We use a recent characterization of the d-dimensional Archimedean copulas as the survival copulas of d-dimensional simplex distributions (McNeil and Nešlehová (2009)) to construct new Archimedean copula families, and to examine the relationship between their dependence properties and the radial parts of the corresponding simplex distributions. In particular, a new formula for Kendall’s tau is d...

One dimensional optimization on non-Archimedean fields is presented. We derive first and second order necessary and sufficient optimality conditions. For first order optimization, these conditions are similar to the corresponding real ones; but this is not the case for higher order optimization. This is due to the total disconnectedness of the given non-Archimedean field in the order topology, ...