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.
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container_title Journal of applied probability
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creator Fosam, E. B.
Shanbhag, D. N.
description 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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source Jstor Complete Legacy; JSTOR Mathematics & Statistics
subjects Integers
Mathematical analysis
Mathematical theorems
Mathematics
Probability
Research Papers
Studies
title Variants of the Choquet–Deny theorem with applications
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