Q-Gaussian distributions: simplifications and simulations.
Classically, Hardy’s inequality enables to estimate the spectral gap of a one-dimensional diffusion up to a factor belonging to . The goal of this paper is to better understand the latter factor, at least in a symmetric setting. In particular, we will give an asymptotical criterion implying that its value is exactly 4. The underlying argument is based on a semi-explicit functional for the spectral gap, which is monotone in some rearrangement of the data. To find it will resort to some regularity...
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].
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.