On the Proportionality of Covolumes of Discrete Subgroups.
On the uniqueness property for products of symmetric invariant probability measures.
On the Variation in the Cohomology of the Symplectic Form of the Reduced Phase Space.
On uniform tail expansions of multivariate copulas and wide convergence of measures
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...