Trimmed Likelihood Estimation of the Parameters of the Generalized Extreme Value Distributions: a Monte-Carlo Study

2000 Mathematics Subject Classification: Primary 62F35; Secondary 62P99

On a Second Order Condition for Max-Semistable Laws

2000 Mathematics Subject Classification: 62G32, 62G20.

On Estimation and Testing for Pareto Tails

2010 Mathematics Subject Classification: 62F10, 62F12.

Distances between Predicates in By-Analogy Reasoning Systems

The purpose is to develop expert systems where by-analogy reasoning is used. Knowledge “closeness” problems are known to frequently emerge in such systems if knowledge is represented by different production rules. To determine a degree of closeness for production rules a distance between predicates is introduced. Different types of distances between two predicate value distribution functions are considered when predicates are “true”. Asymptotic features and interrelations of distances are studied. Predicate value distribution functions are found by empirical distribution functions, and a procedure is proposed for this purpose. An adequacy of obtained distribution functions is tested on the basis of the statistical 2 χ –criterion and a testing mechanism is discussed. A theorem, by which a simple procedure of measurement of Euclidean distances between distribution function parameters is substituted for a predicate closeness determination one, is proved for parametric distribution function families. The proposed distance measurement apparatus may be applied in expert systems when reasoning is created by analogy.

Study of Queuing Systems with a Generalized Departure Process

This work was supported by the Bulgarian National Science Fund under grant BY-TH-105/2005.

Boundary-Value Problems for almost Nonlinear Singularly Perturbed Systems of Ordinary Differential Equations

A boundary-value problems for almost nonlinear singularly perturbed systems of ordinary differential equations are considered. An asymptotic solution is constructed under some assumption and using boundary functions and generalized inverse matrix and projectors.

Extreme Situations Prediction by MultidimenSional Heterogeneous Time Series Using Logical Decision Functions

* The work is supported by RFBR, grant 04-01-00858-a

Conditional Confidence Interval for the Scale Parameter of a Weibull Distribution

2000 Mathematics Subject Classification: 62F25, 62F03.

Nonlocal Boundary Value Problems for Two-Dimensional Potential Equation on a Rectangle

Иван Димовски, Юлиан Цанков - Предложено е разширение на принципa на Дюамел. За намиране на явно решение на нелокални гранични задачи от този тип е развито операционно смятане основано върху некласическа двумерна конволюция. Пример от такъв тип е задачата на Бицадзе-Самарски.

Generalized Priority Systems. Analytical Results and Numerical Algorithms

A class of priority systems with non-zero switching times, referred as generalized priority systems, is considered. Analytical results regarding the distribution of busy periods, queue lengths and various auxiliary characteristics are presented. These results can be viewed as generalizations of the Kendall functional equation and the Pollaczek-Khintchin transform equation, respectively. Numerical algorithms for systems’ busy periods and traffic coefficients are developed. ACM Computing Classification System (1998): 60K25.

A Generalized Quasi-Likelihood Estimator for Nonstationary Stochastic Processes−Asymptotic Properties and Examples

2010 Mathematics Subject Classification: 62F12, 62M05, 62M09, 62M10, 60G42.

On Generalized Models and Singular Products of Distributions in Colombeau Algebra G(R)

MSC 2010: 46F30, 46F10

Bayesian and Frequentist Two-Sample Predictions of the Inverse Weibull Model Based on Generalized Order Statistics

2000 Mathematics Subject Classification: 62E16,62F15, 62H12, 62M20.