Related papers: Modeling directional monotonicity with copulas

This paper studies directional dynamics in cellular automata, a formalism previously introduced by the third author. The central idea is to study the dynamical behaviour of a cellular automaton through the conjoint action of its global rule…

Tail dependence plays an essential role in the characterization of joint extreme events in multivariate data. However, most standard tail dependence parameters assume continuous margins. This note presents a form of tail dependence suitable…

Monotone systems, also known as order-preserving or cooperative systems, are prevalent in models of engineering applications such as transportation and biological networks. In this paper, we investigate the problem of finding a control…

We derive a mode-coupling theory for the slow dynamics of fluids confined in disordered porous media represented by spherical particles randomly placed in space. Its equations display the usual nonlinear structure met in this theoretical…

In this work we deal with the stochastic homogenization of the initial boundary value problems of monotone type. The models of monotone type under consideration describe the deformation behaviour of inelastic materials with a microstructure…

In this paper, we extend the definition of cohomology associated to monotone graph properties, to encompass twisted functor coefficients. We introduce oriented matchings on graphs, and focus on their (twisted) cohomology groups. We…

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…

We study discrete linear divergence-form operators with random coefficients, also known as the random conductance model. We assume that the conductances are bounded, independent and stationary; the law of a conductance may depend on the…

We analyze the convergence rate of various momentum-based optimization algorithms from a dynamical systems point of view. Our analysis exploits fundamental topological properties, such as the continuous dependence of iterates on their…

Copulas are mathematical objects that fully capture the dependence structure among random variables and hence, offer a great flexibility in building multivariate stochastic models. In statistics, a copula is used as a general way of…

Copulas have been popular to model dependence for multivariate distributions, but have not been used much in modelling temporal dependence of univariate time series. This paper demonstrates some difficulties with using copulas even for…

This paper introduces a new class of Cox models for dependent bivariate data. The impact of the covariate on the dependence of the variables is captured through the modification of their copula. Various classes of well known copulas are…

In recent biomedical scientific problems, it is a fundamental issue to integratively cluster a set of objects from multiple sources of datasets. Such problems are mostly encountered in genomics, where data is collected from various sources,…

We study stochastic ordering of system lifetimes with dependent and heterogeneous components whose marginal distributions are obtained through transformations of a common baseline. The dependence structure is modeled via Archimedean…

The equivalence of the characteristic function approach and the probabilistic approach to monotone and boolean convolutions is proven for non-compactly supported probability measures. A probabilistically motivated definition of the…

We present a general approach for studying autoregressive categorical time series models with dependence of infinite order and defined conditional on an exogenous covariate process. To this end, we adapt a coupling approach, developed in…

We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…

We suggest a new focus for turbulence studies -- multi-mode correlations -- which reveal the hitherto hidden nature of turbulent state. We apply this approach to shell models describing basic properties of turbulence. The family of such…

Using recent couplings we provide counterexamples to monotonicity properties of percolation models related to graphical representations of the Ising model. We further prove a new coupling of the double random current model to the…

The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis…