus a variable delay and a peak sensing device which often sets the limit to the time resolution thus achievable. The best sampling oscilloscopes have a rise time in the range of 10 ps but they cannot be used for single shot measurement. A streak camera with a display of the pulse on a memory tube makes it possible to reach a resolution of 1 ps. However, the use of a streak camera is cumbersome and cannot be done on line because of the time needed for digital image evaluation. In some cases, transient recorders may be used, but the passband of such apparatuses is at present only of 6 GHz, which is insufficient for studying very brief light pulses. An alternative procedure consists in measuring the times of occurrence of events whose probability is proportional to the pulse height. The histogramme of these occurrences reproduces the pulse shape, provided the event probability is small enough for multiple event rate to be negligible. This method, called here stochastic sampling, is attractive because it consists in measuring the time of flight between a detected photon and a base time clock; and time measurements can easily be performed with TDCs or TACs to a resolution better than 10 ps. It is proposed to store the light pulse in a system of optical fibres which will deliver single photons as a periodic function. This will speed up the sampling by orders of magnitude, and eventually allow for single shot measurements.
APA, Harvard, Vancouver, ISO, and other styles
8

Yang, Zeyuan, Ming Li, Yadong Wu*, Jie Tian, and Hua Ouyang. "Time-Resolved Mode Characteristics Of Rotating Instability And Rotating Stall In An Axial Compressor." In GPPS Xi'an21. GPPS, 2022. http://dx.doi.org/10.33737/gpps21-tc-66.

Full text
Abstract:
Rotating Instability (RI) and Rotating Stall (RS) occur as two unstable aerodynamic phenomena in axial compressor, cascades, turbines, etc., and may lead to acoustic noise, nonsynchronous vibration, flutter and other problems. An experimental investigation conducted in a low-speed single-stage axial compressor is presented in this paper, whereby the compressor was brought from stable conditions to RI and further to RS. The casing wall pressure fluctuation at the rotor blade tip were measured. In order to investigate the mode characteristics of RI and RS phenomenon the mode decomposition technique both in the frequency and time domain was applied. Combing with the double-uniform sampling point (DUSP) mode calibration technique, the mode orders of the unsteady flow could be accurately determined. The results showed that the amplitudes of RI mode aggressively fluctuated in the time domain and the phase variations presented a stochastic pattern, whilst the amplitude of RS component fluctuated much slighter and the phase changes in a regular pattern. This reveals the fundamental difference between the mode characteristics of RI and RS. The correlation technique further validated the independence and stochastic distribution of different RI modes.
APA, Harvard, Vancouver, ISO, and other styles
9

Trevizan, Felipe, Sylvie Thiebaux, Pedro Santana, and Brian Williams. "I-dual: Solving Constrained SSPs via Heuristic Search in the Dual Space." In Twenty-Sixth International Joint Conference on Artificial Intelligence. California: International Joint Conferences on Artificial Intelligence Organization, 2017. http://dx.doi.org/10.24963/ijcai.2017/701.

Full text
Abstract:
We consider the problem of generating optimal stochastic policies for Constrained Stochastic Shortest Path problems, which are a natural model for planning under uncertainty for resource-bounded agents with multiple competing objectives. While unconstrained SSPs enjoy a multitude of efficient heuristic search solution methods with the ability to focus on promising areas reachable from the initial state, the state of the art for constrained SSPs revolves around linear and dynamic programming algorithms which explore the entire state space. In this paper, we present i-dual, the first heuristic search algorithm for constrained SSPs. To concisely represent constraints and efficiently decide their violation, i-dual operates in the space of dual variables describing the policy occupation measures. It does so while retaining the ability to use standard value function heuristics computed by well-known methods. Our experiments show that these features enable i-dual to achieve up to two orders of magnitude improvement in run-time and memory over linear programming algorithms.
APA, Harvard, Vancouver, ISO, and other styles
10

Montomoli, F., D. Amirante, N. Hills, S. Shahpar, and M. Massini. "Uncertainty Quantification, Rare Events and Mission Optimization: Stochastic Variations of Metal Temperature During a Transient." In ASME Turbo Expo 2014: Turbine Technical Conference and Exposition. American Society of Mechanical Engineers, 2014. http://dx.doi.org/10.1115/gt2014-25398.

Full text
Abstract:
Gas turbines are designed to follow specific missions and the metal temperature is usually predicted with deterministic methods. However, in real life the mission is subjected to strong variations which can affect the thermal response of the components. This paper presents a stochastic analysis of the metal temperature variations during a gas turbine transient. A Monte Carlo Method (MCM) with Meta Model is used to evaluate the probability distribution of the stator disk temperature. The MCM is applied to a series of CFD simulations of a stator well, whose geometry is modified according to the deformations predicted during the engine cycle by a coupled thermo-mechanical analysis of the metal components. It is shown that even considering a narrow band for the stochastic output, +/− σ, the transient thermal gradients can be up to two orders of magnitude greater than those obtained with a standard deterministic analysis. Moreover, a small variation in the tail of the input probability density function, a rare event, can have serious consequences on the uncertainty level of the temperature. Rare events although inevitable they are not usually considered during the design phase. In this paper it is shown for the first time that is possible to mitigate their effect, minimizing the maximum standard deviation induced by the tail of the input PDF. The mission optimization reduces the maximum standard deviation by 15% and the mean standard deviation of about 12%. The maximum thermal gradients are also reduced by 10%, although this was not the parameter used as the goal in the optimisation study.
APA, Harvard, Vancouver, ISO, and other styles

Reports on the topic "Stochastic orders"

1

Xu, Maochao. Stochastic Orders in Heterogeneous Samples with Applications. Portland State University Library, January 2000. http://dx.doi.org/10.15760/etd.391.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Lototsky, S. V., B. L. Rozovskii, and X. Wan. Elliptic Equations of Higher Stochastic Order. Fort Belvoir, VA: Defense Technical Information Center, January 2009. http://dx.doi.org/10.21236/ada597555.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Bonney, Matthew S., and Matthew R. W. Brake. Determining Reduced Order Models for Optimal Stochastic Reduced Order Models. Office of Scientific and Technical Information (OSTI), August 2015. http://dx.doi.org/10.2172/1212810.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Kim, Jee S., Frank Proschan, and Jayaram Sethuraman. Stochastic Comparisons of Order Statistics, with Applications in Reliability. Fort Belvoir, VA: Defense Technical Information Center, November 1987. http://dx.doi.org/10.21236/ada189408.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Ali, Naseem. Thermally (Un-) Stratified Wind Plants: Stochastic and Data-Driven Reduced Order Descriptions/Modeling. Portland State University Library, January 2000. http://dx.doi.org/10.15760/etd.6518.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Hastings, D. E. Stochastic model of a first-order nonequilibrium phase transition in a magnetic fusion device. Office of Scientific and Technical Information (OSTI), August 1985. http://dx.doi.org/10.2172/5305891.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Cunha, Flavio, James Heckman, and Salvador Navarro. The Identification and Economic Content of Ordered Choice Models with Stochastic Thresholds. Cambridge, MA: National Bureau of Economic Research, July 2007. http://dx.doi.org/10.3386/t0340.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Zhang, Guannan, Clayton G. Webster, and Max D. Gunzburger. An adaptive sparse-grid high-order stochastic collocation method for Bayesian inference in groundwater reactive transport modeling. Office of Scientific and Technical Information (OSTI), September 2012. http://dx.doi.org/10.2172/1055118.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Соловйов, Володимир Миколайович, and D. N. Chabanenko. Financial crisis phenomena: analysis, simulation and prediction. Econophysic’s approach. Гумбольдт-Клуб Україна, November 2009. http://dx.doi.org/10.31812/0564/1138.

Full text
Abstract:
With the beginning of the global financial crisis, which attracts the attention of the international community, the inability of existing methods to predict the events became obvious. Creation, testing, adaptation of the models to the concrete financial market segments for the purpose of monitoring, early prediction, prevention and notification of financial crises is gaining currency nowadays. Econophysics is an interdisciplinary research field, applying theories and methods originally developed by physicists in order to solve problems in economics, usually those including uncertainty or stochastic processes and nonlinear dynamics. Its application to the study of financial markets has also been termed statistical finance referring to its roots in statistical physics. The new paradigm of relativistic quantum econophysics is proposed.
APA, Harvard, Vancouver, ISO, and other styles
10

Perdigão, Rui A. P., and Julia Hall. Spatiotemporal Causality and Predictability Beyond Recurrence Collapse in Complex Coevolutionary Systems. Meteoceanics, November 2020. http://dx.doi.org/10.46337/201111.

Full text
Abstract:
Causality and Predictability of Complex Systems pose fundamental challenges even under well-defined structural stochastic-dynamic conditions where the laws of motion and system symmetries are known. However, the edifice of complexity can be profoundly transformed by structural-functional coevolution and non-recurrent elusive mechanisms changing the very same invariants of motion that had been taken for granted. This leads to recurrence collapse and memory loss, precluding the ability of traditional stochastic-dynamic and information-theoretic metrics to provide reliable information about the non-recurrent emergence of fundamental new properties absent from the a priori kinematic geometric and statistical features. Unveiling causal mechanisms and eliciting system dynamic predictability under such challenging conditions is not only a fundamental problem in mathematical and statistical physics, but also one of critical importance to dynamic modelling, risk assessment and decision support e.g. regarding non-recurrent critical transitions and extreme events. In order to address these challenges, generalized metrics in non-ergodic information physics are hereby introduced for unveiling elusive dynamics, causality and predictability of complex dynamical systems undergoing far-from-equilibrium structural-functional coevolution. With these methodological developments at hand, hidden dynamic information is hereby brought out and explicitly quantified even beyond post-critical regime collapse, long after statistical information is lost. The added causal insights and operational predictive value are further highlighted by evaluating the new information metrics among statistically independent variables, where traditional techniques therefore find no information links. Notwithstanding the factorability of the distributions associated to the aforementioned independent variables, synergistic and redundant information are found to emerge from microphysical, event-scale codependencies in far-from-equilibrium nonlinear statistical mechanics. The findings are illustrated to shed light onto fundamental causal mechanisms and unveil elusive dynamic predictability of non-recurrent critical transitions and extreme events across multiscale hydro-climatic problems.
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'Stochastic orders' for particular source types:
Journal articles Dissertations / Theses Books
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography