Related papers: Modeling directional monotonicity with copulas
We find evidence for a continuum limit of a particular causal set dynamics which depends on only a single ``coupling constant'' $p$ and is easy to simulate on a computer. The model in question is a stochastic process that can also be…
We establish a connection between dependence structures and subclasses of distortion riskmetrics under which the latter are additive. A new notion of positive dependence, called partial comonotonicity, is developed, which nests the existing…
In the context of cubic splines, the authors have contributed to a recent paper dealing with the computation of nonlinear derivatives at the interior nodes so that monotonicity is enforced while keeping the order of approximation of the…
In this paper we discuss a natural extension of infinite discrete partition-of-unity copulas which were recently introduced in the literature to continuous partition of copulas with possible applications in risk management and other fields.…
W-transforms are introduced as uniformity-preserving univariate transformations on the unit interval induced by distribution functions and piecewise strictly monotone functions, and their properties are investigated. When applied…
We describe some monotone properties of solutions to second order linear difference equations with real constant coefficients. As an application, we give a characterization of the Fibonacci numbers.
We study the statistical fluctuations (such as the variance) of causal set quantities, with particular focus on the causal set action. To facilitate calculating such fluctuations, we develop tools to account for correlations between causal…
In this work, we investigate an optimization problem over adapted couplings between pairs of real valued random variables, possibly describing random times. We relate those couplings to a specific class of causal transport plans between…
For linear multivariate purely second order highla degenerated parabolic equations with univariate convex data, monotonicity of the coefficent matrices implies monotonicity of the related value functions under usual regularity and growth…
When nodes in a mobile network cluster together or move according to common external factors (e.g., cars that follow the road network), the resulting contact patterns become correlated. In this work we address the question of modelling such…
We propose a new copula model that can be used with replicated spatial data. Unlike the multivariate normal copula, the proposed copula is based on the assumption that a common factor exists and affects the joint dependence of all…
In this paper we obtain advances for the concept of directional $\rho$-coefficients, originally defined for the trivariate case in [Nelsen, R.B., \'Ubeda-Flores, M. (2011). Directional dependence in multivariate distributions. Ann. Inst.…
Non-linear maps can possess various dynamical behaviors varying from stable steady states and cycles to chaotic oscillations. Most models assume that individuals within a given population are identical ignoring the fundamental role of…
This paper presents a probabilistic method for capturing non-monotonic behavior under the biphasic dose-response regime observed in many biological systems experiencing different types of stress. The proposed method is based on the…
The main aim of the present paper is to study relations between $n$-scrambled tuples and their attraction-adherence properties with respect to various sequences of integers. This extends previous research on relations between chaos in the…
Contextuality describes the nontrivial dependence of measurement outcomes on particular choices of jointly measurable observables. In this work we review and generalize the bundle diagram representation introduced in [S. Abramsky et al.,…
Codifferentials and coexhausters are used to describe nonhomogeneous approximations of a nonsmooth function. Despite the fact that coexhausters are modern generalizations of codifferentials, the theories of these two concepts continue to…
How does connectivity impact network dynamics? We address this question by linking network characteristics on two scales. On the global scale we consider the coherence of overall network dynamics. We show that such \emph{global coherence}…
We propose a method to classify the causal relationship between two discrete variables given only the joint distribution of the variables, acknowledging that the method is subject to an inherent baseline error. We assume that the causal…
This article primarily aims to unify the various formalisms of multivariate coefficients of variation, leveraging advanced concepts of generalized means, whether weighted or not, applied to the eigenvalues of covariance matrices. We…