dorsal/arxiv
View SchemaThe Asymptotic Dependence of Elliptic Random Variables
| Authors | Krystyna Jaworska |
|---|---|
| Categories | |
| ArXiv ID | physics/0608203 |
| URL | https://arxiv.org/abs/physics/0608203 |
Abstract
In this paper, we try to answer the question, whether for bivariate elliptic random variable X=(X_1,X_2) the marginal random variables X_1 and X_2 are asymptotically dependent. We show, that for some special form of the characteristic generator of X the answer is positive.
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"abstract": "In this paper, we try to answer the question, whether for bivariate elliptic\nrandom variable X=(X_1,X_2) the marginal random variables X_1 and X_2 are\nasymptotically dependent. We show, that for some special form of the\ncharacteristic generator of X the answer is positive.",
"arxiv_id": "physics/0608203",
"authors": [
"Krystyna Jaworska"
],
"categories": [
"physics.soc-ph"
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"title": "The Asymptotic Dependence of Elliptic Random Variables",
"url": "https://arxiv.org/abs/physics/0608203"
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