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Cameron-Martin theorems for sequences of symmetric Cauchy-distributed random variables
- Publication Year :
- 2016
-
Abstract
- Given a sequence of Cauchy-distributed random variables defined by a sequence of location parameters and a sequence of scale parameters, we consider another sequence of random variables that is obtained by perturbing the location or scale parameter sequences. Using a result of Kakutani on equivalence of infinite product measures, we provide sufficient conditions for the equivalence of laws of the two sequences.<br />Comment: This paper has been withdrawn by the author because it is superseded by the article "Quasi-invariance of countable products of Cauchy measures under translations and non-unitary dilations" (arXiv:1611.10289)
- Subjects :
- Mathematics - Probability
Mathematics - Statistics Theory
60B05
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1608.03784
- Document Type :
- Working Paper