与Manneville-Pomeau过程相关的Copula
Copulas Related to Manneville-Pomeau Processes
摘要：
在这项工作中，我们得到了与Manneville-Pomeau过程相关的Copula。我们研究二维和多维的情况下，并得出相关的copula的一些性质。计算问题，近似和随机变量生成问题的解决和简单的数值实验来测试开发的近似也进行。特别是，我们提出了一个近似的copula推导，我们一致收敛到真正的copula。为了说明该理论的实用性，我们推导出一个快速的方法来估计Manneville-Pomeau过程中的基本参数。
英文摘要：
In this work we derive the copulas related to Manneville-Pomeau processes. We examine both bidimensional and multidimensional cases and derive some properties for the related copulas. Computational issues, approximations and random variate generation problems are addressed and simple numerical experiments to test the approximations developed are also performed. In particular, we propose an approximation to the copulas derived which we show to converge uniformly to the true copula. To illustrate the usefulness of the theory, we derive a fast procedure to estimate the underlying parameter in Manneville-Pomeau processes.
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