We consider probabilistic models of N identical distinguishable, binary random variables. If these variables are strictly or asymptotically independent, then, for N→∞, (i) the attractor in distribution space is, according to the standard central limit theorem, a Gaussian, and (ii) the...

This paper suggests Lévy copulas in order to characterize the dependence among components of multidimensional Lévy processes. This concept parallels the notion of a copula on the level of Lévy measures. As for random vectors, a version of Sklar's theorem states that the law of a general...

In this paper, we assume that firms can create independent divisions which compete in quantities in a homogeneous good market. Assuming complete information, identical firms and constant returns to scale, we prove the following: 1) Subgame Perfect Nash Equilibrium (SPNE) implies Perfect...

We consider a self-similar fragmentation process which preserves the total mass. We are interested in the asymptotic behavior as [var epsilon]--0+ of , the number of fragments with size greater than [var epsilon] at some fixed time t0. Under a certain condition of regular variation type on the...