This study deals with an establishment of some common fixed point theorems for weak sub sequential continuous and compatibility of type (E) maps via C-class functions in a non Archimedean Menger Probabilistic Metric space.

We prove that all proper rigid-analytic spaces with “enough” algebraically independent meromorphic functions are algebraic (in the sense of proper algebraic spaces). This is a non-archimedean analogue of a result of Artin over C.

This paper addresses the problem of efficiently sampling exchangeable and nested Archimedean copulas, with specific focus on large dimensions, where methods involving generator derivatives, such as the conditional distribution method, are not applicable. Additionally, new conditions under which Archimedean copulas can be mixed to construct nested Archimedean copulas are presented. Moreover, for...

In the present paper, we give a new approach to Caristi's fixed pointtheorem on non-Archimedean fuzzy metric spaces. For this we define anordinary metric $d$ using the non-Archimedean fuzzy metric $M$ on a nonemptyset $X$ and we establish some relationship between $(X,d)$ and $(X,M,ast )$%. Hence, we prove our result by considering the original Caristi's fixedpoint theorem.

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, . . .

We choose two identically distributed dependent risks X1 and X2 with dependence structure modelled by an Archimedean copula. Then we are able to analyze diversification effects in the tails of aggregate dependent risks, i.e. for large u we study P [X1 +X2 ≥ u] ∼ c ·P [X1 ≥ u/2], where c describes the diversification effect.

In the paper [7] C. Huang and C. Moraga suggested a new method to extract fuzzy if-then rules from training data based on information matrix technique with Gaussian membership function. In this paper, we extend this method to the Archimedean t-normed space of quasitriangular fuzzy numbers.

We choose two identically distributed dependent risks X1 and X2 with dependence structure modelled by an Archimedean copula. Then we are able to analyze diversi...cation e¤ects in the tails of aggregate dependent risks, i.e. for large u we study P [X1+X2 ̧ u] » c ¢P [X1 ̧ u=2], where c describes the diversi...cation e¤ect.

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...