A Recession Notion for a Class of Monotone Bivariate Functions

Using monotone bifunctions, we introduce a recession concept for general equilibrium problems relying on a variational convergence notion. The interesting purpose is to extend some results of P. L. Lions on variational problems. In the process we generalize some results by H. Brezis and H. Attouch relative to the convergence of the resolvents associated with maximal monotone operators.

Strong Consistency of the Conditional Least Squares Estimator for a Nonstationary Process. Example of the Garch Model

2000 Mathematics Subject Classification: Primary: 62M10, 62J02, 62F12, 62M05, 62P05, 62P10; secondary: 60G46, 60F15.

Extremes of Bivariate Geometric Variables with Application to Bisexual Branching Processes

2000 Mathematics Subject Classification: 60J80, 60G70.

Dependence Structure of some Bivariate Distributions

Dependence in the world of uncertainty is a complex concept. However, it exists, is asymmetric, has magnitude and direction, and can be measured. We use some measures of dependence between random events to illustrate how to apply it in the study of dependence between non-numeric bivariate variables and numeric random variables. Graphics show what is the inner dependence structure in the Clayton Archimedean copula and the Bivariate Poisson distribution. We know this approach is valid for studying the local dependence structure for any pair of random variables determined by its empirical or theoretical distribution. And it can be used also to simulate dependent events and dependent r/v/’s, but some restrictions apply. ACM Computing Classification System (1998): G.3, J.2.

Densities with Spherical Level Sets in the Gauss-exponential Domain

2000 Mathematics Subject Classification: 60F05, 60B10.

Branching Populations of Cells Bearing a Continuous Label

2000 Mathematics Subject Classification: 60J80.

Split-ARCH

2000 Mathematics Subject Classification: 62M10