In this paper we consider how to annotate or label regions of grey-level or multispectral images based upon known labels and a set of interacting hierarchical doubly stochastic processes. The proposed model extends current work on the use of hierarchical Markovian models for image processing using multiscale representations. In this paper we explore a new bijective up-down algorithm whereby the...

We establish limit theorems for component–wise maxima of independent and identically distributed heavy–tailed processes. The focus here is on weak convergence in Hölder spaces. Given that the finite–dimensional distributions converge, the classical tightness conditions of Lamperti apply, provided that one can control the tail–behavior of Hölder norms. Here, by using a powerful isomorphism theor...

Common Failings: How Corporate Defaults are Correlated We develop, and apply to data on U.S. corporations from 1979-2004, tests of the standard doubly-stochastic assumption under which firms’ default times are correlated only as implied by the correlation of factors determining their default intensities. This assumption is violated in the presence of contagion or “frailty” (unobservable explana...

As is known, the Schur complements of diagonally dominant matrices are diagonally dominant; the same is true of doubly diagonally dominant matrices. The purpose of this paper is to extend the results to the generalized doubly diagonally dominant matrices (a proper subset of H -matrices); that is, we show that the Schur complement of a generalized doubly diagonally dominant matrix is a generaliz...

We show that there exist bivariate proper quasi-copulas that do not induce a doubly stochastic signed measure on [0, 1]. We construct these quasi-copulas from the so-called proper quasitransformation square matrices.

In this paper, a class of reflected generalized backward doubly stochastic differential equations (reflected GBDSDEs in short) driven by Teugels martingales associated with Lévy process and the integral with respect to an adapted continuous increasing process is investigated. We obtain the existence and uniqueness of solutions to these equations. A probabilistic interpretation for solutions to ...