Quasi-invariance of countable products of Cauchy measures under non-unitary dilations

DOI10.1214/18-ECP113zbMath1390.60149arXiv1611.10289MaRDI QIDQ1748556

Xianqiang Yang

Publication date: 11 May 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.10289

zbMATH Keywords

change of measure; Cauchy distribution; random sequence; equivalence of measure

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60G20: Generalized stochastic processes

60G30: Continuity and singularity of induced measures