Results 1 to 10 of about 37 (37)

Implementing Markovian models for extendible Marshall–Olkin distributions

Dependence Modeling, 2022
We derive a novel stochastic representation of exchangeable Marshall–Olkin distributions based on their death-counting processes. We show that these processes are Markov.
Sloot Henrik
doaj   +1 more source

On partially Schur-constant models and their associated copulas

Dependence Modeling, 2021
Schur-constant vectors are used to model duration phenomena in various areas of economics and statistics. They form a particular class of exchangeable vectors and, as such, rely on a strong property of symmetry.
Lefèvre Claude
doaj   +1 more source

The deFinetti representation of generalised Marshall–Olkin sequences

Dependence Modeling, 2020
We show that each infinite exchangeable sequence τ1, τ2, . . . of random variables of the generalised Marshall–Olkin kind can be uniquely linked to an additive subordinator via its deFinetti representation. This is useful for simulation, model estimation,
Sloot Henrik
doaj   +1 more source

Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property

Dependence Modeling, 2020
We first review an approach that had been developed in the past years to introduce concepts of “bivariate ageing” for exchangeable lifetimes and to analyze mutual relations among stochastic dependence, univariate ageing, and bivariate ageing.
Nappo Giovanna, Spizzichino Fabio
doaj   +1 more source

INVARIANT MEASURES CONCENTRATED ON COUNTABLE STRUCTURES

Forum of Mathematics, Sigma, 2016
Let $L$ be a countable language. We say that a countable infinite $L$
NATHANAEL ACKERMAN, CAMERON FREER, REHANA PATEL   +2 more
doaj   +1 more source

The law of the iterated logarithm for exchangeable random variables

International Journal of Mathematics and Mathematical Sciences, Volume 18, Issue 2, Page 391-396, 1995., 1993
In this note, necessary and sufficient conditions for laws of the iterated logarithm are developed for exchangeable random variables.
Hu-Ming Zhang, Robert L. Taylor
wiley   +1 more source

Sharp bounds on the survival function of exchangeable min-stable multivariate exponential sequences

Dependence Modeling
We derive lower and upper bounds for the survival function of an exchangeable sequence of random variables, for which the scaled minimum of each finite subgroup has a univariate exponential distribution.
Mai Jan-Frederik
doaj   +1 more source

De Finetti-type theorems for nonexchangeable 0–1 random variables

De Finetti theorem, Exchangeability, Random selection processes, 60G09,
Ricardo Vélez Ibarrola, Tomás Prieto-Rumeau   +1 more
core   +1 more source

Large deviations for a triangular array of exchangeable random variables

, 2002
. – In this paper we consider a triangular array whose rows are composed of finite exchangeable random variables. We prove that, under suitable conditions, the sequence defined by the empirical measure process of each row satisfies a large deviation ...
Trashorras, José, José Trashorras
core  

Block-Factor Fields Of Bernoulli Shifts

, 1998
. The distributions of the random arrays (a j i ;j j ; i; j ? 1) where (a i;j ; i; j 6 n) is a matrix and j = (j i ; i ? 1) is an i.i.d. sequence are completely characterized.
Matúš, František, Frantisek Matús
core