Copulas Related to Manneville-Pomeau Processes

In this work we derive the copulas related to Manneville-Pomeau processes. We examine both bidimensional and multidimensional cases and derive some properties for the related copulas. Computational issues, approximations and random variate generation problems are also addressed and simple numerical experiments to test the approximations developed are also perform. In particular, we propose an approximation to the copula which we show to converge uniformly to the true copula.