Geometrical aspects of measures of dependence for random vectors

Autoregressive Gaussian Random Vectors of First Order

Estimation of Spectral Measure of Stable Random Vectors

This article has no abstract.

Geometrical aspects of possibility measures on finite domain MV-clans

In this paper we study generalized possibility and necessity measures on MV-algebras of [0, 1]valued functions (MV-clans) in the framework of idempotent mathematics, where the usual field of reals R is replaced by the max-plus semiring Rmax. We prove results about extendability of partial assessments to possibility and necessity measures, and we characterize the geometrical properties of the sp...

Geometrical aspects of quantum walks on random two-dimensional structures

We study the transport properties of continuous-time quantum walks (CTQWs) over finite two-dimensional structures with a given number of randomly placed bonds and with different aspect ratios (ARs). Here, we focus on the transport from, say, the left side to the right side of the structure where absorbing sites are placed. We do so by analyzing the long-time average of the survival probability ...

Extreme residual dependence for random vectors and processes

A two-dimensional random vector in the domain of attraction of an extreme value distribution G is said to be asymtptotically independent (i.e. in the tail) if G is the product of its marginal distribution functions. Ledford and Tawn (1996) have discussed a form of residual dependence in this case. In this paper, we give a characterization of this phenomenon (see also Ramos and Ledford (2009)) a...