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Variants of the Choquet–Deny theorem with applications

Part of: Special processes Multivariate analysis Distribution theory - Probability

Published online by Cambridge University Press:  14 July 2016

E. B. Fosam  and
D. N. Shanbhag
E. B. Fosam*
Affiliation:
Sheffield Hallam University
D. N. Shanbhag*
Affiliation:
Sheffield University
*
∗Postal address: School of Computing and Management Sciences, Sheffield Hallam University, 100 Napier Street, Sheffield S11 8HD, UK.
∗∗Postal address: School of Mathematics and Statistics, The University, Sheffield S3 7RH, UK.
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Abstract

A characterization of the exponential distribution based on a relevation-type equation and its discrete version are extended to the case of multidimensional spaces via variants of the Choquet–Deny theorem. Comments on some recent results in the literature are made.

Keywords

CHOQUET–DENY THEOREMEXPONENTIAL DISTRIBUTIONRELIABILITYRENEWAL PROCESS

MSC classification

Primary: 60E10: Characteristic functions; other transforms 62H10: Distribution of statistics
Secondary: 60K10: Applications (reliability, demand theory, etc.) 60E05: Distributions
Type
Research Papers
Information
Journal of Applied Probability , Volume 34 , Issue 1 , March 1997 , pp. 101 - 106
Copyright
Copyright © Applied Probability Trust 1997 

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Footnotes

This research was supported partly by US Army Grant DAAH-04–93-G-0030.

References

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