Measure of complete dependence of random vectors

Estimation of Spectral Measure of Stable Random Vectors

This article has no abstract.

Autoregressive Gaussian Random Vectors of First Order

Extreme residual dependence for random vectors and processes

A two-dimensional random vector in the domain of attraction of an extreme value distribution G is said to be asymtptotically independent (i.e. in the tail) if G is the product of its marginal distribution functions. Ledford and Tawn (1996) have discussed a form of residual dependence in this case. In this paper, we give a characterization of this phenomenon (see also Ramos and Ledford (2009)) a...

autoregressive gaussian random vectors of first order

Entanglement of random vectors

We analytically calculate the average value of i-th largest Schmidt coefficient for random pure quantum states. Schmidt coefficients, i.e., eigenvalues of the reduced density matrix, are expressed in the limit of large Hilbert space size and for arbitrary bipartite splitting as an implicit function of index i. Submitted to: J. Phys. A: Math. Gen. PACS numbers: 03.65.Ud, 03.67.-a Entanglement is...