1. On laws exhibiting universal ordering under stochastic restart
- Author
-
Matija Vidmar
- Subjects
Statistics and Probability ,zanesljivost ,iskanje s ponastavljanjem ,0211 other engineering and technologies ,FOS: Physical sciences ,Stochastic dominance ,stochastic restart ,Mathematics - Statistics Theory ,Statistics Theory (math.ST) ,02 engineering and technology ,Computer Science::Computational Geometry ,01 natural sciences ,010104 statistics & probability ,reset search ,branching ,stohastično ponastavljanje ,stohastična dominanca prvega reda ,FOS: Mathematics ,Applied mathematics ,first-order stochastic dominance ,0101 mathematics ,Mathematics ,021103 operations research ,reliability ,Quantitative Biology::Neurons and Cognition ,Reset (finance) ,Probability (math.PR) ,razvejanje ,Constant rate ,new better than old distributions ,Physics - Data Analysis, Statistics and Probability ,nove boljše kot stare porazdelitve ,Computer Science::Programming Languages ,udc:519.213 ,Data Analysis, Statistics and Probability (physics.data-an) ,Mathematics - Probability ,Computer Science::Formal Languages and Automata Theory - Abstract
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.
- Published
- 2023