Discrete line integral on uniform grids: Probabilistic interpretation and applications

IF 0.6 4区 数学 Q4 STATISTICS & PROBABILITY Brazilian Journal of Probability and Statistics Pub Date : 2020-10-01 DOI:10.1214/19-BJPS454
N. Kolev
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引用次数: 2

Abstract

Following the methodology developed by Hyman and Shashkov (1997), 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.
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均匀网格上的离散线积分:概率解释和应用
根据Hyman和Shashkov(1997)开发的方法,我们定义了沿连接均匀网格两个节点的任意路径的梯度向量和相关线积分的离散版本。建立了二元离散非负整数值随机变量联合生存函数的离散线积分指数表示。我们将其应用于生成Sibuya型老化特性的离散模拟,结合了许多经典和新的二元离散模型。给出了这类二元离散分布的几个特征和闭包性质。
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来源期刊
CiteScore
1.60
自引率
10.00%
发文量
30
审稿时长
>12 weeks
期刊介绍: The Brazilian Journal of Probability and Statistics aims to publish high quality research papers in applied probability, applied statistics, computational statistics, mathematical statistics, probability theory and stochastic processes. More specifically, the following types of contributions will be considered: (i) Original articles dealing with methodological developments, comparison of competing techniques or their computational aspects. (ii) Original articles developing theoretical results. (iii) Articles that contain novel applications of existing methodologies to practical problems. For these papers the focus is in the importance and originality of the applied problem, as well as, applications of the best available methodologies to solve it. (iv) Survey articles containing a thorough coverage of topics of broad interest to probability and statistics. The journal will occasionally publish book reviews, invited papers and essays on the teaching of statistics.
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