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Alpha-stable branching and beta-coalescents.

Birkner, Matthias, Blath, Jochen, Capaldo, Marcella, Etheridge, Alison M., Möhle, Martin, Schweinsberg, Jason, Wakolbinger, Anton (2005)

Electronic Journal of Probability [electronic only]

Bivariate copulas, norms and non-exchangeability

Pier Luigi Papini (2015)

Dependence Modeling

The present paper is related to the study of asymmetry for copulas by introducing functionals based on different norms for continuous variables. In particular, we discuss some facts concerning asymmetry and we point out some flaws occurring in the recent literature dealing with this matter.

Componentwise concave copulas and their asymmetry

Fabrizio Durante, Pier Luigi Papini (2009)


The class of componentwise concave copulas is considered, with particular emphasis on its closure under some constructions of copulas (e.g., ordinal sum) and its relations with other classes of copulas characterized by some notions of concavity and/or convexity. Then, a sharp upper bound is given for the L -measure of non-exchangeability for copulas belonging to this class.

Conditional distributions, exchangeable particle systems, and stochastic partial differential equations

Dan Crisan, Thomas G. Kurtz, Yoonjung Lee (2014)

Annales de l'I.H.P. Probabilités et statistiques

Stochastic partial differential equations (SPDEs) whose solutions are probability-measure-valued processes are considered. Measure-valued processes of this type arise naturally as de Finetti measures of infinite exchangeable systems of particles and as the solutions for filtering problems. In particular, we consider a model of asset price determination by an infinite collection of competing traders. Each trader’s valuations of the assets are given by the solution of a stochastic differential equation,...

Finite row-column exchangeable arrays

Bruno Bassan, Marco Scarsini (1998)

Commentationes Mathematicae Universitatis Carolinae

We generalize well known results about the extendibility of finite exchangeable sequences and provide necessary conditions for finite and infinite extendibility of a finite row-column exchangeable array. These conditions depend in a simple way on the correlation matrix of the array.

Genealogy of flows of continuous-state branching processes via flows of partitions and the Eve property

Cyril Labbé (2014)

Annales de l'I.H.P. Probabilités et statistiques

We encode the genealogy of a continuous-state branching process associated with a branching mechanism 𝛹 – or 𝛹 -CSBP in short – using a stochastic flow of partitions. This encoding holds for all branching mechanisms and appears as a very tractable object to deal with asymptotic behaviours and convergences. In particular we study the so-called Eve property – the existence of an ancestor from which the entire population descends asymptotically – and give a necessary and sufficient condition on the 𝛹 -CSBP for...

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