On laws exhibiting universal ordering under stochastic restart

04/23/2019
by   Matija Vidmar, et al.
0

For each of (i) arbitrary stochastic reset, (ii) deterministic reset with arbitrary period, (iii) reset at arbitrary constant rate, and then in the sense of either (a) first-order stochastic dominance or (b) expectation (i.e. for each of the six possible combinations of the preceding), those laws of random times are precisely characterized that are rendered no bigger [rendered no smaller; left invariant] by all possible restart laws (within the classes (i), (ii), (iii), as the case may be). Partial results in the same vein for reset with branching are obtained. In particular it is found that deterministic and arbitrary stochastic restart lead to the same characterizations, but this equivalence fails to persist for exponential (constant-rate) reset.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
10/13/2015

On Equivalence of Martingale Tail Bounds and Deterministic Regret Inequalities

We study an equivalence of (i) deterministic pathwise statements appeari...
research
02/27/2020

Usual stochastic ordering results for series and parallel systems with components having Exponentiated Chen distribution

In this paper, we have discussed the usual stochastic ordering relations...
research
09/12/2019

E-Crime Legal Brief: A Case Study on Talk Talk Hacking

E-crime has had various definitions for different countries and organisa...
research
04/18/2019

Some ordering properties of highest and lowest order statistics with exponentiated Gumble type-II distributed components

In this paper, we have studied the stochastic comparisons of the highest...
research
02/21/2017

Stochastic Composite Least-Squares Regression with convergence rate O(1/n)

We consider the minimization of composite objective functions composed o...
research
02/07/2018

Wishart laws and variance function on homogeneous cones

We present a systematic study of Riesz measures and their natural expone...
research
07/24/2023

Corrections of Zipf's and Heaps' Laws Derived from Hapax Rate Models

The article introduces corrections to Zipf's and Heaps' laws based on sy...

Please sign up or login with your details

Forgot password? Click here to reset