Title: Equilibrium distributions and discrete Schur-constant models,
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.