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Nested Archimedean Copulas Meet R: The nacopula Package
The package nacopula provides procedures for constructing nested Archimedean copulas in any dimensions and with any kind of nesting structure, generating vectors of random variates from the constructed objects, computing function values and probabilities
Marius Hofert, Martin Maechler
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Strict topoligies in non-Archimedean function spaces
International Journal of Mathematics and Mathematical Sciences, 1984 Let F be a non-trivial complete non-Archimedean valued field. Some locally F-convex topologies, on the space Cb(X,E) of all bounded continuous functions from a zero-dimensional topological space X to a non-Archimedean locally F-convex space E, are ...
A. K. Katsaras
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On bivariate Archimedean copulas with fractal support
Dependence ModelingDue to their simple analytic form (bivariate) Archimedean copulas are usually viewed as very smooth and handy objects, which should distribute mass in a fairly regular and certainly not in a pathological way. Building upon recently established results on
Sánchez Juan Fernández +1 more
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Dependence Modeling, 2018 Williamson’s integral representation of n-monotone functions on the half-line is generalized to several dimensions. This leads to a characterization of multivariate survival functions with multiply ℓ1- symmetry.
Ressel Paul
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, 2010 In the area of financial risk assessment and actuarial calculation it is important to know the probability for two or more risks to occur at the same time.
Oelker, Aenne
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Beyond Archimedean Space-Time Structure
, 2011 It took two millennia after Euclid and until in the early 1880s, when we went beyond the ancient axiom of parallels, and inaugurated geometries of curved spaces. In less than one more century, General Relativity followed. At present, physical thinking is
Rosinger, Elmer, +3 more
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On the Archimedean or semiregular polyhedra
Elemente der Mathematik, 2008 We prove that there are thirteen Archimedean/semiregular polyhedra by using Euler's polyhedral formula.
openaire +3 more sources
Archimedean Copulas and Temporal Dependence [PDF]
, 2010 We study the dependence properties of stationary Markov chains generated by Archimedean copulas. Under some simple regularity conditions, we show that regular variation of the Archimedean generator at zero and one implies geometric orgodicityof the ...
Beare, Brendan K.
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Distributive lattices of t-k-Archimedean semirings
, 2011 A semiring S in ⁺ is a t-k-Archimedean semiring if for all a,b ∈ S, b ∈ √(Sa) ∩ √(aS). Here we introduce the t-k-Archimedean semirings and characterize the semirings which are distributive lattice (chain) of t-k-Archimedean semirings.
Mondal, Tapas
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A remark on stationary fuzzy metric spaces
Karpatsʹkì Matematičnì Publìkacìï, 2011 The main result states that the category of stationary fuzzymetric spaces (with respect to an archimedean $t$-norm) andnonexpanding maps is isomorphic to a full subcategory of thecategory of metric spaces and nonexpanding maps.
A. Savchenko
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