Related papers: Bivariate measure-inducing quasi-copulas
We introduce the antipodal pairs property for probability measures on finite Boolean algebras and prove that conditional versions imply strong forms of log-concavity. We give several applications of this fact, including improvements of some…
Considering a finite Borel measure $ \mu $ on $ \mathbb{R}^d $, a pair of conjugate exponents $ p, q $, and a compatible semi-inner product on $ L^p(\mu) $, we introduce $ (p,q) $-Bessel and $ (p,q) $-frame measures as a generalization of…
We prove in a direct fashion that a multidimensional probability measure is determinate if the higher dimensional analogue of Carleman's condition is satisfied. In that case, the polynomials, as well as certain proper subspaces of the…
We consider coherent sublinear expectations on a measurable space, without assuming the existence of a dominating probability measure. By considering a decomposition of the space in terms of the supports of the measures representing our…
Starting with the correspondence between positive definite kernels on the one hand and reproducing kernel Hilbert spaces (RKHSs) on the other, we turn to a detailed analysis of associated measures and Gaussian processes. Point of departure:…
A dependence measure for arbitrary type pairs of random variables is proposed and analyzed, which in the particular case where both random variables are continuous turns out to be a concordance measure. Also, a sample version of the…
The class of index-mixed copulas is introduced and its properties are investigated. Index-mixed copulas are constructed from given base copulas and a random index vector, and show a rather remarkable degree of analytical tractability. The…
In this paper we provide sufficient conditions which guarantee the existence of a system of invariant measures for semigroups associated to systems of parabolic differential equations with unbounded coefficients. We prove that these…
The Hilbert function of a module over a positively graded algebra is of quasi-polynomial type (Hilbert--Serre). We derive an upper bound for its grade, i.e. the index from which on its coefficients are constant. As an application, we give a…
We introduce a new test procedure of independence in the framework of parametric copulas with unknown marginals. The method is based essentially on the dual representation of $\chi^2$-divergence on signed finite measures. The asymptotic…
A copula of continuous random variables $X$ and $Y$ is called an \emph{implicit dependence copula} if there exist functions $\alpha$ and $\beta$ such that $\alpha(X) = \beta(Y)$ almost surely, which is equivalent to $C$ being factorizable…
A lot of research has been done on multipartite correlations. However, it seems strange that there is no definition of so called genuine multipartite correlations. In this paper we propose three reasonable postulates which each measure or…
The main goal of this paper is to study the extent of freedom one has in constructing quasi-copulas vs. copulas. Specifically, it exhibits three construction methods for quasi-copulas based on recent developments: a representation of…
We study methods of inducing metrics on unital completely positive maps by employing seminorms arising in noncommutative geometry. Our main approach relies on the development of an infinite-dimensional $C^*$-algebraic analogue of the…
Multidimensional integration by parts formulas apply under the standard assumption that one of the functions is continuous and the other has bounded Hardy-Krause variation. Motivated by recently developed results in the probabilistic…
The paper investigates possible generalisations of Maharam's theorem to a classification of Boolean algebras that support a finitely additive measure. We prove that Boolean algebras that support a finitely additive non-atomic uniformly…
A measure-scaling quasi-isometry between two connected graphs is a quasi-isometry that is quasi-$\kappa$-to-one in a natural sense for some $\kappa>0$. For non-amenable graphs, all quasi-isometries are quasi-$\kappa$-to-one for any…
In this note, we introduce and study a new kind of generalized Ces\`aro operators $\mathcal{C}_{\mu}$, induced by a positive Borel measure $\mu$ on $[0, 1)$, between the Dirichlet-type spaces. We characterize the measures $\mu$ for which…
We show that the set of Liouville numbers is either null or non-$\sigma$-finite with respect to every translation invariant Borel measure on $\RR$, in particular, with respect to every Hausdorff measure $\iH^g$ with gauge function $g$. This…
Complex signed measures of finite total variation are a powerful signal model in many applications. Restricting to the $d$-dimensional torus, finitely supported measures allow for exact recovery if the trigonometric moments up to some order…