Equilibrium Distributions and Discrete Schur-constant Models

Anna Castañer () and M. Mercè Claramunt ()
Additional contact information
Anna Castañer: Universitat de Barcelona
M. Mercè Claramunt: Universitat de Barcelona

Methodology and Computing in Applied Probability, 2019, vol. 21, issue 2, 449-459

Abstract: Abstract This paper introduces Schur-constant equilibrium distribution models of dimension n for arithmetic non-negative random variables. Such a model is defined through the (several orders) equilibrium distributions of a univariate survival function. First, the bivariate case is considered and analyzed in depth, stressing the main characteristics of the Poisson case. The analysis is then extended to the multivariate case. Several properties are derived, including the implicit correlation and the distribution of the sum.

Keywords: Schur-constant property; Discrete stationary-excess operator; Discrete equilibrium distributions; 60E05; 62H05 (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s11009-018-9632-5 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:metcap:v:21:y:2019:i:2:d:10.1007_s11009-018-9632-5

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/11009

DOI: 10.1007/s11009-018-9632-5

Access Statistics for this article

Methodology and Computing in Applied Probability is currently edited by Joseph Glaz

More articles in Methodology and Computing in Applied Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().