Characterization of distributions by the method of intensively monotone operators (Q801414)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Characterization of distributions by the method of intensively monotone operators
scientific article

    Statements

    Characterization of distributions by the method of intensively monotone operators (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    1984
    0 references
    The authors observe that many problems in the field of characterizations (of probability distributions) amount to finding all functions f (in a certain class \(\epsilon\) of continuous functions, that satisfy a functional equation of the form \(Af=f\), where A is an operator. Here f can be a density function, a Laplace transform, or a characteristic function. It is known that \(Af=f\) for all f in a certain subclass \(\{f_{\lambda}\}_{\lambda \in \Lambda}\) of \(\epsilon\), it may often happen that every f that satisfies the functional equation equals \(f_{\lambda}\) for some \(\lambda\). The authors present conditions on A (intensive monotonicity) and conditions on \(\{f_{\lambda}\}\) with respect to \(\epsilon\) (strong \(\epsilon\)-positivity) which guarantee that every solution of the functional equation coincides with \(f_{\lambda}\) for some \(\lambda\). Then they apply the general results to a large number of more or less classical characterization problems.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    strong epsilon-positivity
    0 references
    functional equation
    0 references
    density
    0 references
    Laplace transform
    0 references
    characteristic function
    0 references
    intensive monotonicity
    0 references