Related papers: Copulas in Hilbert spaces
Although copulas are used and defined for various infinite-dimensional objects (e.g. Gaussian processes and Markov processes), there is no prevalent notion of a copula that unifies these concepts. We propose a unified approach and define…
In this note we provide a quick proof of the Sklar's Theorem on the existence of copulas by using the generalized inverse functions as in the one dimensional case, but a little more sophisticated.
Copulas are known to satisfy a number of regularity properties, and one might therefore believe that their densities, when they exist, admit a certain degree of regularity themselves. We show that this is not true in general by constructing…
In this paper we present a surprisingly general extension of the main result of a paper that appeared in this journal: I. Montes et al., Sklar's theorem in an imprecise setting, Fuzzy Sets and Systems, 278 (2015), 48--66. The main tools we…
This paper presents a bicomplex version of the Spectral Decomposition Theorem on infinite dimensional bicomplex Hilbert spaces. In the process, the ideas of bounded linear operators, orthogonal complements and compact operators on bicomplex…
We prove Sklar's theorem in infinite dimensions via a topological argument and the notion of inverse systems.
We introduce a notion of coarse embedding at infinity into Hilbert space for metric spaces, which is a weakening of the notion of fibred coarse embedding and a far generalization of Gromov's concept of coarse embedding. It turns out that a…
A new class of copulas based on order statistics was introduced by Baker (2008). Here, further properties of the bivariate and multivariate copulas are described, such as that of likelihood ratio dominance (LRD), and further bivariate…
The omnipotence of copulas when modeling dependence given marg\-inal distributions in a multivariate stochastic situation is assured by the Sklar's theorem. Montes et al.\ (2015) suggest the notion of what they call an \emph{imprecise…
In this paper, we investigate several subsets of $n$-copulas and $n$-quasi-copulas from the perspective of convex-lineability and the recently introduced concept of convex-spaceability. Our purpose is to determine when such families contain…
In this paper we study expansions of infinite dimensional Hilbert spaces with a unitary representation of a discrete countable group. When the group is finite, we prove the theory of the corresponding expansion, regardless if it is…
In this paper we solve in the negative the problem proposed in this journal (I. Montes et al., Sklar's theorem in an imprecise setting, Fuzzy Sets and Systems, 278 (2015), 48-66) whether an order interval defined by an imprecise copula…
Main theorem of this paper states that Floer cohomology groups in a Hilbert space are isomorphic to the cohomological Conley Index. It is also shown that calculating cohomological Conley Index does not require finite dimensional…
We will formulate and prove a generalization of the isoperimetric inequality in the plane. Using this inequality we will construct an unitary space - and in consequence - an isomorphic copy of a separable infinite dimensional Hilbert space,…
Infinite-dimensional manifolds modelled on arbitrary Hilbert spaces of functions are considered. It is shown that changes in model rather than changes of charts within the same model make coordinate formalisms on finite and…
We extend to infinite dimensional Hilbert spaces a celebrated result, due to B. Polyak, about the convexity of the joint image of quadratic functions. We give sufficient conditions which assure that the joint image is also closed. However,…
We give necessary and sufficient conditions for the sum of n subspaces of a Hilbert space to be closed. We also present various properties of n-tuples of subspaces with closed sum.
Hilbert evolution algebras generalize evolution algebras through a framework of Hilbert spaces. In this work we focus on infinite-dimensional Hilbert evolution algebras and their representation through a suitably defined weighted digraph.…
Using the Spectral Theorem for unbounded self-adjoint operators we prove that any countable family of Lagrangian subspaces of a symplectic Hilbert space admits a common complementary Lagrangian.
We prove a Hopf bifurcation theorem in Hilbert spaces for abstract semilinear equations, which improves a classical result by Crandall and Rabinowitz in the case where basic spaces are Hilbert spaces. Actually, our theorem does not need any…