Related papers: Simplified Pair Copula Constructions --- Limits an…
A natural construction of the logarithmic extension of the M(2,p) minimal models is presented, which generalises our previous model [0708.0802] of percolation (p=3). Its key aspect is the replacement of the minimal model irreducible modules…
We consider a multi-parameter model for randomly constructing simplicial complexes. This model interpolates between random clique complexes and Linial-Meshulam random $k$-dimensional complexes, two models that have been extensively studied.…
The main goal of this paper is to study the extent of freedom one has in constructing quasi-copulas vs. copulas. Specifically, it exhibits three construction methods for quasi-copulas based on recent developments: a representation of…
Archimedean copulas are popular in the world of multivariate modelling as a result of their breadth, tractability, and flexibility. A. J. McNeil and J. Ne\v{s}lehov\'a (2009) showed that the class of Archimedean copulas coincides with the…
We determine under which conditions three bivariate copulas are compatible, viz. they are the bivariate marginals of the same trivariate copula, and, then, construct the class of these copulas. In particular, the upper and lower bounds for…
We study monoidal 2-categories and bicategories in terms of categorical extensions and the cohomological data they determine in appropriate cohomology theories with coefficients in Picard groupoids. In particular, we analyze the hierarchy…
We use the topology of simplicial complexes to model political structures following [1]. Simplicial complexes are a natural tool to encode interactions in the structures since a simplex can be used to represent a subset of compatible…
Thanks to their ability to capture complex dependence structures, copulas are frequently used to glue random variables into a joint model with arbitrary marginal distributions. More recently, they have been applied to solve statistical…
We construct the COpula Recursive Tree (CORT) estimator: a flexible, consistent, piecewise linear estimator of a copula, leveraging the patchwork copula formalization and various piecewise constant density estimators. While the patchwork…
Cylindrical data frequently arise across various scientific disciplines, including meteorology (e.g., wind direction and speed), oceanography (e.g., marine current direction and speed or wave heights), ecology (e.g., telemetry), and…
We study a class of subdivision invariant lattice models based on the gauge group $Z_{p}$, with particular emphasis on the four dimensional example. This model is based upon the assignment of field variables to both the $1$- and…
Modelling multivariate circular time series is considered. The cross-sectional and serial dependence is described by circulas, which are analogs of copulas for circular distributions. In order to obtain a simple expression of the dependence…
The need for a method to construct multidimensional distribution function is increasing recently, in the era of huge multiwavelength surveys. We have proposed a systematic method to build a bivariate luminosity or mass function of galaxies…
Testing for pairwise independence for the case where the number of variables may be of the same size or even larger than the sample size has received increasing attention in the recent years. We contribute to this branch of the literature…
Sarmanov copulas offer a simple and tractable way to build multivariate distributions by perturbing the independence copula. They admit closed-form expressions for densities and many functionals of interest, making them attractive for…
Linearized Coupled Cluster Doubles (LinCCD) often provides near-singular energies in small-gap systems that exhibit static correlation. This has been attributed to the lack of quadratic $T_2^2$ terms that typically balance out small energy…
This paper investigates the probabilistic properties that determine the existence of space-time transformations between diffusion processes. We prove that two diffusions are related by a monotone space-time transformation if and only if…
For theories with multiple couplings we construct simple expressions for the four-dimensional (or, in general, integer-dimensional) renormalization constants assuming that all divergences are logarithmical. These expressions allow relating…
Vine copulas constitute a flexible way for modeling of dependences using only pair copulas as building blocks. The pair-copula constructions introduced by Joe (1997) are able to encode more types of dependences in the same time since they…
Weak convergence of the empirical copula process is shown to hold under the assumption that the first-order partial derivatives of the copula exist and are continuous on certain subsets of the unit hypercube. The assumption is…