Mathematikgebäude, Seminarraum 511

Copulas are the link between multivariate distributions and their univariate marginals, studying dependence therefore means studying copulas. Complementing their obvious importance for statistics and data analysis in general, copulas - or, equivalently, d-stochastic measures - are also interesting objects from the perspective of geometry (characterizing extreme points), from the perspective of topology (peculiar sets are co-meager), and from the perspective of dynamical systems (iterates of the so-called star product, iterations of shuffles, etc.). Additionally, despite intuitively being regular objects copulas can exhibit surprisingly singular behavior and can, e.g., have fractal supports. The talk first introduces copulas and d-stochastic measures and then discusses both solved as well as open problems illustrating the afore-mentioned aspects.

Der Vortrag fällt leider krankheitsbedingt aus.

Prof. Dr. Wolfgang Trutschnig

Universität Salzburg