We develop a dynamic multivariate default model for a portfolio of credit-risky assets in which default times are modelled as random variables with possibly different marginal distributions, and Lévy subordinators are used to model the dependence among default times. In particular, we define a...

Slepian and Sudakov-Fernique type inequalities, which com- pare expectations of maxima of Gaussian random vectors under certain restrictions on the covariance matrices, play an important role in probability theory, especially in empirical process and extreme value theories. Here we give explicit...

Instant demand of products and services by technologically active users has increased the demand for open source software (OSS)-based applications. Unfortunately, with the complexity and lack of understanding of OSS-based systems, it becomes difficult for a testing team to remove the faults and...