Populations evolving under the joint influence of recombination and resampling (traditionally known as genetic drift) are investigated. First, we summarize and adapt a deterministic approach, as valid for infinite populations, which assumes continuous time and single crossover events. The corresponding nonlinear system of differential equations permits a closed solution, both in terms of the ty...

We present numerical solutions of the stochastic Korteweg-de Vries equation for three cases corresponding to additive time-dependent noise, multiplicative space-dependent noise and a combination of the two. We employ polynomial chaos for discretization in random space, and discontinuous Galerkin and finite difference for discretization in physical space. The accuracy of the stochastic solutions...

Poverty measures are used to measure poverty levels or degrees of poverty in a population. Stochastic dominance refers to a set of relations between distributions. Stochastic dominance orders of poverty measures have been discussed by many authors in the literature. In this paper, definition of stochastic dominance is introduced and used to order poverty measures. Hypotheses testing on stochast...

Stochastic subspace identification methods are an efficient tool for system identification of mechanical systems in Operational Modal Analysis, where modal parameters (natural frequencies, damping ratios, mode shapes) are estimated from measured ambient vibration data of a structure. System identification is usually done for many successive model orders, as the true system order is unknown. The...

Li and Shaked (2007) introduced the family of generalized total time on test transform (TTT) stochastic orders, which is parameterized by a real function h that can be used to capture the preferences of a decision maker. It is natural to look for properties of these orders when there is an uncertainty in determining the appropriate function h. In this paper we study these orders when h is nonde...

A model is proposed to study optimal trading strategies in a limit order book, as typically arise when a trader has a block of shares to liquidate and she submits limit orders. The execution of limit orders is uncertain, which leads to a stochastic control problem. In contrast to previous literature, we allow the trader to choose both the quotes and the sizes of her submitted orders. Great atte...

Due to demanding service levels in e-commerce order fulfillment, modeling and analysis of integrated storage picking processes warehouses deserve special attention. The upstream system can have a significant impact on the performance downstream process. With particular focus multiline orders, we develop an analytical framework for (shuttle-based retrieval system) (pick networks. To capture cons...

In Summer 2010, the first author (HL) visited the second author (XL) at Lanzhou University, China, and chaired the dissertation defense for XL’s two graduating doctoral students. During the visit, we discussed that a large reliability meeting (MMR2011) was scheduled to be held in Beijing in the summer of 2011, and that the meeting would attract some stochastic inequalities people, including Pro...