An elementary proof for an extended version of the Choquet-Deny theorem
From MaRDI portal
Publication:808511
DOI10.1016/0047-259X(91)90036-2zbMath0732.60009OpenAlexW2056301076MaRDI QIDQ808511
C. Radhakrishna Rao, Damodar N. Shanbhag
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
martingale convergence theoremexchangeable random variablesChoquet-Deny theoremHewitt-Savage zero-one law
Probability distributions: general theory (60E05) Convergence of probability measures (60B10) Zero-one laws (60F20) Foundations of stochastic processes (60G05)
Related Items
Critical tests of the two high-threshold model of recognition via analyses of hazard functions, Characterizations of Stable Laws Based on a Number Theoretic Result, A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers, Uniform Distributions on the Integers: A connection to the Bernouilli Random Walk, Mathematical tools for hazard function analysis., Amenability, Reiter's condition and Liouville property, Generalized integrated Cauchy functional equation with applications to probability models, Some unified characterization results on generalized Pareto distributions, On a characterization of the uniform distribution by generalized order statistics, The convolution equation \(\sigma \ast \mu =\mu\) on non-compact non-abelian semigroups
Cites Work
- The Choquet-Deny convolution equation \(\mu =\mu *\sigma\) for probability measures on Abelian semigroups
- Symmetric Measures on Cartesian Products
- FURTHER EXTENSIONS OF THE CHOQUET-DENY AND DENY THEOREMS WITH APPLICATIONS IN CHARACTERIZATION THEORY
- An elementary proof of the strong law of large numbers
- A GENERALIZATION OF A THEOREM OF DENY WITH APPLICATIONS IN CHARACTERIZATION THEORY
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
