Random noise and perturbation of copulas
نویسندگان
چکیده
منابع مشابه
Symmetries of random discrete copulas
In this paper we analyze some properties of the discrete copulas in terms of permutations. We observe the connection between discrete copulas and the empirical copulas, and then we analyze a statistic that indicates when the discrete copula is symmetric and obtain its main statistical properties under independence. The results obtained are useful in designing a nonparametric test for symmetry o...
متن کاملRandom variables, joint distribution functions, and copulas
If G is an n-dimensional joint distribution function with 1-dimensional margins F1,...,Fn, then there exists a function C (called an "w-copula") from the unit »-cube to the unit interval such that G(xx, ..., xn) = C(F1(x1), ..., Fn(xn)) for all real n-tuples (xlt ..., xn). The paper is devoted to an investigation of the structure and properties of n-copulas and their connection with random vari...
متن کاملModeling dependence between random variables using copulas
The concept of copulas is normaly used to model the dependence structure between two or more random variables. Random variables are transformed to the unit interval I = [0, 1] by using quasi-inverse transformation. As a result we get a normalised multivariate distribution function called the copula. Copulas uniquely determine the dependence structure of multiple random variables. The aim of the...
متن کاملWhite Noise Perturbation
Evolutionary integral equations as appearing in the theory of linear parabolic viscoelasticity are studied in the presence of white noise. It is shown that the stochastic convolution leads to regular solutions, and that under suitable assumptions the samples are HH older-continuous. These results are put in a wider perspective by consideration of equations with fractional derivatives which are ...
متن کاملEffect of random telegraph noise on entanglement and nonlocality of a qubit-qutrit system
We study the evolution of entanglement and nonlocality of a non-interacting qubit-qutrit system under the effect of random telegraph noise (RTN) in independent and common environments in Markovian and non-Markovian regimes. We investigate the dynamics of qubit-qutrit system for different initial states. These systems could be existed in far astronomical objects. A monotone decay of the nonlocalit...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Kybernetika
سال: 2019
ISSN: 0023-5954,1805-949X
DOI: 10.14736/kyb-2019-2-0422