Title of article :
Absolute continuity of one-sided random translations
Author/Authors :
Sato، نويسنده , , Hiroshi and Tamashiro، نويسنده , , Masakazu، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1995
Pages :
18
From page :
187
To page :
204
Abstract :
Let X = Xkk ⩾ 1 be an i.i.d. random sequence and Y =Ykk ⩾ 1 be an independent random sequence which is also independent of X. We suppose X and Y take values in the sequence space SN, where S is either N0, the space of non-negative integers, or R+, the space of non-negative numbers. Then X and X + Y = Xk + Ykk ⩾ 1 induce probability measures μX and μX + Y on SN, respectively. We shall give necessary or sufficient conditions for μX ∼ μX + Y (equivalence = mutual absolute continuity) under assumptions on the distribution of X1. In particular, we consider the case where X1 obeys a Poisson or an exponential law.
Keywords :
T-martingale , Average martingale , Fisher Information
Journal title :
Stochastic Processes and their Applications
Serial Year :
1995
Journal title :
Stochastic Processes and their Applications
Record number :
1575733
Link To Document :
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