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math.PR2026
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.…
math.PR2025
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…
math.PR2024
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…