On laws exhibiting universal ordering under stochastic restart

Vidmar, Matija (author)

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.

• Language: English
• Keywords: stochastic restart, reset search, branching, reliability, first-order stochastic dominance, new better than old distributions
• Work type: Article
• Typology: 1.01 - Original Scientific Article
• Organization: FMF - Faculty of Mathematics and Physics
• Publication status: Published
• Publication version: Version of Record
• Year: 2022
• Number of pages: Str. 1290-1305
• Numbering: Vol. 51, no. 5
• PID: 20.500.12556/RUL-147425
• UDC: 519.213
• ISSN on article: 0361-0926
• DOI: 10.1080/03610926.2020.1759640
• COBISS.SI-ID: 19469059
• Publication date in RUL: 05.07.2023

Record is a part of a journal

• Title: Communications in statistics. Theory and methods
• Shortened title: Commun. stat., Theory methods
• Publisher: Taylor & Francis
• ISSN: 0361-0926
• COBISS.SI-ID: 1639957

Licences

• License: CC BY-NC-ND 4.0, Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International
• Link: http://creativecommons.org/licenses/by-nc-nd/4.0/
• Description: The most restrictive Creative Commons license. This only allows people to download and share the work for no commercial gain and for no other purposes.

Secondary language

• Language: Slovenian
• Keywords: stohastično ponastavljanje, iskanje s ponastavljanjem, razvejanje, zanesljivost, stohastična dominanca prvega reda, nove boljše kot stare porazdelitve

Projects

• Funder: ARRS - Slovenian Research Agency
• Project number: P1-0402
• Name: Matematična fizika