Related papers: Absolutely continuous copulas with prescribed supp…
Copulas are a fundamental tool for modelling multivariate dependencies in data, forming the method of choice in diverse fields and applications. However, the adoption of existing models for multimodal and high-dimensional dependencies is…
Reflected diffusions in convex polyhedral domains arise in a variety of applications, including interacting particle systems, queueing networks, biochemical reaction networks and mathematical finance. Under suitable conditions on the data,…
We consider two-dimensional Coulomb systems confined in a disk with ideal dielectric boundaries. In particular we study the two-component plasma in detail. When the coulombic coupling constant $\Gamma=2$ the model is exactly solvable. We…
We propose an approach to construct a new family of generalized Farlie-Gumbel-Morgenstern (GFGM) copulas that naturally scales to high dimensions. A GFGM copula can model moderate positive and negative dependence, cover different types of…
We answer a 15-year-old open question about the exact upper bound for bivariate copulas with a given diagonal section by giving an explicit formula for this bound. As an application, we determine the maximal asymmetry of bivariate copulas…
An abstract framework for constructing stable decompositions of the spaces corresponding to general symmetric positive definite problems into "local" subspaces and a global "coarse" space is developed. Particular applications of this…
We consider two dimensional dispersions of droplets of isotropic phase in a liquid with an XY-like order parameter, tilt, nematic, and hexatic symmetries being included. Strong anchoring boundary conditions are assumed. Textures for a…
A new diffuse interface model for a two-phase flow of two incompressible fluids with different densities is introduced using methods from rational continuum mechanics. The model fulfills local and global dissipation inequalities and is also…
When scholars study joint distributions of multiple variables, copulas are useful. However, if the variables are not linearly correlated with each other yet are still not independent, most of conventional copulas are not up to the task.…
Following our previous work on copula-based nonsymmetric dependence measures, we introduce similar measures for discrete random variables. The measures cover the range between two extremes: independence and complete dependence, which take…
We introduce a new family of copula densities constructed from univariate distributions on $[0,1]$. Although our construction is structurally simple, the resulting family is versatile: it includes both smooth and irregular examples, and…
This paper investigates the structure of fully nonlinear equations and their applications to geometric problems. We solve some fully nonlinear version of the Loewner-Nirenberg and Yamabe problems. Notably, we introduce Morse theory…
An extended class of N=2 locally supersymmetric invariants with higher-derivative couplings based on full superspace integrals, is constructed. These invariants may depend on unrestricted chiral supermultiplets, on vector supermultiplets…
A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…
We consider a class of doubly nonlinear degenerate hyperbolic-parabolic equations with homogeneous Dirichlet boundary conditions, for which we first establish the existence and uniqueness of entropy solutions. We then turn to the…
We present new exact solutions for two-dimensional geometries generated by continuous distributions of topological defects within a conformal metric framework. By reformulating Einstein's equations in two dimensions as a Poisson equation…
The concept of asymmetric copulas is revisited and is made more precise. We give a rigorous topological argument for opportunity to define asymmetry measures defined recently by K.F Siburg [6] through exhibiting at least three ordered…
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…
We consider a two-dimensional model of double-diffusive convection and its time discretisation using a second-order scheme which treat the nonlinear term explicitly (backward differentiation formula with a one-leg method). Uniform bounds on…
We introduce new estimates and tests of independence in copula models with unknown margins using $\phi$-divergences and the duality technique. The asymptotic laws of the estimates and the test statistics are established both when the…