On a class of non-causal triangle functions

Abstract

In [2], B. Schweizer and A. Sklar proposed the problem of whether every triangle function is causal. In [1], T. B. M. McMaster solved the problem negatively by giving an example of a non-causal triangle function. In this note we provide a class of simpler non-causal triangle functions which are continuous on a dense subset of Δ+ but in general not continuous on Δ+. Since McMaster's triangle function is also not continuous on Δ+, the problem of determining whether or not every continuous triangle function is causal remains open.