Characterization of matrix probability distributions by mean residual lifetime

1986 ◽  
Vol 100 (3) ◽  
pp. 583-589
Author(s):  
P. E. Jupp
Keyword(s):  
Symmetric Matrix ◽  
Probability Distributions ◽  
Random Variable ◽  
Residual Lifetime ◽  
Regularity Conditions ◽  
Mean Residual Lifetime ◽  
The Mean ◽  
Image Position ◽  
Vector Valued

The mean residual lifetime of a real-valued random variable X is the function e defined byOne of the more important properties of the mean residual lifetime function is that it determines the distribution of X. See, for example, Swartz [10]. References to related characterizations are given by Galambos and Kotz [3], pages 30–35. It was established by Jupp and Mardia[6] that this property holds also for vector-valued X. As (1·1) makes sense if X is a random symmetric matrix, it is natural to ask whether the property holds in this case also. The purpose of this note is to show that, under certain regularity conditions, the distributions of such matrices are indeed determined by their mean residual lifetimes.

scholarly journals On the nonoptimality of the foreground-background discipline for IMRL service times

2006 ◽  
Vol 43 (02) ◽  
pp. 523-534
Author(s):  
S. Aalto ◽  
U. Ayesta
Keyword(s):  
Hazard Rate ◽  
Residual Lifetime ◽  
Processor Sharing ◽  
Counter Example ◽  
Mean Delay ◽  
Mean Residual Lifetime ◽  
Service Disciplines ◽  
The Mean ◽  
Service Times ◽  
The One

It is known that for decreasing hazard rate (DHR) service times the foreground-background discipline (FB) minimizes the mean delay in the M/G/1 queue among all work-conserving and nonanticipating service disciplines. It is believed that a similar result is valid for increasing mean residual lifetime (IMRL) service times. However, on the one hand, we point out a flaw in an earlier proof of the latter result and construct a counter-example that demonstrates that FB is not necessarily optimal within class IMRL. On the other hand, we prove that the mean delay for FB is smaller than that of the processor-sharing discipline within class IMRL, giving a weaker version of an earlier hypothesis.

Characterization of some classes of operators on spaces of vector-valued continuous functions

1985 ◽  
Vol 97 (1) ◽  
pp. 137-146 ◽  
Author(s):  
Fernando Bombal ◽  
Pilar Cembranos
Keyword(s):  
Banach Space ◽  
Hausdorff Space ◽  
Continuous Functions ◽  
Supremum Norm ◽  
Representing Measure ◽  
Bounded Linear ◽  
Second Dual ◽  
Image Position ◽  
Vector Valued

Let K be a compact Hausdorff space and E, F Banach spaces. We denote by C(K, E) the Banach space of all continuous. E-valued functions defined on K, with the supremum norm. It is well known ([6], [7]) that every operator (= bounded linear operator) T from C(K, E) to F has a finitely additive representing measure m of bounded semi-variation, defined on the Borel σ-field Σ of K and with values in L(E, F″) (the space of all operators from E into the second dual of F), in such a way thatwhere the integral is considered in Dinculeanu's sense.

scholarly journals On the nonoptimality of the foreground-background discipline for IMRL service times

2006 ◽  
Vol 43 (2) ◽  
pp. 523-534 ◽  
Author(s):  
S. Aalto ◽  
U. Ayesta
Keyword(s):  
Hazard Rate ◽  
Residual Lifetime ◽  
Processor Sharing ◽  
Counter Example ◽  
Mean Delay ◽  
Mean Residual Lifetime ◽  
Service Disciplines ◽  
The Mean ◽  
Service Times ◽  
The One

It is known that for decreasing hazard rate (DHR) service times the foreground-background discipline (FB) minimizes the mean delay in the M/G/1 queue among all work-conserving and nonanticipating service disciplines. It is believed that a similar result is valid for increasing mean residual lifetime (IMRL) service times. However, on the one hand, we point out a flaw in an earlier proof of the latter result and construct a counter-example that demonstrates that FB is not necessarily optimal within class IMRL. On the other hand, we prove that the mean delay for FB is smaller than that of the processor-sharing discipline within class IMRL, giving a weaker version of an earlier hypothesis.

scholarly journals A-quasi-convexity with variable coefficients

2004 ◽  
Vol 134 (6) ◽  
pp. 1219-1237 ◽  
Author(s):  
Pedro M. Santos
Keyword(s):  
Variable Coefficients ◽  
Young Measures ◽  
Regularity Conditions ◽  
Lower Semi ◽  
Constant Coefficients ◽  
Additional Regularity ◽  
Image Position ◽  
Quasi Convexity ◽  
Bounded Sequences

It is shown that, for integrals of the type with Ω RN open, bounded and f: Ω × Rm × Rd → [0, + ∞) Carathéodory satisfying a growth condition 0 ≤ f(x, u, υ) ≤ C(1 + |υ|p), for some p ∈ (1, + ∞), a sufficient condition for lower semi-continuity along sequences un → u in measure, υn → υ in Lp, Aυn → 0 in W−1, p is the Ax-quasi-convexity of f(x, u, ·). Here, A is a variable coefficients operator of the form with A(i) ∈ C∞ (Ω; Ml × d) ∩ W1, ∞, i = 1, …, N, satisfying the condition and Ax denotes the constant coefficients operator one obtains by freezing x. Under additional regularity conditions on f, it is proved that the condition above is also necessary. A characterization of the Young measures generated by bounded sequences {υn} in Lp satisfying the condition Aυn → 0 in W−1,p, is obtained.

scholarly journals Estimation of Hazard Rate and Mean Residual Life Ordering for Fuzzy Random Variable

2015 ◽  
Vol 2015 ◽  
pp. 1-5 ◽  
Author(s):  
S. Ramasubramanian ◽  
P. Mahendran
Keyword(s):  
Hazard Rate ◽  
Residual Life ◽  
Fuzzy Random Variable ◽  
Random Variable ◽  
Mean Residual Life ◽  
Mean And Variance ◽  
The Mean ◽  
Hazard Rate Ordering ◽  
Fuzzy Random

L2-metric is used to find the distance between triangular fuzzy numbers. The mean and variance of a fuzzy random variable are also determined by this concept. The hazard rate is estimated and its relationship with mean residual life ordering of fuzzy random variable is investigated. Additionally, we have focused on deriving bivariate characterization of hazard rate ordering which explicitly involves pairwise interchange of two fuzzy random variablesXandY.

scholarly journals Mean Residual Lifetimes of Consecutive-k-out-of-n Systems

2007 ◽  
Vol 44 (1) ◽  
pp. 82-98 ◽  
Author(s):  
Jorge Navarro ◽  
Serkan Eryilmaz
Keyword(s):  
Likelihood Ratio ◽  
Asymptotic Properties ◽  
Parallel Systems ◽  
Residual Lifetime ◽  
Series System ◽  
Likelihood Ratio Order ◽  
Mean Residual Lifetime ◽  
The Mean ◽  
Residual Lifetimes ◽  
Independent And Identically Distributed

In this paper we study reliability properties of consecutive-k-out-of-n systems with exchangeable components. For 2k ≦ n, we show that the reliability functions of these systems can be written as negative mixtures (i.e. mixtures with some negative weights) of two series (or parallel) systems. Some monotonicity and asymptotic properties for the mean residual lifetime function are obtained and some ordering properties between these systems are established. We prove that, under some assumptions, the mean residual lifetime function of the consecutive-k-out-of-n: G system (i.e. a system that functions if and only if at least k consecutive components function) is asymptotically equivalent to that of a series system with k components. When the components are independent and identically distributed, we show that consecutive-k-out-of-n systems are ordered in the likelihood ratio order and, hence, in the mean residual lifetime order, for 2k ≦ n. However, we show that this is not necessarily true when the components are dependent.

scholarly journals Asymptotic results for multiplexing subexponential on-off processes

1999 ◽  
Vol 31 (02) ◽  
pp. 394-421 ◽  
Author(s):  
Predrag R. Jelenković ◽  
Aurel A. Lazar
Keyword(s):  
Queueing System ◽  
Random Variable ◽  
Mean Value ◽  
Activity Period ◽  
Arrival Process ◽  
Asymptotic Results ◽  
Fluid Queue ◽  
Arrival Processes ◽  
Image Position

Consider an aggregate arrival process A N obtained by multiplexing N on-off processes with exponential off periods of rate λ and subexponential on periods τon. As N goes to infinity, with λN → Λ, A N approaches an M/G/∞ type process. Both for finite and infinite N, we obtain the asymptotic characterization of the arrival process activity period. Using these results we investigate a fluid queue with the limiting M/G/∞ arrival process A t ∞ and capacity c. When on periods are regularly varying (with non-integer exponent), we derive a precise asymptotic behavior of the queue length random variable Q t P observed at the beginning of the arrival process activity periods where ρ = 𝔼A t ∞ < c; r (c ≤ r) is the rate at which the fluid is arriving during an on period. The asymptotic (time average) queue distribution lower bound is obtained under more general assumptions regarding on periods than regular variation. In addition, we analyse a queueing system in which one on-off process, whose on period belongs to a subclass of subexponential distributions, is multiplexed with independent exponential processes with aggregate expected rate 𝔼e t . This system is shown to be asymptotically equivalent to the same queueing system with the exponential arrival processes being replaced by their total mean value 𝔼e t .

Subsequence principles for vector-valued random variables

1979 ◽  
Vol 86 (2) ◽  
pp. 301-312 ◽  
Author(s):  
D. J. H. Garling
Keyword(s):  
Random Variables ◽  
Random Variable ◽  
Principal Result ◽  
Moment Condition ◽  
Special Cases ◽  
Cesaro Averages ◽  
Image Position ◽  
Vector Valued ◽  
Subsequence Principle ◽  
Independent Identically Distributed

1. Introduction. Révész(8) has shown that if (fn) is a sequence of random variables, bounded in L2, there exists a subsequence (fnk) and a random variable f in L2 such that converges almost surely whenever . Komlós(5) has shown that if (fn) is a sequence of random variables, bounded in L1, then there is a subsequence (A*) with the property that the Cesàro averages of any subsequence converge almost surely. Subsequently Chatterji(2) showed that if (fn) is bounded in LP (where 0 < p ≤ 2) then there is a subsequence (gk) = (fnk) and f in Lp such thatalmost surely for every sub-subsequence. All of these results are examples of subsequence principles: a sequence of random variables, satisfying an appropriate moment condition, has a subsequence which satisfies some property enjoyed by sequences of independent identically distributed random variables. Recently Aldous(1), using tightness arguments, has shown that for a general class of properties such a subsequence principle holds: in particular, the results listed above are all special cases of Aldous' principal result.

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