Variants of the Choquet–Deny theorem with applications

Variants of the Choquet–Deny theorem with applications

A characterization of the exponential distribution based on a relevation-type equation and its discrete version are extended to the case of multidimensional spaces via variants of the Choquet–Deny theorem. Comments on some recent results in the literature are made.

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Veröffentlicht in:Journal of applied probability 1997-03, Vol.34 (1), p.101-106
Hauptverfasser: Fosam, E. B., Shanbhag, D. N.
Format: Artikel
Sprache:eng
Schlagworte:
Integers
Mathematical analysis
Mathematical theorems
Mathematics
Probability
Research Papers
Studies
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Beschreibung
Zusammenfassung:A characterization of the exponential distribution based on a relevation-type equation and its discrete version are extended to the case of multidimensional spaces via variants of the Choquet–Deny theorem. Comments on some recent results in the literature are made.
ISSN:0021-9002
1475-6072
DOI:10.2307/3215179