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Variants of the Choquet–Deny theorem with applications
Published online by Cambridge University Press: 14 July 2016
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.
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- Research Papers
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- Copyright © Applied Probability Trust 1997
Footnotes
This research was supported partly by US Army Grant DAAH-04–93-G-0030.
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