Markov property in discrete Schur-constant models

DOI10.1007/S11009-017-9564-5zbMath1402.60092OpenAlexW2609613132MaRDI QIDQ1617332

Sergey Utev, Stéphane Loisel, Claude Lefèvre

Publication date: 8 November 2018

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-017-9564-5

zbMATH Keywords

discrete modelsexchangeable random variablesnon-homogeneous Markov chainSchur-constancy property

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Characterization and structure theory of statistical distributions (62E10) Exchangeability for stochastic processes (60G09)

Related Items (7)

How exceptional is the extremal Kendall and Kendall-type convolution ⋮ Probability solutions of the Sincov's functional equation on the set of nonnegative integers ⋮ Schur-constant and related dependence models, with application to ruin probabilities ⋮ New characterizations of bivariate discrete Schur-constant models ⋮ Partially Schur-constant models ⋮ Equilibrium distributions and discrete Schur-constant models ⋮ On partially Schur-constant models and their associated copulas

Cites Work

• Some properties of Schur-constant survival models and their copulas
• Characterizations and time-dependent association measures for bivariate Schur-constant distributions
• Discrete Schur-constant models
• Decomposition of a Schur-constant model and its applications
• On finite exchangeable sequences and their dependence

This page was built for publication: Markov property in discrete Schur-constant models