The Asymptotic Dependence of Elliptic Random Variables

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dc.creatorJaworska, Krystyna
dc.date2006-08-20
dc.date.accessioned2026-07-07T07:25:51Z
dc.date.available2026-07-07T07:25:51Z
dc.descriptionIn 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.
dc.descriptionTo be published in Acta Phys. Pol. B
dc.identifierhttps://arxiv.org/abs/physics/0608203
dc.identifierhttp://arxiv.org/abs/physics/0608203
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/116869
dc.subjectPhysics and Society
dc.titleThe Asymptotic Dependence of Elliptic Random Variables
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