Related papers: Extreme mass distributions for quasi-copulas
When modeling a vector of risk variables, extreme scenarios are often of special interest. The peaks-over-thresholds method hinges on the notion that, asymptotically, the excesses over a vector of high thresholds follow a multivariate…
We study numerically statistical distributions of sums of chaotic orbit coordinates, viewed as independent random variables, in weakly chaotic regimes of three multi-dimensional Hamiltonian systems: Two Fermi-Pasta-Ulam (FPU-$\beta$)…
Transportation Problem is an important problem which has been widely studied in Operations Research domain. It has been often used to simulate different real life problems. In particular, application of this Problem in NP Hard Problems has…
We carry out an extended symmetry analysis of the multi-layer quasi-geostrophic problem. This model is given by a system of an arbitrary number of coupled barotropic vorticity equations. Conservation laws and a Hamiltonian structure for the…
We have used integral two-point spatial correlation function and its second derivative to analyze the distribution of quasars in three very deep surveys published in the literature. Statistically significant ($\sim 2-3\sigma $) correlations…
We present a first exact study on higher-dimensional packing problems with order constraints. Problems of this type occur naturally in applications such as logistics or computer architecture and can be interpreted as higher-dimensional…
The paper proposes another extension of the extremal principle. A new extremality model involving collections of arbitrary families of sets is studied. It generalizes the conventional model based on linear translations of given sets as well…
We define Landau quasi-particles within the Gutzwiller variational theory, and derive their dispersion relation for general multi-band Hubbard models in the limit of large spatial dimensions D. Thereby we reproduce our previous calculations…
This paper serves as an example to show the way we pass from ordered groupoids (ordered semigroups) to ordered hypergroupoids (ordered hypersemigroups), from groupoids (semigroups) to hypergroupoids (hypersemigroups). The results on…
We propose a new approach towards approximating the density-to-pair-density map based on copula theory from statistics. We extend the copula theory to multi-dimensional marginals, and deduce that one can describe any (exact or approximate)…
We discuss a universal algebraic approach to quasi-exactly solvable models which allows us to interpret them as constrained Hamiltonian systems with a finite number of physical states. Using this approach we reproduce well-known…
The coarse spatial resolution of gridded climate models, such as general circulation models, limits their direct use in projecting socially relevant variables like extreme precipitation. Most downscaling methods estimate the conditional…
Studies of disordered heterogeneous media and galaxy cosmology share a common goal: analyzing the distribution of particles at `microscales' to predict physical properties at `macroscales', whether for a liquid, composite material, or…
Under a mild condition we give closed-form expressions for copulas of systems that consist of maxima and of minima of subvectors of a given random vector $X$ with continuous marginals. Said expressions appear explicit in the copula of $X$…
Over the last two decades, many exciting variable selection methods have been developed for finding a small group of covariates that are associated with the response from a large pool. Can the discoveries from these data mining approaches…
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…
Finite linear least squares is one of the core problems of numerical linear algebra, with countless applications across science and engineering. Consequently, there is a rich and ongoing literature on algorithms for solving linear least…
We propose the extension of Fr\'{e}chet-Hoeffding copula bounds for circular data. The copula is a powerful tool for describing the dependency of random variables. In two dimensions, the Fr\'{e}chet-Hoeffding upper (lower) bound indicates…
We study the extreme points (in the Krein-Milman sense) of the class of semilinear copulas and provide their characterization. Related results into the more general setting of conjunctive aggregation functions (i.e, semi--copulas and…
A consolidated mathematical formulation of the spherically symmetric mass-transfer problem is presented, with the quasi-stationary approximating equations derived from a perturbation point of view for the leading-order effect. For the…