79 citations · 575 across the 55 of their papers we have counts for
4 papers · 1 filter
Detecting independence of random vectors: generalized distance covariance and Gaussian covariance
Björn Böttcher, Martin Keller-Ressel, René L. Schilling
Distance covariance is a quantity to measure the dependence of two random vectors. We show that the original concept introduced and developed by Székely, Rizzo and Bakirov can be e…
Distance multivariance: New dependence measures for random vectors
Björn Böttcher, Martin Keller-Ressel, René L. Schilling
We introduce two new measures for the dependence of random variables: distance multivariance and total distance multivariance. Both measures are based on the weighted $L^…
A Probabilistic proof of the breakdown of Besov regularity in -shaped domains
Victoria Knopova, René L. Schilling
{We provide a probabilistic approach in order to investigate the smoothness of the solution to the Poisson and Dirichlet problems in -shaped domains. In particular, we obtain (p…
Strong convergence of the Euler--Maruyama approximation for a class of Lévy-driven SDEs
Franziska Kühn, René L. Schilling
Consider the following stochastic differential equation (SDE) driven by a -dimensional Lévy process . We est…