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Discrete line integral on uniform grids: Probabilistic interpretation and applications

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Autor(es):
Kolev, Nikolai
Número total de Autores: 1
Tipo de documento: Artigo Científico
Fonte: BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS; v. 34, n. 4, p. 23-pg., 2020-10-01.
Resumo

Following the methodology developed by (Comput. Math. Appl. 33 (1997) 81-104), we define a discrete version of gradient vector and associated line integral along arbitrary path connecting two nodes of uniform grid. An exponential representation of joint survival function of bivariate discrete non-negative integer-valued random variables in terms of discrete line integral is established. We apply it to generate a discrete analogue of the Sibuya-type aging property, incorporating many classical and new bivariate discrete models. Several characterizations and closure properties of this class of bivariate discrete distributions are presented. (AU)

Processo FAPESP: 13/07375-0 - CeMEAI - Centro de Ciências Matemáticas Aplicadas à Indústria
Beneficiário:Francisco Louzada Neto
Modalidade de apoio: Auxílio à Pesquisa - Centros de Pesquisa, Inovação e Difusão - CEPIDs