Cameron--Martin theorems for sequences of Cauchy-distributed random variables

Please always quote using this URN: urn:nbn:de:0297-zib-60230
  • 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.

Download full text files

Export metadata

Additional Services

Share in Twitter Search Google Scholar
Metadaten
Author:Han Cheng Lie, Tim Sullivan
Document Type:ZIB-Report
MSC-Classification:60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX)
Date of first Publication:2016/08/23
Series (Serial Number):ZIB-Report (16-40)
ISSN:1438-0064