Publications (33)
On continuity of Chatterjee's rank correlation and related dependence measures
Jonathan Ansari, Sebastian Fuchs
While measures of concordance -- such as Spearman's rho, Kendall's tau, and Blomqvist's beta -- are continuous with respect to weak convergence, Chatterjee's rank correlation xi re…
Casimir-Lifshitz Force for Nonreciprocal Media and Applications to Photonic Topological Insulators
Sebastian Fuchs, Frieder Lindel, Roman V. Krems +3
Based on the theory of macroscopic quantum electrodynamics, we generalize the expression of the Casimir force for nonreciprocal media. The essential ingredient of this result is th…
Quantifying and estimating dependence via sensitivity of conditional distributions
Jonathan Ansari, Patrick B. Langthaler, Sebastian Fuchs +1
Recently established, directed dependence measures for pairs of random variables build upon the natural idea of comparing the conditional distributions of given w…
The Fejér-Dirichlet Lift: Entire Functions and -Factorization Identities
Sebastian Fuchs
A Fejér-Dirichlet lift is developed that turns divisor information at the integers into entire interpolants with explicit Dirichlet-series factorizations. For absolutely summable…
A dimension reduction for extreme types of directed dependence
Sebastian Fuchs, Carsten Limbach
In recent years, a variety of novel measures of dependence have been introduced being capable of characterizing diverse types of directed dependence, hence diverse types of how a n…
On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results
Thomas Mroz, Juan Fernández Sánchez, Sebastian Fuchs +1
We study the problem of maximizing the probability that (i) an electric component or financial institution does not default before another component or institution and (ii)…