Related papers: Measures of association for approximating copulas
We develop a moment equation closure minimization method for the inexpensive approximation of the steady state statistical structure of nonlinear systems whose potential functions have bimodal shapes and which are subjected to correlated…
Characterization of the multipartite mixed state entanglement is still a challenging problem. Since due to the fact that the entanglement for the mixed states, in general, is defined by a convex-roof extension. That is the entanglement…
This paper derives new bounds on the difference of the entropies of two discrete random variables in terms of the local and total variation distances between their probability mass functions. The derivation of the bounds relies on maximal…
This work sheds some light on the relationship between a distribution's standard deviation and its range, a topic that has been discussed extensively in the literature. While many previous studies have proposed inequalities or relationships…
Let $G$ be a connected unimodular group equipped with a (left and hence right) Haar measure $\mu_G$, and suppose $A, B \subseteq G$ are nonempty and compact. An inequality by Kemperman gives us…
Azadkia and Chatterjee (2021) recently introduced a simple nearest neighbor (NN) graph-based correlation coefficient that consistently detects both independence and functional dependence. Specifically, it approximates a measure of…
As a natural approach to modeling system safety conditions, chance constraint (CC) seeks to satisfy a set of uncertain inequalities individually or jointly with high probability. Although a joint CC offers stronger reliability certificate,…
In this paper, we compare two numerical methods for approximating the probability that the sum of dependent regularly varying random variables exceeds a high threshold under Archimedean copula models. The first method is based on…
Pearson's r, the most widely-used correlation coefficient, is traditionally regarded as exclusively capturing linear dependence, leading to its discouragement in contexts involving nonlinear relationships. However, recent research…
We determine the lower bound for possible values of Spearman's rho of a bivariate copula given that the value of its Spearman's footrule is known and show that this bound is always attained. We also give an estimate for the exact upper…
We prove the scaling relation chi = 2 xi - 1 between the transversal exponent xi and the fluctuation exponent chi for directed polymers in a random environment in d dimensions. The definition of these exponents is similar to that proposed…
Consider a measure $\mu_\lambda = \sum_x \xi_x \delta_x$ where the sum is over points $x$ of a Poisson point process of intensity $\lambda$ on a bounded region in $d$-space, and $\xi_x$ is a functional determined by the Poisson points near…
A novel approach to the analysis of a noncommutative Chern--Simons gauge theory with matter coupled in the adjoint representation has been discussed. The analysis is based on a recently proposed closed form Seiberg--Witten map which is…
We calculate the $k$-point generating function of the correlated Jacobi ensemble using supersymmetric methods. We use the result for complex matrices for $k=1$ to derive a closed-form expression for eigenvalue density. For real matrices we…
We study closed string tachyon condensation on general non-supersymmetric orbifolds of C^2. Extending previous analyses on Abelian cases, we present the classification of quotients by discrete finite subgroups of GL(2; C) as well as the…
A binary liquid near its consolute point exhibits critical fluctuations of the local composition; the diverging correlation length has always challenged simulations. The method of choice for the calculation of critical points in the phase…
We consider a sequence of composite bivariate Bernstein operators and the cubature formula associated with them. The upper bounds for the remainder term of the cubature formula are described in terms of moduli of continuity of order two.…
We propose a new method for estimating the extreme quantiles for a function of several dependent random variables. In contrast to the conventional approach based on extreme value theory, we do not impose the condition that the tail of the…
We develop an extension of the Gutzwiller Approximation (GA) formalism that includes the effects of Coulomb interactions of arbitrary range (including density density, exchange, pair hopping and Coulomb assisted hopping terms). This…
This paper investigates two conjectures for calculating the density dependence of the density-scaling exponent of a single-component, pair-potential liquid with strong virial potential-energy correlations. The first conjecture gives an…