TY - GEN
A1 - Lie, Han Cheng
A1 - Sullivan, T. J.
T1 - Cameron--Martin theorems for sequences of Cauchy-distributed random variables
N2 - Given a sequence of Cauchy-distributed random variables defined by a sequence of location parameters and a sequence of scale parameters, we consider another sequence of random variables that is obtained by perturbing the location or scale parameter sequences. Using a result of Kakutani on equivalence of infinite product measures, we provide sufficient conditions for the equivalence of laws of the two sequences.
T3 - ZIB-Report - 16-40
Y1 - 2016
UR - https://opus4.kobv.de/opus4-zib/frontdoor/index/index/docId/6023
UR - https://nbn-resolving.org/urn:nbn:de:0297-zib-60230
SN - 1438-0064
ER -