This study after reviewing  construction methods of generators in Archimedean copulas (AC),  proposes several useful lemmas related with generators of AC. Then a new trigonometric Archimedean family will be shown which is based on cotangent function. The generated new family is able to model the low dependence structures.

We define an integral domain D to be anti-Archimedean if ⋂∞ n=1 a nD 6= 0 for each 0 6= a ∈ D. For example, a valuation domain or SFT Prüfer domain is anti-Archimedean if and only if it has no height-one prime ideals. A number of constructions and stability results for anti-Archimedean domains are given. We show that D is anti-Archimedean ⇔ D[[X1, . . .

Assuming absolute continuity of marginals, we give the distribution for sums of dependent random variables from some class of Archimedean copulas and the marginal distribution functions of all order statistics.We use conditional independence structure of random variables from this class of Archimedean copulas and Laplace transform. Additionally, we present an application of our results to VaR e...

The aim of this paper is that of discussing closed graph theorems for bornological vector spaces in a self-contained way, hoping to make the subject more accessible to non-experts. We will see how to easily adapt classical arguments of functional analysis over R and C to deduce closed graph theorems for bornological vector spaces over any complete, non-trivially valued field, hence encompassing...

Axiomatizations of measurement systems usually require an axiom--called an Archimedean axiom-that allows quantities to be compared. This type of axiom has a different form from the other measurement axioms, and cannot-except in the most trivial cases-be empirically verified. In this paper, representation theorems for extensive measurement structures without Archimedean axioms are given. Such st...

It is shown that a necessary and sufficient condition for an Archimedean copula generator to generate a d-dimensional copula is that the generator is a d-monotone function. The class of d-dimensional Archimedean copulas is shown to coincide with the class of survival copulas of d-dimensional l1-norm symmetric distributions that place no point mass at the origin. The d-monotone Archimedean copul...

‎hensel [k‎. ‎hensel‎, ‎deutsch‎. ‎math‎. ‎verein‎, ‎{6} (1897), ‎83-88.] discovered the $p$-adic number as a‎ ‎number theoretical analogue of power series in complex analysis‎. ‎fix ‎a prime number $p$‎. ‎for any nonzero rational number $x$‎, ‎there‎ ‎exists a unique integer $n_x inmathbb{z}$ such that $x = ‎frac{a}{b}p^{n_x}$‎, ‎where $a$ and $b$ are integers not divisible by ‎$p$‎. ‎then $|x...

‎Hensel [K‎. ‎Hensel‎, ‎Deutsch‎. ‎Math‎. ‎Verein‎, ‎{6} (1897), ‎83-88.] discovered the $p$-adic number as a‎ ‎number theoretical analogue of power series in complex analysis‎. ‎Fix ‎a prime number $p$‎. ‎for any nonzero rational number $x$‎, ‎there‎ ‎exists a unique integer $n_x inmathbb{Z}$ such that $x = ‎frac{a}{b}p^{n_x}$‎, ‎where $a$ and $b$ are integers not divisible by ‎$p$‎. ‎Then $|x...

Efficient sampling algorithms for both exchangeable and nested Archimedean copulas are presented. First, efficient sampling algorithms for the nested Archimedean families of Ali-Mikhail-Haq, Frank, and Joe are introduced. Second, a general strategy how to build a nested Archimedean copula from a given Archimedean generator is presented. Sampling this copula involves sampling an exponentiallytil...

In this paper, a new algebraic representation by the non-Archimedean fields is proposed to model stratified/ranked knowledge bases. The non-Archimedean representation is in the form of the non-Archimedean polynomials. With the nonArchimedean representation, the most widely used ordering strategies are easily induced and compared. Moreover, a framework of prioritized merging operators using the ...