Random discrete copulas
Statistics Theory
2026-03-17 v1 Probability
Statistics Theory
Abstract
We introduce the notion of a bivariate random discrete copula on an equidistant mesh and explore its stochastic properties. A random discrete copula is a discrete random field, hence, its value at a given point on the mesh is a random variable. We determine the distribution of this random variable and calculate its expected value and variance. We also consider bilinear extension of a random discrete copula to a random field over the whole unit square.
Cite
@article{arxiv.2603.13953,
title = {Random discrete copulas},
author = {Damjana Kokol Bukovšek and Blaž Mojškerc and Nik Stopar},
journal= {arXiv preprint arXiv:2603.13953},
year = {2026}
}
Comments
19 pages, 3 figure