Yann OLLIVIER gave a talk on his interpretation of Ricci curvature which sheds much light on this classical notion and allows its generalization, e.g., to discrete spaces. He is interested in the rôle played by positive Ricci curvature in the concentration of the measure phenomenon discovered by Gromov in his generalization of Lévy’s theorem on [...]
Archive for the ‘Probability and Statistics’ Category
Positive Curvature for discrete spaces
Posted in Probability and Statistics, tagged discrete generalizations, inégalités log Sobolev, Ising model, measure concentration phenomenon, probability theory, Ricci curvature, Riemannian geometry on January 27, 2010 | Leave a Comment »
Copula in Statistics
Posted in Probability and Statistics, should have known also on November 29, 2009 | Leave a Comment »
The cumulative distribution function of a random variable is: . The copula of is such that: where , resp. , is the distribution function of , resp. . It is unique if each variable is continuous (atomless law). Theorem (Sklar). A function is the copula of some random variable with values in if and only [...]
