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On the σ -finiteness of a variational measure

Diana Caponetti (2003)

Mathematica Bohemica

The σ -finiteness of a variational measure, generated by a real valued function, is proved whenever it is σ -finite on all Borel sets that are negligible with respect to a σ -finite variational measure generated by a continuous function.

On topologies generated by some operators

Katarzyna Flak, Jacek Hejduk (2013)

Open Mathematics

The paper concerns topologies introduced in a topological space (X, τ) by operators which are much weaker than the lower density operators. Some properties of the family of sets having the Baire property and the family of meager sets with respect to such topologies are investigated.

On uniform tail expansions of multivariate copulas and wide convergence of measures

Piotr Jaworski (2006)

Applicationes Mathematicae

The theory of copulas provides a useful tool for modeling dependence in risk management. In insurance and finance, as well as in other applications, dependence of extreme events is particularly important, hence there is a need for a detailed study of the tail behaviour of multivariate copulas. We investigate the class of copulas having regular tails with a uniform expansion. We present several equivalent characterizations of uniform tail expansions. Next, basing on them, we determine the class of...

On uniqueness of G-measures and g-measures

Ai Fan (1996)

Studia Mathematica

We give a simple proof of the sufficiency of a log-lipschitzian condition for the uniqueness of G-measures and g-measures which were studied by G. Brown, A. H. Dooley and M. Keane. In the opposite direction, we show that the lipschitzian condition together with positivity is not sufficient. In the special case where the defining function depends only upon two coordinates, we find a necessary and sufficient condition. The special case of Riesz products is discussed and the Hausdorff dimension of...

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