An elementary proof for an extended version of the Choquet-Deny theorem

DOI10.1016/0047-259X(91)90036-2zbMath0732.60009OpenAlexW2056301076MaRDI QIDQ808511

C. Radhakrishna Rao, Damodar N. Shanbhag

Publication date: 1991

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(91)90036-2

zbMATH Keywords

martingale convergence theoremexchangeable random variablesChoquet-Deny theoremHewitt-Savage zero-one law

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Convergence of probability measures (60B10) Zero-one laws (60F20) Foundations of stochastic processes (60G05)

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Cites Work

• The Choquet-Deny convolution equation \(\mu =\mu *\sigma\) for probability measures on Abelian semigroups
• Symmetric Measures on Cartesian Products
• FURTHER EXTENSIONS OF THE CHOQUET-DENY AND DENY THEOREMS WITH APPLICATIONS IN CHARACTERIZATION THEORY
• An elementary proof of the strong law of large numbers
• A GENERALIZATION OF A THEOREM OF DENY WITH APPLICATIONS IN CHARACTERIZATION THEORY
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