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

DOI10.1016/0047-259X(91)90036-2MaRDI QIDQ808511zbMATH OpenOpenAlexFDO

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

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)

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 = * for probability measures on Abelian semigroups

Cites work

• scientific article; zbMATH DE number 3151943 (Why is no real title available?)
• scientific article; zbMATH DE number 3154256 (Why is no real title available?)
• scientific article; zbMATH DE number 3936178 (Why is no real title available?)
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• scientific article; zbMATH DE number 4078363 (Why is no real title available?)
• scientific article; zbMATH DE number 3656947 (Why is no real title available?)
• scientific article; zbMATH DE number 6846220 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• A GENERALIZATION OF A THEOREM OF DENY WITH APPLICATIONS IN CHARACTERIZATION THEORY
• An elementary proof of the strong law of large numbers
• FURTHER EXTENSIONS OF THE CHOQUET-DENY AND DENY THEOREMS WITH APPLICATIONS IN CHARACTERIZATION THEORY
• Symmetric Measures on Cartesian Products
• The Choquet-Deny convolution equation = * for probability measures on Abelian semigroups

Cited in

(14)

• Critical tests of the two high-threshold model of recognition via analyses of hazard functions
• Generalized integrated Cauchy functional equation with applications to probability models
• The (sub/super)additivity assertion of Choquet
• 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
• Mathematical tools for hazard function analysis.
• Uniform distributions on the integers: a connection to the Bernoulli random walk
• Some unified characterization results on generalized Pareto distributions
• 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 = on non-compact non-abelian semigroups

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