相关论文: L\'evy copulas: a probabilistic point of view
Let X be a smooth complex projective variety, and let Y in X be a smooth very ample hypersurface such that -K_Y is nef. Using the technique of relative Gromov-Witten invariants, we give a new short and geometric proof of (a version of) the…
(abridged) The large-scale distribution of galaxies is generally analyzed using the two-point correlation function. However, this statistic does not capture the topology of the distribution, and it is necessary to resort to higher order…
Maximum likelihood estimation (MLE) is a fundamental problem in statistics. Characteristics of the MLE problem for discrete algebraic statistical models are reflected in the geometry of the $\textit{likelihood correspondence}$, a variety…
We present an algorithm to obtain the maximum likelihood estimates of the correlation parameters of elliptical copulas. Previously existing methods for this task were either fast but only approximate or exact but very time-consuming,…
Any multivariate distribution can be uniquely decomposed into marginal (1-point) distributions, and a function called the copula, which contains all of the information on correlations between the distributions. The copula provides an…
It is shown that the hyperbolic functions can be associated with selfdecomposable distributions (in short: SD probability distributions or L\'evy class L probability laws). Consequently, they admit associated background driving L\'evy…
This article study the class of distributions obtained by subordinating L\'evy processes and L\'evy bases. To do this we derive properties of a suitable mapping obtained via L\'evy mixing. We show that our results can be used to solve the…
We investigate symmetric edge polytopes generated by Erd\H{o}s--R\'enyi random graphs in a high-dimensional regime. These objects provide a natural and largely unexplored model of random lattice polytopes, in which geometric properties are…
Most common parametric families of copulas are totally ordered, and in many cases they are also positively or negatively regression dependent and therefore they lead to monotone regression functions, which makes them not suitable for…
The classical notion of L\'evy process is generalized to one that takes as its values probabilities on a first order model equipped with a commutative semigroup. This is achieved by applying a convolution product on definable probabilities…
Inspired by the Erd\H{o}s R\'enyi model, we propose a new model for freesquare random monomial ideals generated by edges and covers of a graph. This permit us to investigate the conditions of normality for which we obtain asymptotic…
We calculate the asymmetry in the missing-momentum distribution from the $(e,e'p)$ reaction in a relativistic formalism. Longitudinal and transverse response functions are evaluated in parallel kinematics as a function of the three-momentum…
We consider the set of finite sequences of length n over a finite or countable alphabet C. We consider the function which associate each given sequence with the size of the maximum overlap with a (shifted) copy of itself. We compute the…
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 derive a central limit theorem for the probability distribution of the sum of many critically correlated random variables. The theorem characterizes a variety of different processes sharing the same asymptotic form of anomalous scaling…
Choose n random, independent points in R^d according to a fixed distribution. The convex hull of these points is a random polytope. In some cases, central limit theorems have been proven for the components of f-vectors of random polytopes…
In this paper, the author introduces new methods to construct Archimedean copulas. The generator of each copula fulfills the sufficient conditions as regards the boundary and being continuous, decreasing, and convex. Each inverse generator…
We study the approximation of arbitrary distributions $P$ on $d$-dimensional space by distributions with log-concave density. Approximation means minimizing a Kullback--Leibler-type functional. We show that such an approximation exists if…
In this paper, using inverse integral transforms, we derive the exact distribution of the random variable $X$ that is involved in the ratio $Z \stackrel{d}{=} X/(X+Y)$ where $X$ and $Y$ are independent random variables having the same…
Upper estimates of densities of convolution semigroups of probability measures are given under explicit assumptions on the corresponding L\'evy measure and the L\'evy--Khinchin exponent.