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Related papers: On the notion of quantum copulas

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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…

Probability · Mathematics 2020-12-23 Fred Espen Benth , Giulia Di Nunno , Dennis Schroers

Sklar's theorem is an important tool that connects bidimensional distribution functions with their marginals by means of a copula. When there is imprecision about the marginals, we can model the available information by means of p-boxes,…

Probability · Mathematics 2016-01-12 Ignacio Montes , Enrique Miranda , Renato Pelessoni , Paolo Vicig

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…

Probability · Mathematics 2023-08-28 Matjaž Omladič , Nik Stopar

New in the probability theory and eventology theory, the concept of Kopula (eventological copula) is introduced. The theorem on the characterization of the sets of events by Kopula is proved, which serves as the eventological pre-image of…

Other Statistics · Statistics 2018-02-23 Oleg Yu. Vorobyev

Copulas have now become ubiquitous statistical tools for describing, analysing and modelling dependence between random variables. Sklar's theorem, "the fundamental theorem of copulas", makes a clear distinction between the continuous case…

Methodology · Statistics 2019-02-12 Gery Geenens

The main purpose of thispaper is to show that composite quantum-like (QL) systems can closely mimic the separable states of quantum systems, and that suitable physical systems exhibiting these states exist. It is shown that QL graphs can…

Quantum Physics · Physics 2026-03-24 Gregory D. Scholes

Quantum superposition says that any physical system simultaneously exists in all of its possible states, the number of which is exponential in the number of entities composing the system. The strength of presence of each possible state in…

Neural and Evolutionary Computing · Computer Science 2017-07-19 Gerard J. Rinkus

In this article, the concept of copulas is generalised to infinite dimensional Hilbert spaces. We show one direction of Sklar's theorem and explain that the other direction fails in infinite dimensional Hilbert spaces. We derive a necessary…

Probability · Mathematics 2015-09-24 Erika Hausenblas , Markus Riedle

In probability and statistics, copulas play important roles theoretically as well as to address a wide range of problems in various application areas. In this paper, we introduce the concept of multivariate discrete copulas, discuss their…

Methodology · Statistics 2013-05-27 Roman Schefzik

Modeling joint probability distributions is an important task in a wide variety of fields. One popular technique for this employs a family of multivariate distributions with uniform marginals called copulas. While the theory of modeling…

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…

Probability · Mathematics 2022-09-29 Matjaž Omladič , Damjan Škulj

Copula models are flexible tools to represent complex structures of dependence for multivariate random variables. According to Sklar's theorem (Sklar, 1959), any d-dimensional absolutely continuous density can be uniquely represented as the…

Methodology · Statistics 2021-03-05 Clara Grazian , Luciana Dalla Valle , Brunero Liseo

In probability and statistics, copulas play important roles theoretically as well as to address a wide range of problems in various application areas. We introduce the concept of multivariate discrete copulas, discuss their equivalence to…

Methodology · Statistics 2015-12-18 Roman Schefzik

Copulas are functions that describe dependence structures of random vectors, without describing their univariate marginals. In statistics, the separation is sometimes useful, the quality and/or quantity of available information on these two…

Computation · Statistics 2024-11-14 Oskar Laverny , Santiago Jimenez

This paper introduces vector copulas associated with multivariate distributions with given multivariate marginals, based on the theory of measure transportation, and establishes a vector version of Sklar's theorem. The latter provides a…

Econometrics · Economics 2021-04-14 Yanqin Fan , Marc Henry

Copulas are mathematical tools for modeling joint probability distributions. Since copulas enable one to conveniently treat the marginal distribution of each variable and the interdependencies among variables separately, in the past 60…

Quantum Physics · Physics 2022-06-28 Daiwei Zhu , Weiwei Shen , Annarita Giani , Saikat Ray Majumder , Bogdan Neculaes , Sonika Johri

We propose a new approach towards approximating the density-to-pair-density map based on copula theory from statistics. We extend the copula theory to multi-dimensional marginals, and deduce that one can describe any (exact or approximate)…

Computational Physics · Physics 2025-03-11 Geneviève Dusson , Claudia Klüppelberg , Gero Friesecke

The concept of a superposition is a revolutionary novelty introduced by Quantum Mechanics. If a system may be in any one of two pure states x and y, we must consider that it may also be in any one of many superpositions of x and y. An…

Quantum Physics · Physics 2008-04-07 Daniel Lehmann

A proof that minimum uncertainty states of the simplest periodic quantum system exist in a state space that is represented by a Colombeau algebra of generalised functions but not in Hilbert space or in the space of Schwartz distributions is…

Mathematical Physics · Physics 2014-06-16 Ian G Fuss , Alexei Filinkov

We introduce a general method for the construction of quasiprobability representations for arbitrary notions of quantum coherence. Our technique yields a nonnegative probability distribution for the decomposition of any classical state.…

Quantum Physics · Physics 2018-06-22 J. Sperling , I. A. Walmsley
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