The Asymptotic Dependence of Elliptic Random Variables

Details The Asymptotic Dependence of Elliptic Random Variables The Asymptotic Dependence of Elliptic Random Variables

2006-08-20

arxiv.org/abs/physics/0608203v1

Physics

Physics and Society

To be published in Acta Phys. Pol. B

Scientific paper

In this paper, we try to answer the question, whether for bivariate elliptic
random variable X=(X_1,X_2) the marginal random variables X_1 and X_2 are
asymptotically dependent. We show, that for some special form of the
characteristic generator of X the answer is positive.

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