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Copula function’s concentration set and its concentrated partition
Copula function local correlation structure concentration set concentration measure
2016/1/20
The research on the local correlation structure of copula function is an attractive topic.This paper investigates bivariate copula function’s local correlation structure by defining its concentration ...
Concentration Properties of a Gaussian Field Given that its $L^2$-Norm is Large
Concentration Properties Gaussian Field Given $L^2$-Norm is Large
2010/12/14
The realizations of a Gaussian field are investigated in the limit where its L2-norm is large.
Concentration onto the eigenspace associated with the largest eigenvalue of the covariance of the field ...