Markov property in discrete Schur-constant models

DOI10.1007/s11009-017-9564-5zbMath1402.60092MaRDI 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 models; exchangeable random variables; non-homogeneous Markov chain; Schur-constancy property

Mathematics Subject Classification ID

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

62E10: Characterization and structure theory of statistical distributions

60G09: Exchangeability for stochastic processes

Related Items

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

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