Related papers: Dependence Properties of B-Spline Copulas
We study the spreading of correlations in the Bose-Hubbard chain, using the time-dependent matrix-product state approach. In both the superfluid and the Mott-insulator phases, we find that the time-dependent correlation functions generally…
We introduce a hierarchy of conditions necessarily satisfied by any distribution P(ab) representing the probabilities for two separate observers to obtain outcomes a and b when making local measurements on a shared quantum state. Each…
We study the total positivity of the kernel $1/(x^2 + 2 \cos(\pi\a)xy +y^2).$ The case of infinite order is characterized by an application of Schoenberg's theorem. We then give necessary conditions for the cases of any given finite order…
We study nonlinear approximation in $\operatorname{BMO}$ from splines generated by a hierarchy of B-splines over regular multilevel nested partitions of $\mathbb R$. Companion Jackson and Bernstein estimates are established that allow to…
Statistical inference in high-dimensional settings is challenging when standard unregularized methods are employed. In this work, we focus on the case of multiple correlated proportions for which we develop a Bayesian inference framework.…
In a recent paper Yang and Stufken [Ann. Statist. 40 (2012a) 1665-1685] gave sufficient conditions for complete classes of designs for nonlinear regression models. In this note we demonstrate that there is an alternative way to validate…
For a family of integer-valued height functions defined over the faces of planar graphs, we establish a relation between the probability of connection by level sets and the spin-spin correlations of the dual $O(2)$ symmetric spin models…
We are interested in investigating the statistical properties of extreme values for strongly correlated variables. The starting motivation is to understand how the strong-correlation properties of power-law distributed processes affect the…
We have introduced and investigated so-called Shlomilchs and Bells series for modified Bessel's functions, namely, their asymptotic and non-asymptotic properties, connection with Stirling's and Bell's numbers etc. We have obtained exact…
It does not seem to have been observed previously that the classical Bernstein polynomials $B_N(f)(x)$ are closely related to the Bergman-Szego kernels $\Pi_N$ for the Fubini-Study metric on $\CP^1$: $B_N(f)(x)$ is the Berezin symbol of the…
We derive the exact beyond-linear fluctuation dissipation relation, connecting the response of a generic observable to the appropriate correlation functions, for Markov systems. The relation, which takes a similar form for systems governed…
Motivated by the recent results on the asymptotic behavior of Toeplitz determinants with Fisher-Hartwig singularities, we develop an asymptotic expansion for transverse spin correlations in the XX spin-1/2 chain. The coefficients of the…
A finite-support constraint on the parameter space is used to derive a lower bound on the error of an estimator of the correlation coefficient in the bivariate exponential distribution. The bound is then exploited to examine optimality of…
We study a special class of four-point correlation functions of infinitely heavy half-BPS operators in planar N=4 SYM which admit factorization into a product of two octagon form factors. We demonstrate that these functions satisfy a system…
Weak convergence of the empirical copula process indexed by a class of functions is established. Two scenarios are considered in which either some smoothness of these functions or smoothness of the underlying copula function is required. A…
We consider the set of finite sequences of length n over a finite or countable alphabet C. We consider the function which associate each given sequence with the size of the maximum overlap with a (shifted) copy of itself. We compute the…
The Mittag-Leffler process $X=(X_t)_{t\ge 0}$ is introduced. This Markov process has the property that its marginal random variables $X_t$ are Mittag-Leffler distributed with parameter $e^{-t}$, $t\in [0,\infty)$, and the semigroup…
The scalar products, form factors and correlation functions of the XXZ spin chain with twisted (or antiperiodic) boundary condition are obtained based on the inhomogeneous $T-Q$ relation and the Bethe states constructed via the off-diagonal…
Pickands dependence functions characterize bivariate extreme value copulas. In this paper, we study the class of polynomial Pickands functions. We provide a solution for the characterization of such polynomials of degree at most $m+2$,…
The main objective of this paper consists in creating a new class of copulae from various joint distributions occurring in connection with certain Brownian motion processes. We focus our attention on the distributions of univariate Brownian…