An elementary proof for an extended version of the Choquet-Deny theorem

DOI10.1016/0047-259X(91)90036-2zbMATH Open0732.60009OpenAlexW2056301076MaRDI QIDQ808511FDOQ808511

Authors: Damodar Shanbhag, C. R. Rao 

Publication date: 1991

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(91)90036-2

Recommendations

• Extended versions of Deny's theorem via de Finetti's theorem
• Variants of the Choquet–Deny theorem with applications
• Further versions of the convolution equation
• Exchangeability, functional equations, and characterizations
• The Choquet-Deny convolution equation \(\mu =\mu *\sigma\) for probability measures on Abelian semigroups

zbMATH Keywords

exchangeable random variablesmartingale convergence theoremChoquet-Deny theoremHewitt-Savage zero-one law

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Probability distributions: general theory (60E05) Zero-one laws (60F20) Foundations of stochastic processes (60G05)

Cites Work

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• Symmetric Measures on Cartesian Products
• An elementary proof of the strong law of large numbers
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• A GENERALIZATION OF A THEOREM OF DENY WITH APPLICATIONS IN CHARACTERIZATION THEORY
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• FURTHER EXTENSIONS OF THE CHOQUET-DENY AND DENY THEOREMS WITH APPLICATIONS IN CHARACTERIZATION THEORY
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• The Choquet-Deny convolution equation \(\mu =\mu *\sigma\) for probability measures on Abelian semigroups

Cited In (14)

• Critical tests of the two high-threshold model of recognition via analyses of hazard functions
• The (sub/super)additivity assertion of Choquet
• Generalized integrated Cauchy functional equation with applications to probability models
• An extension of Thomassen's result on choosability
• Characterizations of Stable Laws Based on a Number Theoretic Result
• A matrix-valued Choquet–Deny theorem
• Amenability, Reiter's condition and Liouville property
• On a characterization of the uniform distribution by generalized order statistics
• Some unified characterization results on generalized Pareto distributions
• Uniform distributions on the integers: a connection to the Bernoulli random walk
• Mathematical tools for hazard function analysis.
• Further versions of the convolution equation
• A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers
• The convolution equation \(\sigma \ast \mu =\mu\) on non-compact non-abelian semigroups

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