Q-Gaussian distributions: simplifications and simulations.
Quantile of a Mixture with Application to Model Risk Assessment
We provide an explicit expression for the quantile of a mixture of two random variables. The result is useful for finding bounds on the Value-at-Risk of risky portfolios when only partial dependence information is available. This paper complements the work of [4].
Quantum stochastic calculus for the uniform measure and Boolean convolution
Quasi-copulas with quadratic sections in one variable
We introduce and characterize the class of multivariate quasi-copulas with quadratic sections in one variable. We also present and analyze examples to illustrate our results.
Quelles fonctions changent toute loi uniforme en une loi uniforme ?