Probabilistic Interpretation of Discrete Line Integral on Uniform Grids

Nikolai Kolev, Department of Statistics, Institute of Mathematics and Statistics, University of Sao Paulo, Brazil

  • Date: 12 SEPTEMBER 2019  at 14:30

  • Event location: Room 5, Department of Economics, Piazza Scaravilli 5, Bologna

  • Type: Statistics Seminars

Prof. Nikolai Kolev
e-mail:

 

Abstract:

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. 

 

 

Organizzatore:

Sabrina Mulinacci