Random discrete copulas

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.