scholarly journals Multivariate Markov Families of Copulas

2015 ◽  
Vol 3 (1) ◽  
Author(s):  
Ludger Overbeck ◽  
Wolfgang M. Schmidt

AbstractFor the Markov property of a multivariate process, a necessary and suficient condition on the multidimensional copula of the finite-dimensional distributions is given. This establishes that the Markov property is solely a property of the copula, i.e., of the dependence structure. This extends results by Darsow et al. [11] from dimension one to the multivariate case. In addition to the one-dimensional case also the spatial copula between the different dimensions has to be taken into account. Examples are also given.

Author(s):  
Alfred Galichon

This chapter considers the Monge–Kantorovich problem in the one-dimensional case, when both the worker and the job are characterized by a scalar attribute. The important assumption of positive assortative matching, or supermodularity of the matching surplus, is introduced and discussed. As a consequence, the primal problem has an explicit solution (an optimal assignment) which is related to the probabilistic notion of a quantile transform, and the dual problem also has an explicit solution (a set of equilibrium prices), which are obtained from the solution to the primal problem. As a consequence, the Monge–Kantorovich problem is explicitly solved in dimension one under the assumption of positive assortative matching.


Author(s):  
Geoffrey Hellman ◽  
Stewart Shapiro

This chapter develops a Euclidean, two-dimensional, regions-based theory. As with the semi-Aristotelian account in Chapter 2, the goal here is to recover the now orthodox Dedekind–Cantor continuum on a point-free basis. The chapter derives the Archimedean property for a class of readily postulated orientations of certain special regions, what are called “generalized quadrilaterals” (intended as parallelograms), by which the entire space is covered. Then the chapter generalizes this to arbitrary orientations, and then establishes an isomorphism between the space and the usual point-based one. As in the one-dimensional case, this is done on the basis of axioms which contain no explicit “extremal clause”, and we have no axiom of induction other than ordinary numerical (mathematical) induction.


Symmetry ◽  
2021 ◽  
Vol 13 (6) ◽  
pp. 1016
Author(s):  
Camelia Liliana Moldovan ◽  
Radu Păltănea

The paper presents a multidimensional generalization of the Schoenberg operators of higher order. The new operators are powerful tools that can be used for approximation processes in many fields of applied sciences. The construction of these operators uses a symmetry regarding the domain of definition. The degree of approximation by sequences of such operators is given in terms of the first and the second order moduli of continuity. Extending certain results obtained by Marsden in the one-dimensional case, the property of preservation of monotonicity and convexity is proved.


2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Raffaela Capitanelli ◽  
Maria Agostina Vivaldi

AbstractIn this paper, we study asymptotic behavior of solutions to obstacle problems for p-Laplacians as {p\to\infty}. For the one-dimensional case and for the radial case, we give an explicit expression of the limit. In the n-dimensional case, we provide sufficient conditions to assure the uniform convergence of the whole family of the solutions of obstacle problems either for data f that change sign in Ω or for data f (that do not change sign in Ω) possibly vanishing in a set of positive measure.


1974 ◽  
Vol 11 (3) ◽  
pp. 458-470 ◽  
Author(s):  
Howard J. Weiner

In a multitype critical age dependent branching process with immigration, the numbers of cell types born by t, divided by t2, tends in law to a one-dimensional (degenerate) law whose Laplace transform is explicitily given. The method of proof makes a correspondence between the moments in the m-dimensional case and the one-dimensional case, for which the corresponding limit theorem is known. Other applications are given, a possible relaxation of moment assumptions, and extensions are indicated.


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