Related papers: Dependence Properties of B-Spline Copulas
We prove that a multiplicative function $f:\mathbb{N}\to\mathbb{C}$ is Toeplitz if and only if there are a Dirichlet character $\chi$ and a finite subset $F$ of prime numbers such that $f(n)=\chi(n)$ for each $n$ which is coprime to all…
Motivated by the recent developments of de Branges-Rovnyak spaces, we investigate the function theoretic aspects of finite rank de Branges-Rovnyak spaces $H(B)$ generated by row-valued Schur functions $B$. We provide a generalization of…
A new class of bivariate distributions is introduced that extends the Generalized Marshall-Olkin distributions of Li and Pellerey (2011). Their dependence structure is studied through the analysis of the copula functions that they induce.…
It is known that backward iterations of independent copies of a contractive random Lipschitz function converge almost surely under mild assumptions. By a sieving (or thinning) procedure based on adding to the functions time and space…
A stochastic model is presented for a super-position of uncorrelated pulses with a random distribution of amplitudes, sizes, velocities and arrival times. The pulses are assumed to move radially with fixed shape and amplitudes decaying…
We derive an infinite hierarchy of exact equations for the Bak-Sneppen model in arbitrary dimensions. These equations relate different moments of temporal duration and spatial size of avalanches. We prove that the exponents of the BS model…
We consider a large family of branching-selection particle systems. The branching rate of each particle depends on its rank and is given by a function $b$ defined on the unit interval. There is also a killing measure $D$ supported on the…
Given a random sample from a continuous multivariate distribution, Stute's representation is obtained for empirical copula processes constructed from a broad class of smooth, possibly data-adaptive nonparametric copula estimators. The…
In this paper, we continue Voiculescu's recent work on the analogous extreme value theory in the context of bi-free probability theory. We derive various equivalent conditions for a bivariate distribution function to be bi-freely…
We extend recent higher order concentration results in the discrete setting to include functions of possibly dependent variables whose distribution (on the product space) satisfies a logarithmic Sobolev inequality with respect to a…
We study correlation functions of half-BPS operators in planar $\mathcal{N}=4$ Super-Yang-Mills at strong coupling, in the classical limit where operator dimensions scale with the coupling. We focus on the two-dimensional kinematics…
Tests of equality of copulas between two samples are introduced and studied using the empirical Bernstein copula process. Three statistics are proposed and their asymptotic properties are established. Besides, a subsampling Bernstein…
Estimates for initial coefficients of Taylor-Maclaurin series of bi-univalent functions belonging to certain classes defined by subordination are obtained. Our estimates improve upon the earlier known estimates for second and third…
A continuous infinite system of point particles with strong superstable interaction is considered in the framework of classical statistical mechanics. The family of approximated correlation functions is determined in such a way, that they…
Along the line of thoughts of Berry and Robnik{\cite{Ber}}, the limiting gap distribution function of classically integrable quantum systems is derived in the limit of infinitely many independent components. The limiting gap distribution…
We consider functions satisfying the subcritical Beurling's condition, viz., $$\int_{\R^n}\int_{\R^n} |f(x)| |\hat{f}(y)| e^{a |x \cdot y|} \, dx \, dy < \infty$$ for some $ 0 < a < 1.$ We show that such functions are entire vectors for the…
While there is substantial need for dependence models in higher dimensions, most existing models quickly become rather restrictive and barely balance parsimony and flexibility. Hierarchical constructions may improve on that by grouping…
We consider a four-vertex model introduced by B\'{a}lint T\'{o}th: a dependent bond percolation model on $\mathbb{Z}^2$ in which every edge is present with probability 1/2 and each vertex has exactly two incident edges, perpendicular to…
We derive exact expressions for the excess number of clusters b and the excess cumulants b_n of a related quantity at the 2-D percolation point. High-accuracy computer simulations are in accord with our predictions. b is a finite-size…
Analytical expressions of some of the spin-spin correlation functions up to eight lattice sites for the spin-1/2 anti-ferromagnetic Heisenberg chain at zero temperature without magnetic field are obtained. The key object of our method is…