Variants of the Choquet–Deny theorem with applications

DOI10.2307/3215179MaRDI QIDQ4339252zbMATH OpenOpenAlexFDO

Authors E. B. Fosam, Damodar Shanbhag

Publication date 2 November 1997

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3215179

zbMATH Keywords

renewal processreliabilityexponential distributionChoquet-Deny theorem

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Multivariate distribution of statistics (62H10) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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Cited in

(8)

• A matrix-valued Choquet–Deny theorem
• On a characterization of the uniform distribution by generalized order statistics
• Some unified characterization results on generalized Pareto distributions
• A new characterization of the power distribution
• Further versions of the convolution equation
• Exchangeability, functional equations, and characterizations
• Recent results on characterization of probability distributions: a unified approach through extensions of Deny&s theorem
• On the mean past lifetime of the components of a parallel system

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