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Markov Property in Discrete Schur-constant Models

Claude Lefèvre (), Stéphane Loisel () and Sergey Utev ()
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Claude Lefèvre: Université Libre de Bruxelles
Stéphane Loisel: Université de Lyon
Sergey Utev: University of Leicester

Methodology and Computing in Applied Probability, 2018, vol. 20, issue 3, 1003-1012

Abstract: Abstract This paper is concerned with Schur-constant survival models for discrete random variables. Our main purpose is to prove that the associated partial sum process is a non-homogeneous Markov chain. This is shown in three different situations where the random variables considered take values in the sets 0, {0,1} or {0,…,m}, m ≥ 2. The property of Schur-constancy is also compared for these three cases.

Keywords: Schur-constancy property; Discrete models; Exchangeable random variables; Non-homogeneous Markov chain; 60J10; 62E10 (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s11009-017-9564-5

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