6014
2016
eng
1608.03784
article
0
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Cameron--Martin theorems for sequences of Cauchy-distributed random variables
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.
arXiv
1608.03784
no
Han Cheng Lie
Han Cheng Lie
T. J. Sullivan
Numerical Mathematics
Sullivan, Tim
no-project
Lie, Han