scholarly journals Characterizations of Conditional Comonotonicity

2007 ◽  
Vol 44 (3) ◽  
pp. 607-617 ◽  
Author(s):  
Ka Chun Cheung
Keyword(s):  
Random Vector ◽  
Classical Concept ◽  
Almost Sure Representation

The notion of conditional comonotonicity was first used implicitly by Kaas, Dhaene, and Goovaerts (2000) and was formally introduced by Jouini and Napp (2004) as a generalization of the classical concept of comonotonicity. The objective of the present paper is to further investigate this relatively new concept. The main result is that a random vector is comonotonic conditional to a certain σ-field if and only if it is almost surely comonotonic locally on each atom of the conditioning σ-field. We also provide a new proof of a distributional representation and an almost sure representation of a conditionally comonotonic random vector.

scholarly journals Characterizations of Conditional Comonotonicity

2007 ◽  
Vol 44 (03) ◽  
pp. 607-617 ◽  
Author(s):  
Ka Chun Cheung
Keyword(s):  
Random Vector ◽  
Classical Concept ◽  
Almost Sure Representation

The notion of conditional comonotonicity was first used implicitly by Kaas, Dhaene, and Goovaerts (2000) and was formally introduced by Jouini and Napp (2004) as a generalization of the classical concept of comonotonicity. The objective of the present paper is to further investigate this relatively new concept. The main result is that a random vector is comonotonic conditional to a certain σ-field if and only if it is almost surely comonotonic locally on each atom of the conditioning σ-field. We also provide a new proof of a distributional representation and an almost sure representation of a conditionally comonotonic random vector.

scholarly journals Trans-lithospheric diapirism explains the presence of ultra-high pressure rocks in the European Variscides

2021 ◽  
Vol 2 (1) ◽  
Author(s):  
Petra Maierová ◽  
Karel Schulmann ◽  
Pavla Štípská ◽  
Taras Gerya ◽  
Ondrej Lexa
Keyword(s):  
High Pressure ◽  
Numerical Models ◽  
Classical Concept ◽  
Plate Interface ◽  
Ultra High Pressure ◽  
Common Process ◽  
Mountain Belts ◽  
Collisional Orogens ◽  
Rock Association ◽  
European Variscides

AbstractThe classical concept of collisional orogens suggests that mountain belts form as a crustal wedge between the downgoing and overriding plates. However, this orogenic style is not compatible with the presence of (ultra-)high pressure crustal and mantle rocks far from the plate interface in the Bohemian Massif of Central Europe. Here we use a comparison between geological observations and thermo-mechanical numerical models to explain their formation. We suggest that continental crust was first deeply subducted, then flowed laterally underneath the lithosphere and eventually rose in the form of large partially molten trans-lithospheric diapirs. We further show that trans-lithospheric diapirism produces a specific rock association of (ultra-)high pressure crustal and mantle rocks and ultra-potassic magmas that alternates with the less metamorphosed rocks of the upper plate. Similar rock associations have been described in other convergent zones, both modern and ancient. We speculate that trans-lithospheric diapirism could be a common process.

FAF-DRVFL: Fuzzy activation function based deep random vector functional links network for early diagnosis of Alzheimer disease

2021 ◽  
Vol 106 ◽  
pp. 107371
Author(s):  
Rahul Sharma ◽  
Tripti Goel ◽  
M. Tanveer ◽  
Shubham Dwivedi ◽  
R. Murugan
Keyword(s):  
Alzheimer Disease ◽  
Early Diagnosis ◽  
Random Vector ◽  
Activation Function

scholarly journals Thorstein Veblen on economic man: toward a new method of describing human nature, society, and history

2021 ◽  
Author(s):  
Noriko Ishida
Keyword(s):  
Human Nature ◽  
Traditional Theory ◽  
Characteristic Method ◽  
Classical Concept ◽  
Qualitative Aspect ◽  
Thorstein Veblen ◽  
Economic Action ◽  
Economic Man ◽  
Logical Connection ◽  
Theory Of Human Nature

AbstractThe fact that Veblen was a keen critic of the neo-classical concept of “economic man” is well known. However, the following issues have not been discussed in enough depth: how he rebuilt the traditional theory of human nature through his new methodology of economics, how much his methodological revision broadened the scope of economics, and what kind of phenomena Veblen’s economic theory elucidates. This article examines these issues and aims to show the logical connection between Veblen’s controversial proposal on the methodology of economics and his analysis of economic phenomena. Specifically, it reconsiders Veblen’s analysis of economic action using a unique concept of instincts, his logic of explaining the relation between society and human nature, his way of drawing history from the relativistic worldview, and his characteristic method of grasping the cause and effect of economic phenomena. Finally, it highlights the importance of modifying the concept of “economic man” by focusing on the qualitative aspect. Particular reference is made to the economic concepts of utility, efficiency, and intangibility.

The Concentration Ellipsoid of a Random Vector Revisited

1991 ◽  
Vol 7 (3) ◽  
pp. 397-403 ◽  
Author(s):  
Kenneth Nordström
Keyword(s):  
Quadratic Form ◽  
Random Vector ◽  
Crucial Role ◽  
Type Inequality ◽  
Estimation Theory ◽  
Linear Estimation ◽  
Nonnegative Definite

Alternative definitions of the concentration ellipsoid of a random vector are surveyed, and an extension of the concentration ellipsoid of Darmois is suggested as being the most convenient and natural definition. The advantage of the proposed definition in providing substantially simplified proofs of results in (linear) estimation theory is discussed, and is illustrated by new and short proofs of two key results. A not-so-well-known, but elementary, extremal representation of a nonnegative definite quadratic form, together with the corresponding Cauchy-Schwarẓ-type inequality, is seen to play a crucial role in these proofs.

Utilization of random vector functional link integrated with manta ray foraging optimization for effluent prediction of wastewater treatment plant

2021 ◽  
Vol 298 ◽  
pp. 113520
Author(s):  
Khaled Elmaadawy ◽  
Mohamed Abd Elaziz ◽  
Ammar H. Elsheikh ◽  
Ahmed Moawad ◽  
Bingchuan Liu ◽  
...  
Keyword(s):  
Wastewater Treatment ◽  
Random Vector ◽  
Wastewater Treatment Plant ◽  
Treatment Plant ◽  
Functional Link ◽  
Manta Ray

Multivariate extremes, aggregation and dependence in elliptical distributions

2002 ◽  
Vol 34 (03) ◽  
pp. 587-608 ◽  
Author(s):  
Henrik Hult ◽  
Filip Lindskog
Keyword(s):  
Random Vector ◽  
Positive Constant ◽  
Tail Dependence ◽  
Constant Factor ◽  
Dispersion Matrix ◽  
Elliptical Distributions ◽  
Spectral Measures ◽  
Lower Tail ◽  
Explicit Formulae ◽  
Dependence Properties

In this paper, we clarify dependence properties of elliptical distributions by deriving general but explicit formulae for the coefficients of upper and lower tail dependence and spectral measures with respect to different norms. We show that an elliptically distributed random vector is regularly varying if and only if the bivariate marginal distributions have tail dependence. Furthermore, the tail dependence coefficients are fully determined by the tail index of the random vector (or equivalently of its components) and the linear correlation coefficient. Whereas Kendall's tau is invariant in the class of elliptical distributions with continuous marginals and a fixed dispersion matrix, we show that this is not true for Spearman's rho. We also show that sums of elliptically distributed random vectors with the same dispersion matrix (up to a positive constant factor) remain elliptical if they are dependent only through their radial parts.

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