A GENERALIZATION OF A THEOREM OF DENY WITH APPLICATIONS IN CHARACTERIZATION THEORY

DOI10.1093/QMATH/38.1.13MaRDI QIDQ4727112zbMATH OpenOpenAlexFDO

Authors Laurie Davies, Damodar Shanbhag

Publication date 1987

Published in The Quarterly Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/qmath/38.1.13

zbMATH Keywords

characterizationconvolution equationsmartingale argumentsmultivariate distributionstopological semigroup

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(12)

• Some new approaches to multivariate probability distributions
• Characterization of multivariate distributions through a functional equation of their characteristic functions
• Amenability, Reiter's condition and Liouville property
• Extended versions of Deny's theorem via de Finetti's theorem
• The convolution equation of Choquet and Deny on nilpotent groups
• Infinite convolutions of probability measures on Polish semigroups
• Generalized integrated Cauchy functional equation with applications to probability models
• Characterizations of Stable Laws Based on a Number Theoretic Result
• Some unified characterization results on generalized Pareto distributions
• Comments on some papers involving the integrated Cauchy functional equation
• An elementary proof for an extended version of the Choquet-Deny theorem
• On the heredity of Hun and Hungarian property

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