Quasi-invariance of countable products of Cauchy measures under non-unitary dilations

DOI10.1214/18-ECP113zbMath1390.60149arXiv1611.10289OpenAlexW2782285266MaRDI QIDQ1748556

Xianqiang Yang

Publication date: 11 May 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.10289

zbMATH Keywords

change of measureCauchy distributionrandom sequenceequivalence of measure

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Generalized stochastic processes (60G20) Continuity and singularity of induced measures (60G30)

Related Items (2)

An equivalence criterion for infinite products of Cauchy measures ⋮ Γ-convergence of Onsager–Machlup functionals: II. Infinite product measures on Banach spaces

Cites Work

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• On equivalence of infinite product measures
• The asymptotic expansion of a ratio of gamma functions
• On the small balls problem for equivalent Gaussian measures
• Distinguishing a Sequence of Random Variables from a Translate of Itself

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