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Cameron--Martin theorems for sequences of Cauchy-distributed random variables
Zitieren Sie bitte immer diese 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.
Verfasserangaben: | Han Cheng Lie, T. J. Sullivan |
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Dokumentart: | ZIB-Report |
MSC-Klassifikation: | 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) |
Datum der Erstveröffentlichung: | 23.08.2016 |
Schriftenreihe (Bandnummer): | ZIB-Report (16-40) |
ISSN: | 1438-0064 |