4 citations · 4 across the 13 of their papers we have counts for
14 papers
Stochastic Ordering of Dependent Systems under Transformation Models and Archimedean Copulas
Idir Arab, Milto Hadjikyriakou, Paulo Eduardo Oliveira
We study stochastic ordering of system lifetimes with dependent and heterogeneous components whose marginal distributions are obtained through transformations of a common baseline.…
Doob-type optional sampling theorems for demimartingales with applications to associated sequences
Milto Hadjikyriakou, B. L. S Prakasa Rao
We establish optional sampling inequalities for demimartingales and demisubmartingales under suitable monotonicity assumptions on the stopping rule. First, we establish comparison…
Stochastic orders and shape properties for a new distorted proportional odds model
Idir Arab, Milto Hadjikyriakou, Paulo Eduardo Oliveira
Building on recent developments in models focused on the shape properties of odds ratios, this paper introduces two new models that expand the class of available distributions whil…
On the limit distribution of extremes of generalized Oppenheim random variables
Milto Hadjikyriakou, Rita Giuliano
This paper investigates the asymptotic behavior of the extremes of a sequence of generalized Oppenheim random variables. Particularly, we establish conditions under which some norm…
Strong laws of large numbers for lightly trimmed sums of generalized Oppenheim expansions
Milto Hadjikyriakou, Rita Giuliano
In the framework of generalized Oppenheim expansions we prove strong law of large numbers for lightly trimmed sums. In the first part of this work we identify a particular class of…
Intermediately Trimmed Sums of Oppenheim Expansions: a Strong Law
Rita Giuliano, Milto Hadjikyriakou
The work of this paper is devoted to obtaining strong laws for intermediately trimmed sums of random variables with infinite means. Particularly, we provide conditions under which…
Discrete Gronwall inequalities for demimartingales
Milto Hadjikyriakou, B. L. S. Prakasa Rao
The aim of this work is to obtain discrete versions of stochastic Gronwall inequalities involving demimartingale sequences. The results generalize the respective theorems for marti…
Maximal inequalities and convergence results on multidimensionally indexed demimartingales
Milto Hadjikyriakou, B. L. S. Prakasa Rao
We obtain some maximal probability and moment inequalities for multidimensionally indexed demimartingales. Although the class of single-indexed demimartingales has been studied ext…
Convergence for weighted sums of Luroth type random variables
Rita Giuliano, Milto Hadjikyriakou
In this work we prove an asymptotic result, that under some conditions on the involved distribution functions, is valid for any Oppenheim expansion, extending a classical result pr…
On exact laws of large numbers for Oppenheim expansions with infinite mean
Rita Giuliano, Milto Hadjikyriakou
In this work we investigate the asymptotic behaviour of weighted partial sums of a particular class of random variables related to Oppenheim series expansions. More precisely, we v…
Non-comparability with respect to the convex transform order with applications
Idir Arab, Milto Hadjikyriakou, Paulo Eduardo Oliveira
In the literature of stochastic orders, one rarely finds results that can be considered as criteria for the non-comparability of random variables. In this paper, we provide results…
On a conjecture about the comparability of parallel systems with respect to convex transform order
Idir Arab, Milto Hadjikyriakou, Paulo Eduardo Oliveira
In this paper we prove that two heterogeneous parallel systems with independent exponentially distributed components are comparable via the star transform order while the compariso…
On the limit behavior of iterated equilibrium distributions for the Gamma and Weibull families
Idir Arab, Milto Hadjikyriakou, Paulo Eduardo Oliveira
In this paper, we study the evolution of iterated equilibrium distributions for the Gamma and Weibull families of distributions as the iteration step increases. We characterize the…
Failure Rate Properties of Parallel Systems
Idir Arab, Milto Hadjikyriakou, Paulo Eduardo Oliveira
We study failure rate monotonicity and generalized convex transform stochastic ordering properties of random variables, with a concern on applications. We are especially interested…