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math.PR2026
Couplings with prescribed maxima: A short proof of the quasi-copula characterization
Jonathan Ansari
We provide a short probabilistic proof of the classical characterization of multivariate quasi-copulas, addressing the call for a simpler and more transparent proof expressed by Se…
math.PR2026
Copulas farthest from independence in quadratic Wasserstein distance
Jonathan Ansari
Let denote the independence copula and the upper and lower Fréchet--Hoeffding copulas. Catalano and Lavenant (2025) conjectured that and maximize the quadratic Wa…
math.PR2022★ 2 cited
On a version of a multivariate integration by parts formula for Lebesgue integrals
Jonathan Ansari
Multidimensional integration by parts formulas apply under the standard assumption that one of the functions is continuous and the other has bounded Hardy-Krause variation. Motivat…