Stochastic differential equations (SDEs) and random processes form a central framework for modelling systems influenced by inherent uncertainties. These mathematical constructs are used to rigorously ...
Journal of Applied Probability, Vol. 29, No. 1 (Mar., 1992), pp. 156-167 (12 pages) We present some monotonicity and convexity properties for the sequence of partial sums associated with a sequence of ...
Spacings (that is, the differences between successive order statistics) are useful in various applications in statistics. Many properties of the spacing are known when the spacings are constructed ...