- Series
- SIAM Student Seminar
- Time
- Friday, April 2, 2010 - 1:00pm for 1 hour (actually 50 minutes)
- Location
- Skiles 255
- Speaker
- Ruodu Wang – School of Mathematics, Georgia Tech
- Organizer
- Linwei Xin
A copula C of n arbitrary random variables X_1, ..., X_n contains all
the information about their dependence. First I will briefly introduce
the definition, basic properties and elementary examples of copulas, as
well as Sklar's Theorem (1959). Then I will present a family of
multivariate copulas whose marginal copula belongs to a family of
extreme copulas. Finally I will discuss a minimization problem related
to copula, which is still open. The talk should be easy to understand
for all level audience who have knowledge of basic probability theory