We propose a test of the hypothesis of stochastic monotonicity. This hypothesis is of interest in many applications. Our test is based on the supremum of a rescaled U-statistic. We show that its asymptotic distribution is Gumbel. The proof is difficult because the approximating Gaussian...

The paper proposes a simple test for the hypothesis of strong cycles and as a by-product a test for weak dependence for linear processes. We show that the limit distribution of the test is the maximum of a (semi)Gaussian process G(amp;#964;), amp;#964; amp;#8712; [0; 1]. Because the covariance structure of...

In this paper we use the method of images to derive the closed-form formula for the first passage time density of a timed-dependent Ornstein-Uhlenbeck process to a parametric class of moving boundaries. The results are then applied to develop a simple, efficient and systematic approximation...

Steel structures such as bridges, tanks and pylons are exposed to outdoor weathering conditions. In order to prevent them from corrosion they are protected by an organic coating system. Unfortunately, the coating system itself is also subject to deterioration. Imperfect maintenance actions such...