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Asymptotic independence in more than two dimensions and its implications on risk management

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract In extreme value theory, the presence of asymptotic independence signifies that joint extreme events across multiple variables are unlikely. Although well understood in a bivariate context, the concept remains relatively unexplored when addressing the nuances of simultaneous occurrence of extremes in higher dimensions.
Bikramjit Das, Vicky Fasen‐Hartmann
wiley   +1 more source

Fixed-Point Theorems

, 1980
In the theory of zero-sum, two-person games the basic theorem was proved by John von Neumann; he used the Brouwer fixed-point theorem. In the theory of many-person games the basic theorem was proved by J. F. Nash; he also used the Brouwer fixed-point theorem. We will prove Nash’s theorem with the Kakutani fixed-point theorem.
J. Franklin
semanticscholar   +2 more sources

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