On associative copulas uniformly close (Q1109246): Difference between revisions

Let I be the closed unit interval [0,1]. A copula is a two-place function C: I \(2\to I\) such that \(C(1,x)=C(x,1)=x\), \(C(0,x)=C(x,0)=0\) for all x in I \(C(y_ 1,y_ 2)-C(y_ 1,x_ 2)-C(x_ 1,y_ 2)+C(x_ 1,x_ 2)\geq 0\) for all pairs \((x_ 1,x_ 2)\), \((y_ 1,y_ 2)\) in I 2 such that \(x_ 1\leq y_ 1\) and \(x_ 2\leq y_ 2\). The authors study the associative copulas uniformly close. Let T be an Archimedean t-norm additively generated by a function f, i.e. \(T(x,y)=T(f)(x,y)=f^{- 1}(f(x)+f(y)),\) \(x,y\in I.\) They show how to construct the copulas \(F=T(f)\) which are uniformly close to \(G=T(g)\) i.e. such that for a given \(\epsilon >0\) one has \(\| T(f)- T(g)\| =\| T-G\| =\sup_{(x,y)\in I\quad 2}| F(x,y)- G(x,y)| \leq \epsilon.\) The main result is given in the following theorem: Given an \(\epsilon\in (0,1)\) and a strictly decreasing convex function g mapping the unit interval I onto [0,\(\infty]\), let \(\phi\) be a concave bijection of [0,\(\infty)\) onto itself satisfying the Ulam-Hyers inequality \(| \phi (x+y)-\phi (x)-\phi (y)| \leq g(1-\epsilon)\) for all (x,y)\(\in [0,\infty)\). Put \(f(x)=(\Phi^{-1}\circ g)(x)\) for \(x\in (0,1]\), \(f(x)=\infty\) for \(x=0\). Then T(f) is a copula and \(\| T(f)-T(g)\| \leq \epsilon\). Some other similar results are also derived.