Pub Date : 2023-01-23DOI: 10.1080/15326349.2023.2166962
R. Roozegar, Marjan Entezari, N. Balakrishnan, Saraleean Nadarajah
{"title":"A new mixed δ-shock model and associated reliability properties","authors":"R. Roozegar, Marjan Entezari, N. Balakrishnan, Saraleean Nadarajah","doi":"10.1080/15326349.2023.2166962","DOIUrl":"https://doi.org/10.1080/15326349.2023.2166962","url":null,"abstract":"","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":"1 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-01-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41854845","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-01-12DOI: 10.1080/15326349.2022.2162545
Liang Wang, Shuo‐Jye Wu, S. Dey, Y. Tripathi, Song Mao
Abstract Reliability analysis for a multicomponent stress-strength (MSS) model is discussed in this paper. When strength and stress variables follow generalized inverted exponential distributions (GIEDs) with common scale parameters, maximum likelihood estimate of MSS reliability is established along with associated existence and uniqueness, and approximate confidence interval is also obtained in consequence. Additionally, alternative generalized estimates are proposed for MSS reliability based on constructed pivotal quantities, and associated Monte-Carlo sampling is provided for computation. Further, classical and generalized estimates are also established under unequal strength and stress parameter case. For comparison, bootstrap confidence intervals are also provided under different cases. To compare the equivalence of the strength and stress parameters, likelihood ratio testing is presented as a complement. Finally, extensive simulation studies are carried out to assess the performance of the proposed methods, and a real data example is presented for application. The numerical results indicate that the proposed generalized methods perform better than conventional likelihood results.
{"title":"Estimation of stress-strength reliability for multicomponent system with a generalized inverted exponential distribution","authors":"Liang Wang, Shuo‐Jye Wu, S. Dey, Y. Tripathi, Song Mao","doi":"10.1080/15326349.2022.2162545","DOIUrl":"https://doi.org/10.1080/15326349.2022.2162545","url":null,"abstract":"Abstract Reliability analysis for a multicomponent stress-strength (MSS) model is discussed in this paper. When strength and stress variables follow generalized inverted exponential distributions (GIEDs) with common scale parameters, maximum likelihood estimate of MSS reliability is established along with associated existence and uniqueness, and approximate confidence interval is also obtained in consequence. Additionally, alternative generalized estimates are proposed for MSS reliability based on constructed pivotal quantities, and associated Monte-Carlo sampling is provided for computation. Further, classical and generalized estimates are also established under unequal strength and stress parameter case. For comparison, bootstrap confidence intervals are also provided under different cases. To compare the equivalence of the strength and stress parameters, likelihood ratio testing is presented as a complement. Finally, extensive simulation studies are carried out to assess the performance of the proposed methods, and a real data example is presented for application. The numerical results indicate that the proposed generalized methods perform better than conventional likelihood results.","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":" ","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-01-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48109093","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-01-09DOI: 10.1080/15326349.2022.2149554
Miaomiao Wang, Min Wang, Xuejun Wang, Fei Zhang
Abstract In this paper, we study the complete f-moment convergence for arrays of rowwise m-negatively associated random variables under some general conditions. The results obtained in the paper extend and improve some previous known ones. As an application of the main results, we present the complete consistency for the estimator in a semiparametric regression model based on m-negatively associated errors. We perform some numerical simulations to verify the validity of the theoretical results based on finite samples.
{"title":"Complete f-moment convergence for arrays of rowwise m-negatively associated random variables and its statistical applications","authors":"Miaomiao Wang, Min Wang, Xuejun Wang, Fei Zhang","doi":"10.1080/15326349.2022.2149554","DOIUrl":"https://doi.org/10.1080/15326349.2022.2149554","url":null,"abstract":"Abstract In this paper, we study the complete f-moment convergence for arrays of rowwise m-negatively associated random variables under some general conditions. The results obtained in the paper extend and improve some previous known ones. As an application of the main results, we present the complete consistency for the estimator in a semiparametric regression model based on m-negatively associated errors. We perform some numerical simulations to verify the validity of the theoretical results based on finite samples.","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":"39 1","pages":"632 - 661"},"PeriodicalIF":0.7,"publicationDate":"2023-01-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41861562","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-12-29DOI: 10.1080/15326349.2022.2155194
B. Jamshidi, Parisa Torkaman
Abstract In this article, we introduce a new model derived from Pólya–Eggenberger urn model. This model is defined by considering a delay in collecting information. The mathematical formulation of this model is done through four parameters; the number of balls in the first structure (N 0), the number of white balls in the first structure (W 0), the number of rewarded balls of the color of the ball withdrawn (a), and the length of the delay (i). As the first attempt to deal with point estimation in this model, we consider at any time one of the parameters separately as unknown conditioned to knowing the other three parameters, and find its estimation. Accordingly, we introduce a sufficient estimator for this model, and found on it, obtain the maximum likelihood estimators for each of the four parameters. In addition, moment estimators for N 0 and W 0 are calculated. Also, for the other parameters, we obtain estimators based on the correlation coefficient of consecutive withdrawals. To evaluate the performance of the obtained estimators and compare their accuracy, we apply five simulations of the delayed Pólya urn model. The simulations have been done with the software Matlab R2015b. According to the simulation study, the estimators obtained from the method of moments are preferable to maximum likelihood estimators.
{"title":"The estimation in Pólya–Eggenberger urn model with a delay","authors":"B. Jamshidi, Parisa Torkaman","doi":"10.1080/15326349.2022.2155194","DOIUrl":"https://doi.org/10.1080/15326349.2022.2155194","url":null,"abstract":"Abstract In this article, we introduce a new model derived from Pólya–Eggenberger urn model. This model is defined by considering a delay in collecting information. The mathematical formulation of this model is done through four parameters; the number of balls in the first structure (N 0), the number of white balls in the first structure (W 0), the number of rewarded balls of the color of the ball withdrawn (a), and the length of the delay (i). As the first attempt to deal with point estimation in this model, we consider at any time one of the parameters separately as unknown conditioned to knowing the other three parameters, and find its estimation. Accordingly, we introduce a sufficient estimator for this model, and found on it, obtain the maximum likelihood estimators for each of the four parameters. In addition, moment estimators for N 0 and W 0 are calculated. Also, for the other parameters, we obtain estimators based on the correlation coefficient of consecutive withdrawals. To evaluate the performance of the obtained estimators and compare their accuracy, we apply five simulations of the delayed Pólya urn model. The simulations have been done with the software Matlab R2015b. According to the simulation study, the estimators obtained from the method of moments are preferable to maximum likelihood estimators.","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":"39 1","pages":"662 - 684"},"PeriodicalIF":0.7,"publicationDate":"2022-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41693803","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-12-22DOI: 10.1080/15326349.2022.2155666
Wenxu Dong, Jia-ning Zhou, Biteng Xu
Abstract In this article, a stochastic SIS epidemic model with constant time delay and Holling type II incidence rate is investigated. We firstly show the existence, uniqueness, and moment boundedness of the global positive solution. Then we extend the initial value space to a complete nonnegative continuous function space and obtain the existence of invariant measures for this system. Furthermore, the analysis of the asymptotic behavior around the disease-free equilibrium is given. To demonstrate, some numerical examples are provided to illustrate our results.
{"title":"A stochastic delayed SIS epidemic model with Holling type II incidence rate","authors":"Wenxu Dong, Jia-ning Zhou, Biteng Xu","doi":"10.1080/15326349.2022.2155666","DOIUrl":"https://doi.org/10.1080/15326349.2022.2155666","url":null,"abstract":"Abstract In this article, a stochastic SIS epidemic model with constant time delay and Holling type II incidence rate is investigated. We firstly show the existence, uniqueness, and moment boundedness of the global positive solution. Then we extend the initial value space to a complete nonnegative continuous function space and obtain the existence of invariant measures for this system. Furthermore, the analysis of the asymptotic behavior around the disease-free equilibrium is given. To demonstrate, some numerical examples are provided to illustrate our results.","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":"39 1","pages":"685 - 713"},"PeriodicalIF":0.7,"publicationDate":"2022-12-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43853356","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-12-07DOI: 10.1080/15326349.2022.2149555
Y. Tamura, S. Yamada
{"title":"Maintenance effort expense modeling based on cyclic Wiener processes of two types for edge OSS computing","authors":"Y. Tamura, S. Yamada","doi":"10.1080/15326349.2022.2149555","DOIUrl":"https://doi.org/10.1080/15326349.2022.2149555","url":null,"abstract":"","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":" ","pages":""},"PeriodicalIF":0.7,"publicationDate":"2022-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44828675","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-11-21DOI: 10.1080/15326349.2022.2144377
V. Kulkarni, Li Xiao, Hanqin Zhang
Abstract We consider a periodic review inventory system with multiclass demands and fixed setup cost. Demand arrivals of each class are assumed to be a Poisson process, and a lost-sales setting is adopted. The demand classes are classified by the cost of their unsatisfied demands. We consider two cases: the leftover inventory at the end of a restocking interval is entirely discarded or entirely carried over to the next period. We obtain the optimal rationing policy, the optimal ordering policy and the optimal duration of the periodic review interval that minimize the average cost per unit time. We derive the differential equations satisfied by the value function characterized by the on-hand inventory level and the residual restocking time. This value function does not have the traditional modularity and convexity properties. Hence, the optimal policy is derived directly based on the ordinary differential equations satisfied by the value function. Moreover, some structural properties of the optimal policy such as the monotone property of the optimal rationing policy are obtained.
{"title":"Periodic review inventory models with multiclass demands and fixed order costs","authors":"V. Kulkarni, Li Xiao, Hanqin Zhang","doi":"10.1080/15326349.2022.2144377","DOIUrl":"https://doi.org/10.1080/15326349.2022.2144377","url":null,"abstract":"Abstract We consider a periodic review inventory system with multiclass demands and fixed setup cost. Demand arrivals of each class are assumed to be a Poisson process, and a lost-sales setting is adopted. The demand classes are classified by the cost of their unsatisfied demands. We consider two cases: the leftover inventory at the end of a restocking interval is entirely discarded or entirely carried over to the next period. We obtain the optimal rationing policy, the optimal ordering policy and the optimal duration of the periodic review interval that minimize the average cost per unit time. We derive the differential equations satisfied by the value function characterized by the on-hand inventory level and the residual restocking time. This value function does not have the traditional modularity and convexity properties. Hence, the optimal policy is derived directly based on the ordinary differential equations satisfied by the value function. Moreover, some structural properties of the optimal policy such as the monotone property of the optimal rationing policy are obtained.","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":"39 1","pages":"592 - 631"},"PeriodicalIF":0.7,"publicationDate":"2022-11-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44068880","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-11-18DOI: 10.1080/15326349.2022.2134896
T. Bielecki, J. Jakubowski, Mariusz Niewęgłowski
Abstract This work contributes to the theory of Hawkes processes. We introduce and study a new class of Hawkes processes that we call generalized Hawkes processes, and their special subclass – the generalized multivariate Hawkes processes (GMHPs). GMHPs are multivariate marked point processes that add an important feature to the family of the (classical) multivariate Hawkes processes: they allow for explicit modeling of simultaneous occurrence of excitation events coming from different sources, i.e., caused by different coordinates of the multivariate process.
{"title":"Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources","authors":"T. Bielecki, J. Jakubowski, Mariusz Niewęgłowski","doi":"10.1080/15326349.2022.2134896","DOIUrl":"https://doi.org/10.1080/15326349.2022.2134896","url":null,"abstract":"Abstract This work contributes to the theory of Hawkes processes. We introduce and study a new class of Hawkes processes that we call generalized Hawkes processes, and their special subclass – the generalized multivariate Hawkes processes (GMHPs). GMHPs are multivariate marked point processes that add an important feature to the family of the (classical) multivariate Hawkes processes: they allow for explicit modeling of simultaneous occurrence of excitation events coming from different sources, i.e., caused by different coordinates of the multivariate process.","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":"39 1","pages":"537 - 565"},"PeriodicalIF":0.7,"publicationDate":"2022-11-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47880570","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-11-07DOI: 10.1080/15326349.2022.2139271
M. González, M. Molina, I. D. del Puerto
The 5th International Workshop on Branching Processes and their Applications (IWBPA2021) was held on 6th, 8th, 13th, 15th, 20th and 22nd April 2021. It was the last in a series of meetings held every three years in Badajoz (Spain). Due to the COVID-19 pandemic, the IWBPA2021 took place virtually using video conferencing tools. The 2021 year’s conference continued the tradition of the previous meetings in facilitating the exchange of research ideas in this field and related processes. The IWBPA2021 meeting was the fifth in the series of IWBPAs promoted and organized since 2009 by the research group Branching Processes and their Applications at the Department of Mathematics of the University of Extremadura, Spain, and scientifically sponsored by the Spanish Society for Statistics and Operations Research (Sociedad de Estad ıstica e Investigaci on Operativa) and the Institute of Advanced Scientific Computation of Extremadura (Instituto de Computaci on Cient ıfica Avanzada de Extremadura). There were 145 participants and 58 speakers from 22 countries who contributed to the success of the workshop. The presentations at the workshop maintained a healthy balance between the theoretical and practical aspects of branching processes. The speakers articulated the fact that this research area is very active and produces interesting results. The conference program and talks are available on the website (https://sites.google.com/view/iwbpa21-branching-unex). The Proceedings consist of 15 selected papers whose topics have been classified into the following parts:
第五届分支过程及其应用国际研讨会（IWBPA2021）于2021年4月6日、8日、13日、15日、20日和22日举行。这是每三年在巴达霍斯（西班牙）举行的一系列会议中的最后一次。由于新冠肺炎大流行，IWBPA2021实际上是使用视频会议工具举行的。2021年的会议延续了以往会议的传统，促进了该领域和相关过程的研究思想交流。IWBPA2021会议是西班牙埃斯特雷马杜拉大学数学系分支过程及其应用研究小组自2009年以来推动和组织的一系列IWBPA中的第五次会议，由西班牙统计与运筹学学会（Sociedad de Estadıstica e Investigaci on Operativa）和埃斯特雷马杜拉高级科学计算研究所（Instituto de Computaci on Cientıfica Avanzada de Extremedura）科学赞助。来自22个国家的145名与会者和58名发言者为研讨会的成功做出了贡献。研讨会上的演讲在分支过程的理论和实践方面保持了健康的平衡。发言者阐述了这样一个事实，即这一研究领域非常活跃，产生了有趣的结果。会议计划和会谈可在网站上查看(https://sites.google.com/view/iwbpa21-branching-unex)。论文集由15篇精选论文组成，其主题分为以下部分：
{"title":"Preface of the special issue on Branching Processes and Applications (IWBPA2021)","authors":"M. González, M. Molina, I. D. del Puerto","doi":"10.1080/15326349.2022.2139271","DOIUrl":"https://doi.org/10.1080/15326349.2022.2139271","url":null,"abstract":"The 5th International Workshop on Branching Processes and their Applications (IWBPA2021) was held on 6th, 8th, 13th, 15th, 20th and 22nd April 2021. It was the last in a series of meetings held every three years in Badajoz (Spain). Due to the COVID-19 pandemic, the IWBPA2021 took place virtually using video conferencing tools. The 2021 year’s conference continued the tradition of the previous meetings in facilitating the exchange of research ideas in this field and related processes. The IWBPA2021 meeting was the fifth in the series of IWBPAs promoted and organized since 2009 by the research group Branching Processes and their Applications at the Department of Mathematics of the University of Extremadura, Spain, and scientifically sponsored by the Spanish Society for Statistics and Operations Research (Sociedad de Estad ıstica e Investigaci on Operativa) and the Institute of Advanced Scientific Computation of Extremadura (Instituto de Computaci on Cient ıfica Avanzada de Extremadura). There were 145 participants and 58 speakers from 22 countries who contributed to the success of the workshop. The presentations at the workshop maintained a healthy balance between the theoretical and practical aspects of branching processes. The speakers articulated the fact that this research area is very active and produces interesting results. The conference program and talks are available on the website (https://sites.google.com/view/iwbpa21-branching-unex). The Proceedings consist of 15 selected papers whose topics have been classified into the following parts:","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":"39 1","pages":"1 - 4"},"PeriodicalIF":0.7,"publicationDate":"2022-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45036407","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-09-16DOI: 10.1080/15326349.2022.2112604
Fen Jiang, Miaomiao Wang, Xuejun Wang
Abstract In this article, we prove the complete q-th moment convergence for the maximum of partial sums of -negatively associated random variables under some general conditions. The results obtained in this article are extensions of previous studies for -negatively associated random variables. In addition, we investigate the strong consistency of the least squares estimator in the simple linear errors-in-variables model based on -negatively associated random variables, and provide some simulations to assess the finite sample performance of the theoretical results.
{"title":"Complete q-th moment convergence for the maximum of partial sums of -negatively associated random variables and its application to the EV regression model*","authors":"Fen Jiang, Miaomiao Wang, Xuejun Wang","doi":"10.1080/15326349.2022.2112604","DOIUrl":"https://doi.org/10.1080/15326349.2022.2112604","url":null,"abstract":"Abstract In this article, we prove the complete q-th moment convergence for the maximum of partial sums of -negatively associated random variables under some general conditions. The results obtained in this article are extensions of previous studies for -negatively associated random variables. In addition, we investigate the strong consistency of the least squares estimator in the simple linear errors-in-variables model based on -negatively associated random variables, and provide some simulations to assess the finite sample performance of the theoretical results.","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":"39 1","pages":"448 - 468"},"PeriodicalIF":0.7,"publicationDate":"2022-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47145089","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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