Related papers: Extreme semilinear copulas
In this paper our aim is to characterize the set of extreme points of the set of all n-dimensional copulas (n > 1). We have shown that a copula must induce a singular measure with respect to Lebesgue measure in order to be an extreme point…
Inspired in the theorem of Krein-Milamn, we investigate the existence of extreme points in compact convex subsets of asymmetric normed spaces. We focus our attention in the finite dimensional case, giving a geometric description of all…
Making use of the total variation of particular functions, we give an explicit formula for the pointwise supremum of the set of all copulas with a given curvilinear section. When the pointwise supremum is a copula is characterized. We also…
Extreme-value copulas arise as the limiting dependence structure of component-wise maxima. Defined in terms of a functional parameter, they are one of the most widespread copula families due to their flexibility and ability to capture…
Being the limits of copulas of componentwise maxima in independent random samples, extreme-value copulas can be considered to provide appropriate models for the dependence structure between rare events. Extreme-value copulas not only arise…
In this note we study the extremes of the mass distribution associated with a tetravariate quasi-copula and compare our results with the bi- and trivariate cases, showing the important differences between them.
We prove that every quasi-copula can be written as a uniformly converging infinite sum of multiples of copulas. Furthermore, we characterize those quasi-copulas which can be written as a finite sum of multiples of copulas, i.e., that are a…
In the current paper we study extremal semilattices with respect to their equational properties. In the class $\mathbf{S}_n$ of all semilattices of order $n$ we find semilattices which have maximal (minimal) number of consistent equations.…
We study quasi-lisse vertex (super)algebras and establish new finiteness conditions for the convergence of genus-zero and genus-one $n$-point correlation functions.
We show that all multivariate Extreme Value distributions, which are the possible weak limits of the $K$ largest order statistics of iid sequences, have the same copula, the so called K-extremal copula. This copula is described through…
The paper considers estimates for some sums and products of functions of prime numbers. Several assertions on this topic have been proven. We also study extremal estimates for strongly additive and strongly multiplicative arithmetic…
In this paper we study analogues of the perfect splines for weighted Sobolev classes of functions defined on the half-line. Maximally oscillating splines play important role in the solution of certain extremal problems. In particular, using…
Extreme-value copulas arise in the asymptotic theory for componentwise maxima of independent random samples. An extreme-value copula is determined by its Pickands dependence function, which is a function on the unit simplex subject to…
We develop a constructive process which determines all extreme points of the unit ball of the space of $m$--linear forms, $m\geq1.$ Our method provides a full characterization of the geometry of that space through finitely many elementary…
Semialgebraic splines are functions that are piecewise polynomial with respect to a cell decomposition into sets defined by polynomial inequalities. We study bivariate semialgebraic splines, formulating spaces of semialgebraic splines in…
For extreme value copulas with a known upper tail dependence coefficient we find pointwise upper and lower bounds, which are used to establish upper and lower bounds of the Spearman and Kendall correlation coefficients. We shown that in all…
We revisit the problem of computing extremal and non-extremal three point functions of semiclassical probes with single trace operators and point out certain inconsistencies in previous approaches in the literature. We clarify the roles of…
We give a characterization for the extreme points of the convex set of correlation matrices with a countable index set. A Hermitian matrix is called a correlation matrix if it is positive semidefinite with unit diagonal entries. Using the…
In this paper we investigate the level sets of extremal Sobolev functions for subcritical exponents p. We conjecture that as p increases the corresponding extremal functions become more peaked, which we can measure by comparing their…
In this paper we characterize surjective isometries on certain classes of non-commutative spaces associated with semi-finite von Neumann algebras: the Lorentz spaces $L^{w,1}$, as well as the spaces $L^1+L^\infty$ and $L^1\cap L^\infty$.…