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Copulas and Self-affine Functions

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Part of the book series: Advances in Intelligent Systems and Computing ((AISC,volume 228))

Abstract

We characterize self-affine functions whose graphs are the support of a copula using the fact that the functions defined on the unit interval whose graphs support a copula are those that are Lebesgue-measure-preserving. This result allows the computation of the Hausdorff, packing, and box-counting dimensions. The discussion is applied to a classic example such as the Peano curve.

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Correspondence to Enrique de Amo .

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de Amo, E., Carrillo, M.D., Sánchez, J.F. (2013). Copulas and Self-affine Functions. In: Bustince, H., Fernandez, J., Mesiar, R., Calvo, T. (eds) Aggregation Functions in Theory and in Practise. Advances in Intelligent Systems and Computing, vol 228. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-39165-1_9

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  • DOI: https://doi.org/10.1007/978-3-642-39165-1_9

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-39164-4

  • Online ISBN: 978-3-642-39165-1

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