A Parrondo Paradox in Reliability Theory

Parrondo's paradox arises in sequences of games in which a winning expectation may be obtained by playing the games in a random order, even though each game in the sequence may be lost when played individually. We present a suitable version of Parrondo's paradox in reliability theory involving two systems in series, the units of the first system being less reliable than those of the second. If the first system is modified so that the distributions of its new units are mixtures of the previous distributions with equal probabilities, then under suitable conditions the new system is shown to be more reliable than the second in the "usual stochastic order" sense.Comment: 6 page

On jump-diffusion processes with regime switching: martingale approach

We study jump-diffusion processes with parameters switching at random times. Being motivated by possible applications, we characterise equivalent martingale measures for these processes by means of the relative entropy. The minimal entropy approach is also developed. It is shown that in contrast to the case of L\'evy processes, for this model an Esscher transformation does not produce the minimal relative entropy.Comment: 23 pages, 2 figure

A review on symmetry properties of birth-death processes

In this paper we review some results on time-homogeneous birth-death processes. Specifically, for truncated birth-death processes with two absorbing or two reflecting endpoints, we recall the necessary and sufficient conditions on the transition rates such that the transition probabilities satisfy a spatial symmetry relation. The latter leads to simple expressions for first-passage-time densities and avoiding transition probabilities. This approach is thus thoroughly extended to the case of bilateral birth-death processes, even in the presence of catastrophes, and to the case of a two-dimensional birth-death process with constant rates.Comment: 16 pages, 4 figure

On the Effect of Random Alternating Perturbations on Hazard Rates

We consider a model for systems perturbed by dichotomous noise, in which the hazard rate function of a random lifetime is subject to additive time-alternating perturbations described by the telegraph process. This leads us to define a real-valued continuous-time stochastic process of alternating type expressed in terms of the integrated telegraph process for which we obtain the probability distribution, mean and variance. An application to survival analysis and reliability data sets based on confidence bands for estimated hazard rate functions is also provided.Comment: 14 pages, 6 figure

Extension of the past lifetime and its connection to the cumulative entropy

Given two absolutely continuous nonnegative independent random variables, we define the reversed relevation transform as dual to the relevation transform. We first apply such transforms to the lifetimes of the components of parallel and series systems under suitably proportionality assumptions on the hazards rates. Furthermore, we prove that the (reversed) relevation transform is commutative if and only if the proportional (reversed) hazard rate model holds. By repeated application of the reversed relevation transform we construct a decreasing sequence of random variables which leads to new weighted probability densities. We obtain various relations involving ageing notions and stochastic orders. We also exploit the connection of such a sequence to the cumulative entropy and to an operator that is dual to the Dickson-Hipp operator. Iterative formulae for computing the mean and the cumulative entropy of the random variables of the sequence are finally investigated

Stochastic comparisons of series and parallel systems with randomized independent components

Consider a series or parallel system of independent components and assume that the components are randomly chosen from two different batches, with the components of the first batch being more reliable than those of the second. In this note it is shown that the reliability of the system increases, in usual stochastic order sense, as the random number of components chosen from the first batch increases in increasing convex order. As a consequence, we establish a result analogous to the Parrondo's paradox, which shows that randomness in the number of components extracted from the two batches improves the reliability of the series syste

Concurrently Non-Malleable Zero Knowledge in the Authenticated Public-Key Model

We consider a type of zero-knowledge protocols that are of interest for their practical applications within networks like the Internet: efficient zero-knowledge arguments of knowledge that remain secure against concurrent man-in-the-middle attacks. In an effort to reduce the setup assumptions required for efficient zero-knowledge arguments of knowledge that remain secure against concurrent man-in-the-middle attacks, we consider a model, which we call the Authenticated Public-Key (APK) model. The APK model seems to significantly reduce the setup assumptions made by the CRS model (as no trusted party or honest execution of a centralized algorithm are required), and can be seen as a slightly stronger variation of the Bare Public-Key (BPK) model from \cite{CGGM,MR}, and a weaker variation of the registered public-key model used in \cite{BCNP}. We then define and study man-in-the-middle attacks in the APK model. Our main result is a constant-round concurrent non-malleable zero-knowledge argument of knowledge for any polynomial-time relation (associated to a language in $\mathcal{NP}$), under the (minimal) assumption of the existence of a one-way function family. Furthermore,We show time-efficient instantiations of our protocol based on known number-theoretic assumptions. We also note a negative result with respect to further reducing the setup assumptions of our protocol to those in the (unauthenticated) BPK model, by showing that concurrently non-malleable zero-knowledge arguments of knowledge in the BPK model are only possible for trivial languages

On a bilateral birth-death process with alternating rates

We consider a bilateral birth-death process characterized by a constant transition rate $\lambda$ from even states and a possibly different transition rate $\mu$ from odd states. We determine the probability generating functions of the even and odd states, the transition probabilities, mean and variance of the process for arbitrary initial state. Some features of the birth-death process confined to the non-negative integers by a reflecting boundary in the zero-state are also analyzed. In particular, making use of a Laplace transform approach we obtain a series form of the transition probability from state 1 to the zero-state.Comment: 13 pages, 3 figure