Eigenvalues of the Laguerre process as non-colliding squared Bessel processes.
Eine simultane Charakterisierung der geometrischen Verteilung und logistischen Verteilung.
Expressions for the probabilities of the bivariate Hermite distribution and related properties
Extreme distribution functions of copulas
In this paper we study some properties of the distribution function of the random variable C(X,Y) when the copula of the random pair (X,Y) is M (respectively, W) – the copula for which each of X and Y is almost surely an increasing (respectively, decreasing) function of the other –, and C is any copula. We also study the distribution functions of M(X,Y) and W(X,Y) given that the joint distribution function of the random variables X and Y is any copula.