Generalized integrated Cauchy functional equation with applications to probability models

DOI10.1007/s42519-021-00206-yzbMath1481.60006OpenAlexW3178848253MaRDI QIDQ2241714

Damodar N. Shanbhag

Publication date: 9 November 2021

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-021-00206-y

zbMATH Keywords

Deny's theoremLau-Rao-Shanbhag theoremsgeneralized Pareto distributionsexchangeable random variablesChoquet-Deny theoremDoob's martingale convergence theoremRao-Rubin-Shanbhag theoremsTulcea's theorem

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Characterization and structure theory of statistical distributions (62E10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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