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Statistics seminar 2019 - "Probabilistic Interpretation of Discrete Line Integral on Uniform Grids"

12/09/2019 dalle 14:30

Dove Aula 5 - Piazza Scaravilli

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

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